Mid-session IV Report July 18, 2022

Mid-session IV Report July 18, 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: PBR FL TGT WMT

Popular stocks with increasing volume: GOOGL GOOG C MARA AAL COIN RIOT

Option IV movers

Coinbase (COIN) 30-day option implied volatility is at 122; compared to its 52-week range of 46 to 174 as shares rally 10%. Call put ratio 1.2 calls to 1 put as Bitcoin moves up.

Alphabet (GOOG) 30-day option implied volatility is at 39; compared to its 52-week range of 18 to 49 after 20-for-1 stock split. Call put ratio 1.8 calls to 1 put as shares rally 1.2%.

Option IV into quarter results

IBM (IBM) July weekly call option implied volatility is at 70, August is at 33; compared to its 52-week range of 16 to 44 into the expected release of quarter results today after the bell.

Netflix (NFLX) July weekly call option implied volatility is at 170, August is at 79; 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 30, August is at 22; compared to its 52-week range of 14 to 24 into the expected release of quarter results before the bell on July 19. Call put ratio 2 calls to 1 put.

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. Call put ratio 2.8 calls to 1 put.

Silvergate Capital (SI) August option implied volatility is at 107, September is at 105; 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 1.9 calls to 1 put as shares rally 8.8%.

Abbott (ABT) July weekly call option implied volatility is at 43, August is at 28; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on July 20.

Alcoa (AA) July weekly call option implied volatility is at 103, August is at 74; compared to its 52-week range of 49 to 82 into the expected release of quarter results after the bell on July 20.

Biogen (BIIB) July weekly call option implied volatility is at 51, August is at 36; compared to its 52-week range of 32 to 51 into the expected release of quarter results before the bell on July 20.

Crox (CROX) July weekly call option implied volatility is at 81, August is at 72; compared to its 52-week range of 41 to 263 into the expected release of quarter results on July 20. Call put ratio 3.4 calls to 1 put as shares rally 4%.

CSX (CSX) July weekly call option implied volatility is at 61, August is at 36; compared to its 52-week range of 19 to 40 into the expected release of quarter results after the bell on July 20. Call put ratio 4.2 calls to 1 put.

Tesla (TSLA) July weekly call option implied volatility is at 85, August is at 65; compared to its 52-week range of 36 to 84 into the expected release of quarter results after the bell on July 20.

Options with decreasing option implied volatility: PSTH PBR CFVI VMW ZEN GS BAC
Increasing unusual option volume: CSTM REV SWIR BLUE PSTH EVTL
Increasing unusual call option volume: CSTM SWIR BLUE REV SESN EVTL AGEN
Increasing unusual put option volume: PSTH SRG GOEV STM SGEN MAT TCOM
Active options: AAPL TSLA NVDA AMZN BAC AMD GOOGL AMC BA GOOG F C NFLX MARA MSFT BABA AAL META COIN RIOT