Mid-session IV Report July 20, 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 AVDL FL SE DWAC WEAT CSCO CAH WMT AMT
Popular stocks increasing volume: BAX MAT JNJ DFS IBM HSY
Option IV into quarter results
Capital One (COF) July call option implied volatility is at 99, August is at 34; compared to its 52-week range of 29 to 54 into the expected release of quarter results today after the bell.
Intuitive Surgical (ISRG) July call option implied volatility is at 142, August is at 38; compared to its 52-week range of 21 to 52 into the expected release of quarter results today after the bell.
CSX Corp (CSX) July call option implied volatility is at 74, August is at 25; compared to its 52-week range of 18 to 38 into the expected release of quarter results today after the bell.
Bank OZK (OZK) July call option implied volatility is at 115, August is at 41; compared to its 52-week range of 23 to 80 into the expected release of quarter results today after the bell. Call put ratio 1 call to 7.7 puts.
American Express (AXP) July call option implied volatility is at 80, August is at 27; compared to its 52-week range of 20 to 46 into the expected release of quarter results before the bell on July 21.
Schlumberger (SLB) July call option implied volatility is at 70, August is at 34; compared to its 52-week range of 32 to 59 into the expected release of quarter results before the bell on July 21. Call put ratio 1 call to 2.8 puts.
Roper Technologies (ROP) July call option implied volatility is at 60, August is at 21; compared to its 52-week range of 16 to 54 into the expected release of quarter results before the bell on July 21.
Regions (RF) July call option implied volatility is at 86, August is at 36; compared to its 52-week range of 24 to 122 into the expected release of quarter results before the bell on July 21. Call put ratio 6.5 calls to 1 put with focus on July calls.
Huntington Bancshares (HBAN) July call option implied volatility is at 99, August is at 34; compared to its 52-week range of 20 to 97 into the expected release of quarter results before the bell on July 21. Call put ratio 22 calls to 1 put with focus on July calls.
AutoNation (AN) July call option implied volatility is at 114, August is at 37; compared to its 52-week range of 32 to 92 into the expected release of quarter results before the bell on July 21. Call put ratio 1 call to 7.1 puts.
Comerica (CMA) July call option implied volatility is at 125, August is at 51; compared to its 52-week range of 25 to 162 into the expected release of quarter results before the bell on July 21.
SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 81.
Carvana Co. (CVNA) 30-day option implied volatility is at 141; compared to its 52-week range of 112 to 266 as shares sell off 11%.
Agra option IV
Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 51. Call put ratio 47 calls to 1 put with focus on August and October calls.
Teucrium Corn Fund (CORN) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 85. Call put ratio 14 calls to 1 put.
Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 75.
Options with decreasing option implied volatility: BBIO AEHR MSOS ATVI NFLX ALLY SGEN USB UNH BAC GS IBM UBS JPM
Increasing unusual option volume: VIR GOSS FNGR BMBL JETS TPX FYBR
Increasing unusual call option volume: FYBR GOSS INFY CARR BAX VTRS DLO SDOW JNJ YINN
Increasing unusual put option volume: BMBL JETS DFS INFY FYBR ORLY WM TRV APLS CCI
Active options: TSLA AAPL META AMZN NVDA AMD GOOG NFLX
