Mid-session IV Report July 13, 2022

Mid-session IV Report July 13, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Option IV increases: VIX SST MX VTRS C JPM BAC C MS BLK WFC

Popular stocks with increasing volume: TWTR DAL AMD AAL NIO F ETSY

SPY & QQQ option steady after June CPI

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 26; compared to its 52-week range of 11 to 56 into June consumer inflation jumps 9.1% year over year, stronger than estimates.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 40 into June consumer inflation jumps 9.1% year over year, stronger than estimates.

Option IV into quarter results

JPMorgan Chase (JPM) July call option implied volatility is at 66, August is at 40; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on July 14.

Morgan Stanley (MS) July call option implied volatility is at 82, August is at 40; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on July 14.

Schwab (SCHW) July call option implied volatility is at 55, August is at 44; compared to its 52-week range of 26 to 49 into the expected release of quarter results before the bell on July 14.

Taiwan Semiconductor (TSM) July call option implied volatility is at 84, August is at 44; compared to its 52-week range of 22 to 49 into the expected release of quarter results before the bell on July 14. Call put ratio 2.1 calls to 1 put.

Blackrock (BLK) July call option implied volatility is at 69, August is at 40; compared to its 52-week range of 19 to 42 into the expected release of quarter results before the bell on July 15.

Citigroup (C) into t July call option implied volatility is at 77, August is at 40; compared to its 52-week range of 22 to 49 he expected release of quarter results before the bell on July 15.

PNC Financial (PNC) July call option implied volatility is at 59, August is at 36; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on July 15.

U.S. Bancorp (USB) July call option implied volatility is at 65, August is at 34; compared to its 52-week range of 20 to 41 into the expected release of quarter results before the bell on July 15.

UnitedHealth (UNH) July call option implied volatility is at 55, August is at 30; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on July 15.

Wells Fargo (WFC) July call option implied volatility is at 76, August is at 45; compared to its 52-week range of 26 to 51 into the expected release of quarter results before the bell on July 15.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 58 into bank results. Call put ratio 1 call to 1.9 puts.

Twitter (TWTR) July option implied volatility is at 63, August is at 62; compared to 52-week range of 21 to 87. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: DAL FFIE PBR
Increasing unusual option volume: FAST TXMD GOEV HGEN NLOK
Increasing unusual call option volume: NLOK GOEV FAST
Increasing unusual put option volume: GOEV HGEN FAST TTM PSTH
Active options: AAPL TSLA AMZN LAZR NVDA TWTR MSFT SOFI CHPT AMC DAL AMD AAL BA NIO BAC F ETSY BABA