Mid-session IV Report July 15, 2022

Market Rebellion

This article was last updated on 07/15/2022.

Mid-session IV Report July 15, 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: SPWR FSLR TAN CSIQ GRPN TECL MGNI YANG ATUS CRSR REV CS BOIL EPV RIO BHP

Popular stocks with increasing volume: WFC PINS MU NIO RBLX DKNG COIN SNAP LCID SPWR FSLR TAN CSIQ PINS

Alphabet (GOOG) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 49 into tonight’s 20-for-1 stock split.

Option IV into quarter results

Bank of America (BAC) July weekly call option implied volatility is at 43, August is at 37; compared to its 52-week range of 22 to 48 into the expected release of quarter results before the bell on July 18.
Goldman Sachs (GS) July weekly call option implied volatility is at 41, August is at 34; compared to its 52-week range of 22 to 42 into the expected release of quarter results before the bell on July 18.
Netflix (NFLX) July weekly call option implied volatility is at 129, August is at 74; compared to its 52-week range of 21 to 81 into the expected release of quarter results after the bell on July 19.

Johnson & Johnson (JNJ) July weekly call option implied volatility is at 22, August is at 19; compared to its 52-week range of 14 to 24 into the expected release of quarter results before the bell on July 19.

Hasbro (HAS) August call option implied volatility is at 40, September is at 37; compared to its 52-week range of 21 to 78 into the expected release of quarter results before the bell on July 19.

Silvergate Capital (SI) August option implied volatility is at 183, September is at 111; compared to its 52-week range of 65 to 164 into the expected release of quarter results before the bell on July 19. Call put ratio 1 call to 2.2 puts.

Tesla (TSLA) July weekly call option implied volatility is at 90, August is at 79; compared to its 52-week range of 36 to 84 into the expected release of quarter results after the bell on July 20.

Solar stocks option IV after US Senator Joe Manchin reportedly said to Democratic leaders that he wouldn’t support new climate spending or tax increases

First Solar (FSLR) 30-day option implied volatility is at 62; compared to its 52-week range of 32 to 65 as shares sell off 12% after US Senator Joe Manchin reportedly said to Democratic leaders that he wouldn’t support new climate spending or tax increases.

Sunrun (RUN) 30-day option implied volatility is at 94; compared to its 52-week range of 57 to 136 as shares sell off 12%.

SunPower (SPWR) 30-day option implied volatility is at 84; compared to its 52-week range of 58 to 94.
Guggenheim Solar Etf (TAN) 30-day option implied volatility is at 55; compared to its 52-week range of 31 to 64 after US Senator Joe Manchin reportedly said to Democratic leaders that he wouldn’t support new climate spending or tax increases. Call put ratio 1 call to 1.2 puts as shares sell off 5%.

Canadian Solar (CSIQ) 30-day option implied volatility is at 77; compared to its 52-week range of 45 to 83 after US Senator Joe Manchin reportedly said to Democratic leaders that he wouldn’t support new climate spending or tax increases. Call put ratio 8 calls to 1 put as shares sell off 5.8%.

Options with decreasing option implied volatility: FFIE PBR WFC C BX UNH
Increasing unusual option volume: PTEN GOEV GFS REV LU ASHR
Increasing unusual call option volume: GOEV ONON SKIN NLOK NEX REV
Increasing unusual put option volume: GOEV GFS ASHR CIM OTLY LIN FL BE
Active options: AAPL TSLA AMZN AMD NVDA META MSFT BAC C BABA AMC WFC PINS MU NIO RBLX DKNG COIN SNAP LCID

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