Mid-session IV Report July 19, 2022

Market Rebellion

This article was last updated on 07/19/2022.

Mid-session IV Report July 19, 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: AA AAL TSLA NFLX ABT AAL

Popular stocks with increasing volume: F MSFT BA INTC C

Apple (AAPL) July weekly (10) call option implied volatility is at 37, August is at 36; compared to its 52-week range of 20 to 44 into expected release of quarter results on July 28. Call put ratio 1 call to 1.3 puts.
Option IV into quarter results

Netflix (NFLX) July weekly call option implied volatility is at 205, 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. Call put ratio 1 call to 2 puts.

Abbott (ABT) July weekly call option implied volatility is at 51, 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. Call put ratio 1 call to 1.7 puts.

Alcoa (AA) July weekly call option implied volatility is at 118, August is at 72; compared to its 52-week range of 49 to 82 into the expected release of quarter results after the bell on July 20. Call put ratio 1 call to 1.4 puts.

Biogen (BIIB) July weekly call option implied volatility is at 56, August is at 37; 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 82, 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 5 calls to 1 put as shares rally 2.4%.

CSX (CSX) July weekly call option implied volatility is at 65, August is at 34; compared to its 52-week range of 19 to 40 into the expected release of quarter results after the bell on July 20.

Tesla (TSLA) July weekly call option implied volatility is at 97, 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.

American Airlines (AAL) July weekly call option implied volatility is at 98, August is at 66; compared to its 52-week range of 39 to 87 into the expected release of quarter results before the bell on July 21. Call put ratio 1.9 calls to 1 put.

Alaska Air (ALK) August call option implied volatility is at 48, September is at 47; compared to its 52-week range of 35 to 97 into the expected release of quarter results before the bell on July 21. Call put ratio 3 calls to 1 put.

AutoNation (AN) August call option implied volatility is at 51, September is at 49; compared to its 52-week range of 34 to 105 into the expected release of quarter results before the bell on July 21.

AT&T (T) July weekly call option implied volatility is at 44, August is at 25; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on July 21. Call put ratio 1.8 calls to 1 put.

Movers

Clorox (CLX) 30-day option implied volatility is at 37; compared to its 52-week range of 20 to 43. Call put ratio 17 calls to 1 put with focus on July weekly (22) 149 calls.

NCR Corp. (NCR) 30-day option implied volatility is at 93; compared to its 52-week range of 35 to 124. Call put ratio 4.8 calls to 1 put as shares rally 12%.

Li Auto Inc. (LI) July weekly call option implied volatility is at 95, August is at 74; compared to its 52-week range of 51 to 118. Call put ratio 1 call to 1.9 puts as shares sell off 8%.

Novavax (NVAX) July weekly call option implied volatility is at 133, August is at 120; compared to its 52-week range of 71 to 167. Call put ratio 3 calls to 1 put as rally shares 9%.

Options with decreasing option implied volatility: QLD PSTH CFVI NRZ OKE IBM ZEN TIP
Increasing unusual option volume: NAT XELA ITUB NKLA AN HAS VLD
Increasing unusual call option volume: NAT ITUB NKLA AN EWG NLOK
Increasing unusual put option volume: ITUB IBM SIL AN
Active options: AAPL AMC TSLA NVDA AMZN IBM BAC GOOGL NFLX META AMD GOOG F MSFT XELA NIO MARA BA INTC C

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