Mid-session IV Report July 14, 2022

Market Rebellion

This article was last updated on 07/14/2022.

Mid-session IV Report July 14, 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: MX SST C WFC UNH USB DBA

Popular stocks with increasing volume: TSM RBLX AAL XOM F FCX TWTR

Option IV as shares near low end of range TSLA and DIS

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 35 to 84. Call put ratio 1 call to 1 put as shares sell off 2%.

Walt Disney (DIS) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 58.
Movers

Twitter (TWTR) July option implied volatility is at 69, August is at 62; compared to 52-week range of 21 to 87. Call put ratio 1 call to 1.2 puts.

United States Oil Fund (USO) 30-day option implied volatility is at 52; compared to its 52-week range of 29 to 81 into bank results. Call put ratio 1 call to 1.1 puts as WTI Crude oil trades down 4%.

Option IV into quarter results

Blackrock (BLK) July call option implied volatility is at 83, August is at 41; compared to its 52-week range of 19 to 42 into the expected release of quarter results before the bell on July 15. Call put ratio 1 call to 2.1 puts as shares sell off 2.3%.

Citigroup (C) call option implied volatility is at 89, August is at 40; compared to its 52-week range of 22 to 49 into the expected release of quarter results before the bell on July 15.

PNC Financial (PNC) July call option implied volatility is at 82, August is at 39; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on July 15. Call put ratio 1 call to 1.1 puts.

U.S. Bancorp (USB) July call option implied volatility is at 81, 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 72, August is at 32; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on July 15. Call put ratio 2.3 calls to 1 put.

Wells Fargo (WFC) July call option implied volatility is at 95, 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 8.5 puts.

Aero space-defense–tech stock option implied volatility into the Farnborough airshow

Boeing (BA) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 62. Call put ratio 1.9 calls to 1 put into the Farnborough airshow.

Lockheed Martin (LMT) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 39 into the Farnborough airshow.

Northrop Grumman (NOC) 30-day option implied volatility is at 35; compared to its 52-week range of 17 to 41 into the Farnborough airshow.

L3Harris Technologies (LHX) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 85 into the Farnborough airshow.

Raytheon Technologies (RTX) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 36 into the Farnborough airshow.

General Dynamics (GD) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 36 into the Farnborough airshow.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 38 into the Farnborough airshow.

Honeywell (HON) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 34 into the Farnborough airshow.

Spirit AeroSystems (SPR) call put ratio 97 calls to 1 put with focus on July 31 and August 32 calls.

Huntington Ingalls Industries (HII) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 38 into the Farnborough airshow.

General Electric (GE) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 48 into the Farnborough airshow.

Options with decreasing option implied volatility: MS JPM PSTH TSM
Increasing unusual option volume: REV GOEV PRPB FXC CAG TSM MRNA HAL CHWY FCX RBLX GME
Increasing unusual call option volume: GOEV ASHR REV PRPB CAG
Increasing unusual put option volume: HGEN GOEV DBC CAG CS ERIC SIRI
Active options: AAPL TSLA AMZN AMD NVDA JPM TSM META BAC RBLX AMC MSFT C AAL XOM F FCX TWTR NIO BABA

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