Mid-session IV Report July 13, 2023

Mid-session IV Report July 13, 2023

by

Mid-session IV Report July 13, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: NVAX SIMO CAVA RKLB TAL RBLX CELH TTD TOST SAVE TSN NVO SBSW VSAT CYRX ALLO

Popular stocks increasing volume: PEP HTZ RIVN DAL DIS XOM PGR MAT MGM

Option IV for stocks near 52-week high

NVIDIA (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 68 as share price near 52-week high.

Meta Platforms (META) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 74 as share price near 52-week high.

Shopify (SHOP) 30-day option implied volatility is at 60; compared to its 52-week range of 44 to 96 as share price near 52-week high. Call put ratio 4.9 calls to 1 put.

RH (RH) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 70 as share price near 52-week high. Call put ratio 1 call to 3.3 puts.

Booking Holdings (BKNG) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 54 as share price near 52-week high.

Redfin (RDFN) 30-day option implied volatility is at 105; compared to its 52-week range of 71 to 148 as share price near 52-week high. Call put ratio 3.1 calls to 1 put.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 71; compared to its 52-week range of 62 to 173 as share price near 52-week high.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38 as share price near 52-week high.

Movers

Exxon Mobil (XOM) 30-day option implied volatility is at 23; compared to its 52-week range of 23 to 46 after acquiring Denbury (DEN) in all-stock transaction valued at $4.9B.

Denbury (DEN) 30-day option implied volatility is at 25; compared to its 52-week range of 26 to 97 after Exxon Mobil (XOM) acquiring Denbury in all-stock transaction valued at $4.9B.

Tech option movers

Carvana Co. (CVNA) 30-day option implied volatility is at 167; compared to its 52-week range of 112 to 266 as shares sell off 5.8%.

Walt Disney (DIS) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 49. Call put ratio 3.8 calls to 1 put with focus on July ATM calls.

Option IV into quarter results

UnitedHealth (UNH) July weekly call option implied volatility is at 75, July is at 32; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on July 14.

J P Morgan Chase (JPM) July weekly call option implied volatility is at 62, July is at 31; compared to its 52-week range of 18 to 44 into the expected release of quarter results before the bell on July 14. Call put ratio 3.5 calls to 1 put.

Wells Fargo (WFC) July weekly call option implied volatility is at 74, July is at 36; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on July 14.

BlackRock (BLK) July weekly call option implied volatility is at 67, July is at 32; compared to its 52-week range of 20 to 47 into the expected release of quarter results before the bell on July 14. Call put ratio 3.9 calls to 1 put.

Citigroup (C) July weekly call option implied volatility is at 75, July is at 37; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on July 14.

State Street (STT) July call option implied volatility is at 48, July is at 30; compared to its 52-week range of 26 to 91 into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: LEVI DWAC HELE SVXY UBS ATVI
Increasing unusual option volume: MGM TMC FNGR NEXT MAT APLD YOU NOV CEI DLO
Increasing unusual call option volume: NOV TMC MGM MAT EMB AUR CRDO CEI FNGR
Increasing unusual put option volume: YANG MGM BBIO S EQNR HIMS CARR PGR VRM GRPN LYB CAG
Active options: TSLA AAPL NVDA AMZN AMD META MSFT GOOG

Subscribe to Rebel Roundup for your weekly digest of market highlights and free trading lessons.
We’re on a mission to empower retail traders with the tools they need to succeed.

Join a growing community of traders with Market Rebellion

Join the thousands of users daily!
Start Your Day the Smart Money Way

Real-time Analysis

Interactive Chat Q&A
Professional Tactics