Mid-session IV Report July 20, 2022

Market Rebellion

This article was last updated on 07/20/2022.

Mid-session IV Report July 20, 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: FFIE TGT BHVN AAL UAL TSLA AA ALK

Popular stocks with increasing volume: SNAP COIN INTC RIOT DIS PLTR RBLX NIO SQ

Option IV into quarter results

Tesla (TSLA) July weekly call option implied volatility is at 105, August is at 66; compared to its 52-week range of 36 to 84 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

United Airlines (UAL) July weekly call option implied volatility is at 108, August is at 63; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts

Alcoa (AA) July weekly call option implied volatility is at 138, August is at 74; compared to its 52-week range of 49 to 82 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Crox (CROX) July weekly call option implied is at 79, August is at 71; compared to its 52-week range of 41 to 263 into the expected release of quarter results today. Call put ratio 4 calls to 1 put.

American Airlines (AAL) July weekly call option implied volatility is at 106, 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 1.8 calls to 1 put.

Alaska Air (ALK) August call option implied volatility is at 52, September is at 49; 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 2.9 calls to 1 put.

AutoNation (AN) August call option implied volatility is at 56, September is at 50; compared to its 52-week range of 34 to 105 into the expected release of quarter results before the bell on July 21. Call put ratio 1 call to 1.7 puts as shares sell off 4%.

AT&T (T) July weekly call option implied volatility is at 55, August is at 27; 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 1.3 calls to 1 put.

Blackstone (BX) July weekly call option implied volatility is at 80, August is at 48; compared to its 52-week range of into the expected release of quarter rests before the bell on July 21. Call put ratio 2.4 calls to 1 put.

Boston Beer (SAM) August call option implied volatility is at 64, September is at 57; compared to its 52-week range of 23 to 59 into the expected release of quarter results after the bell on July 21.

Capital One (COF) July weekly call option implied volatility is at 96, August is at 45; compared to its 52-week range of 28 to 52 into the expected release of quarter results after the bell on July 21. Call put ratio 1 call to 8.5 puts into quarter results and outlook.

Domino’s Pizza (DPZ) July weekly call option implied volatility is at 106, August is at 41; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on July 21. Call put ratio 1 call to 4.6 puts.

Freeport-McMoRan (FCX) July weekly call option implied volatility is at 101, August is at 61; compared to its 52-week range of 41 to 66 into the expected release of quarter results before the bell on July 21.

Intuitive Surgical (ISRG) July weekly call option implied volatility is at 95, August is at 45; compared to its 52-week range of 22 to 51 into the expected release of quarter results after the bell on July 21.

Mattel (MAT) July weekly call option implied volatility is at 125, August is at 52; compared to its 52-week range of 30 to 55 into the expected release of quarter results after the bell on July 21. Call put ratio 1.68 calls to 1 put as shares rally 2.8%.

Nucor (NUE) July weekly call option implied volatility is at 75, August is at 51; compared to its 52-week range of 36 to 60 into the expected release of quarter results before the bell on July 21.

Snap (SNAP) July weekly call option implied volatility is at 300, August is at 107; compared to its 52-week range of 43 to 128 into the expected release of quarter results after the bell on July 21. Call put ratio 2.8 calls to 1 put.

Seagate (STX) July weekly call option implied volatility is at 110, August is at 45; compared to its 52-week range of 30 to 53 into the expected release of quarter results after the bell on July 21. Call put ratio 1 call to 9.2 puts with focus on July weekly (29) 55 puts.

Options with decreasing option implied volatility: NFLX NCR SFIX MX BIG TWTR IBM MS SCHW ZEN
Increasing unusual option volume: BHVN LFLY REV BDX SPIR TIGR EWW TSP
Increasing unusual call option volume: NKLA CGC BCS SUNW GOEV SPIR TIGR EWW TSP BKR
Increasing unusual put option volume: BKR NRG STT NFLX PLNT FFIE
Active options: NFLX AMZN TSLA AAPL NVDA MARA AMD SNAP META GOOGL COIN INTC RIOT DIS AMC PLTR RBLX NIO SQ MSFT

Subscribe to Daily IV Report

Never miss a Daily IV Report—let us deliver it right to your inbox.

By clicking Subscribe, you agree to receive marketing offers from Market Rebellion, and its affiliates, subsidiaries, or agents in the form of emails, pre-recorded messages, text messages, and autodialed calls at the email address and phone number provided above, even if the phone number is present on a state or national Do Not Call list. You recognize that you are not required to provide this consent as a condition of purchase and that you can withdraw consent at any time. Data rates may apply. By clicking below, you also agree to our  Terms of Use  and acknowledge our  Privacy Policy.

Black Friday Deal—Save 15% OFF Any Trading Service!

Use Code blackfriday2022 at checkout.

Days
Hours
Minutes
Seconds