Mid-session IV Report July 18, 2023

Mid-session IV Report July 18, 2023

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Mid-session IV Report July 18, 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: APLS SIMO FL ONON SE HTZ TGT SBSW CSCO VZ SYK CAH MASI ATVI TU

Popular stocks increasing volume: SCHW VZ PLTR RIVN DIS T BABA ATVI AMC NKLA NIO

Option IV into quarter results

Hasbro (HAS) July call option implied volatility is at 55, August is at 36; compared to its 52-week range of 25 to 93 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

Western Alliance Bancorporation (WAL) July call option implied volatility is at 124, August is at 68; compared to its 52-week range of 30 to 397 into the expected release of quarter results today after the bell. Call put ratio 13 calls to 1 put.

Tesla (TSLA) July call option implied volatility is at 110, August is at 60; compared to its 52-week range of 44 to 96 into the expected release of quarter results after the bell on July 19. Call put ratio 2 calls to 1 put.

IBM (IBM) July call option implied volatility is at 51, 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. Call put ratio 6 calls to 1 put.

Netflix (NFLX) July call option implied volatility is at 119, August is at 51; 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 77, August is at 40; compared to its 52-week range of 32 to 70 into the expected release of quarter results after the bell on July 19. Call put ratio 4 calls to 1 put.

Goldman Sachs (GS) July call option implied volatility is at 45, 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. Call put ratio 2.8 calls to 1 put.

U.S. Bancorp (USB) July call option implied volatility is at 66, August is at 33; compared to its 52-week range of 20 to 86 into the expected release of quarter results before the bell on July 19.

Las Vegas Sands (LVS) July call option implied volatility is at 70, August is at 37; compared to its 52-week range of 29 to 67 into the expected release of quarter results on July 19. Call put ratio 2.9 calls to 1 put with focus on July 60 calls.

Baker Hughes (BKR) July call option implied volatility is at 53, August is at 31; 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 58, 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 4 calls to 1 put.

NASDAQ (NDAQ) July call option implied volatility is at 41, August is at 23; compared to its 52-week range of 16 to 244 into the expected release of quarter results before the bell on July 19. Call put ratio 3 calls to 1 put.

Citizens Financial Group (CFG) July call option implied volatility is at 73, August is at 40; compared to its 52-week range of 23 to 125 into the expected release of quarter results before the bell on July 19. Call put ratio 22 calls to 1 put as shares rally 2.2%.

Northern Trust (NTRS) July call option implied volatility is at 88, August is at 32; compared to its 52-week range of 22 to 80 into the expected release of quarter results before the bell on July 19.

Ally Financial (ALLY) July call option implied volatility is at 88, August is at 43; compared to its 52-week range of 33 to 112 into the expected release of quarter results before the bell on July 19.

First Horizon (FHN) July call option implied volatility is at 75, August is at 39; compared to its 52-week range of 10 to 220 into the expected release of quarter results before the bell on July 19. Call put ratio 29 calls to 1 put with focus on August 13 calls.

M&T Bank (MTB) July call option implied volatility is at 73, August is at 35; compared to its 52-week range of 21 to 90 into the expected release of quarter results before the bell on July 19.

Steel Dynamics (STLD) July call option implied volatility is at 55, August is at 36; compared to its 52-week range of 34 to 93 into the expected release of quarter results after the bell on July 19.

Alcoa (AA) July call option implied volatility is at 93, August is at 51; compared to its 52-week range of 45 to 78 into the expected release of quarter results after the bell on July 19.

Zion (ZION) July call option implied volatility is at 86, August is at 51; compared to its 52-week range of 27 to 105 into the expected release of quarter results after the bell on July 19.

SL Green (SLG) July call option implied volatility is at 96, August is at 63; compared to its 52-week range of 32 to 158 into the expected release of quarter results after the bell on July 19.

Taiwan Semiconductor (TSM) July call option implied volatility is at 70, August is at 35; compared to its 52-week range of 27 to 53 into the expected release of quarter results before the bell on July 20.

Capital One (COF) July call option implied volatility is at 64, August is at 33; compared to its 52-week range of 29 to 54 into the expected release of quarter results after the bell on July 20.

American Airlines (AAL) July call option implied volatility is at 69, August is at 39; compared to its 52-week range of 32 to 75 into the expected release of quarter results before the bell on July 20.

Freeport-McMoran (FCX) July call option implied volatility is at 55, August is at 38; compared to its 52-week range of 34 to 65 into the expected of quarter results on July 20.

Johnson & Johnson (JNJ) July call option implied volatility is at 33, August is at 16; compared to its 52-week range of 11 to 24 into the expected release of quarter results before the bell on July 20. Call put ratio 4 calls to 1 put.

Options with decreasing option implied volatility: BBIO NEXT MSOS AEHR TMF SGEN UBS BAC C MS CAG UNG
Increasing unusual option volume: ALTO BFLY APLS MNMD BBIO PHG
Increasing unusual call option volume: BFLY MNMD FNGR BBIO RITM TDW SENS MAT INFY RKLB ALTO
Increasing unusual put option volume: SYF APLS BBIO HSY BSX CARR PSEC BK FREY
Active options: BAC TSLA AMZN NVDA AAPL SCHW AMD VZ PLTR RIVN DIS T BABA GOOG ATVI AMC NKLA MSFT NIO META

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