Mid-session IV Report July 17, 2023

Mid-session IV Report July 17, 2023

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Mid-session IV Report July 17, 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: FL APLS ONON CSCO CLSK RXRX SE ONON STNE YELP LVS BBWI T HD DE TGT WMT SGEN

Popular stocks increasing volume: PLTR T DIS RIVN BAC ATVI COIN SOFI SONY HAL MAT T STT

Option IV into quarter results

Bank of America (BAC) July call option implied volatility is at 46, August is at 28; compared to its 52-week range of 22 to 51 into the expected release of quarter results before the bell on July 18.

Novartis (NVS) July call option implied volatility is at 43, August is at 23; compared to its 52-week range of into the expected release of quarter results before the bell on July 18.

Morgan Stanley (MS) July call option implied volatility is at 41, August is at 23; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on July 18.

Lockheed Martin (LMT) July call option implied volatility is at 35, August is at 21; compared to its 52-week range of 15 to 35 into the expected release of quarter results before the bell on July 18.

Prologics (PLD) July call option implied volatility is at 35, August is at 26; compared to its 52-week range of 21 to 78 into the expected release of quarter results before the bell on July 18.

Charles Schwab (SCHW) July call option implied volatility is at 53, August is at 34; compared to its 52-week range of 26 to 104 into the expected release of quarter results before the bell on July 18.

PNC Financial (PNC) July call option implied volatility is at 51, August is at 29; compared to its 52-week range of 22 to 55 into the expected release of quarter results before the bell on July 18.

Bank of New York (BK) July call option implied volatility is at 59, August is at 32; compared to its 52-week range of 20 to 95 into the expected release of quarter results before the bell on July 18.

J.B. Hunt (JBHT) July call option implied volatility is at 49, August is at 27; compared to its 52-week range of 24 to 80 into the expected release of quarter results after the bell on July 18.

Hasbro (HAS) July call option implied volatility is at 32, August is at 35; compared to its 52-week range of 25 to 93 into the expected release of quarter results on July 18. Call put ratio 9.5 calls to 1 put.

Western Alliance Bancorporation (WAL) July call option implied volatility is at 100, August is at 57; compared to its 52-week range of 30 to 397 into the expected release of quarter results after the bell on July 18.

Tesla (TSLA) July call option implied volatility is at 91, August is at 57; compared to its 52-week range of 44 to 96 into the expected release of quarter results after the bell on July 19.

IBM (IBM) July call option implied volatility is at 46, August is at 22; compared to its 52-week range of 15 to 39 into the expected release of quarter results after the bell on July 19.

Netflix (NFLX) July call option implied volatility is at 101, August is at 59; compared to its 52-week range of 31 to 86 into the expected release of quarter results after the bell on July 19.

United Airlines (UAL) July call option implied volatility is at 70, August is at 40; compared to its 52-week range of 32 to 70into the expected release of quarter results after the bell on July 19.

Goldman Sachs (GS) July call option implied volatility is at 41, August is at 24; compared to its 52-week range of 20 to 44 into the expected release of quarter results before the bell on July 19.

U.S. Bancorp (USB) July call option implied volatility is at 59, August is at 36; compared to its 52-week range of into the expected release of quarter results before the bell on July 19.

Las Vegas Sands (LVS) July call option implied volatility is at 67, August is at 37; compared to its 52-week range of into the expected release of quarter results on July 19.

Baker Hughes (BKR) July call option implied volatility is at 47, August is at 33; compared to its 52-week range of 20 to 100 into the expected release of quarter results before the bell on July 19.

Halliburton (HAL) July call option implied volatility is at 49, August is at 38; compared to its 52-week range of 35 to 63 into the expected release of quarter results before the bell on July 19. Call put ratio 12 calls to 1 put.

Options with decreasing option implied volatility: NEXT BBIO AEHR ATVI MSOS SAVE UBS CAG JPM UNH
Increasing unusual option volume: GSAT LU BBIO OPRA FNGR
Increasing unusual call option volume: LU GSAT BBIO OPRA FNGR EVGO APLS
Increasing unusual put option volume: APLS BBIO EBIX FITB THC OIH ENVX
Active options: TSLA AAPL NVDA AMD PLTR AMZN T BABA META DIS AMC F RIVN BAC ATVI GOOGL COIN MSFT CHPT SOFI

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