Mid-session IV Report July 19, 2023

Mid-session IV Report July 19, 2023

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Mid-session IV Report July 19, 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: TGT WEAT VOD APLS COMM SE FL STNE ONON TGT CSCO CAH HD WMT TJX

Popular stocks increasing volume: MAT HSY JBHT UA JBLU HOG ATVI

Option IV into quarter results

Tesla (TSLA) July call option implied volatility is at 117, August is at 58; compared to its 52-week range of 44 to 96 into the expected release of quarter results today after the bell.

IBM (IBM) July call option implied volatility is at 67, August is at 24; compared to its 52-week range of 15 to 39 into the expected release of quarter results today after the bell.

Netflix (NFLX) July call option implied volatility is at 146, August is at 52; compared to its 52-week range of 31 to 86 into the expected release of quarter results today after the bell.

United Airlines (UAL) July call option implied volatility is at 91, August is at 41; compared to its 52-week range of 32 to 70 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) July call option implied volatility is at 87, August is at 37; compared to its 52-week range of 29 to 67 into the expected release of quarter results today.

Taiwan Semiconductor (TSM) July call option implied volatility is at 77, 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 75, 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 81, 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 61, August is at 39; 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 37, August is at 17; compared to its 52-week range of 11 to 24 into the expected release of quarter results before the bell on July 20.

Intuitive Surgical (ISRG) July call option implied volatility is at 110, August is at 38; compared to its 52-week range of 21 to 52 into the expected release of quarter results after the bell on July 20.

CSX Corp (CSX) July call option implied volatility is at 60, August is at 25; compared to its 52-week range of 18 to 38 into the expected release of quarter results after the bell on July 20.

Abbott (ABT) July call option implied volatility is at 61, August is at 23; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on July 20.

Truist (TFC) July call option implied volatility is at 61, August is at 35; compared to its 52-week range of 23 to 99 into the expected release of quarter results before the bell on July 20.

East West Bancorp (EWBC) July call option implied volatility is at 88, August is at 51; compared to its 52-week range of 28 to 50 into the expected release of quarter results before the bell on July 20.

Newmont (NEM) July call option implied volatility is at 55, August is at 42; compared to its 52-week range of into the expected release of quarter results before the bell on July 20.

Fifth Third (FITB) July call option implied volatility is at 61, August is at 34; compared to its 52-week range of 24 to 108 into the expected release of quarter results before the bell on July 20.

KeyCorp (KEY) July call option implied volatility is at 105, August is at 49; compared to its 52-week range of 25 to 187 into the expected release of quarter results before the bell on July 20.

Bank OZK (OZK) July call option implied volatility is at 90, August is at 41; compared to its 52-week range of 23 to 80 into the expected release of quarter results after the bell on July 20.

Option IV into the movies “Barbie” and “Oppenheimer”, which open on Friday

AMC Entertainment (AMC) 30-day option implied volatility is at 113; compared to its 52-week range of 73 to 593 into the movies “Barbie” and “Oppenheimer”, open on Friday.

Cinemark Holdings, Inc. (CNK) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 116 into the movies “Barbie” and “Oppenheimer”, opening on Friday.

Mattel (MAT) 30-day option implied volatility is at 48; compared to its 52-week range of 28 to 53 into release the Barbie toys and movie.

Warner Bros. (WBD) 30-day option implied volatility is at 60; compared to its 52-week range of 42 to 75 into release of Barbie.

Comcast (CMCSA) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 47. amid release of Universal Pictures Oppenheimer.

Carvana Co. (CVNA) 30-day option implied volatility is at 148; compared to its 52-week range of 112 to 266 amid wide price movement.

Options with decreasing option implied volatility: BBIO NEXT AEHR ATVI ALLY TMF SGEN UBS UNG BAC CAG MS PEP
Increasing unusual option volume: UA FNGR OMC JBHT FYBR CMC IBKR NTRS JOBY PGY AAOI JBLU
Increasing unusual call option volume: UA IBKR PGY JBLU VRM FNGR NDAQ JBLU
Increasing unusual put option volume: JOBY FYBR TUP BMRN JBHT LITE TOST IBKR
Active options: TSLA AAPL AMZN NVDA AMD GOOG NFLX

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