Mid-session IV Report July 21, 2022

Market Rebellion

This article was last updated on 07/21/2022.

Mid-session IV Report July 21, 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: ALL REV VZ SNAP SAM STX

Popular stocks with increasing volume: PLTR AAL CCL TLRY F UAL PYPL

Rivian Automotive (RIVN) option implied volatility on more calls than puts

Rivian Automotive (RIVN) 30-day option implied volatility is at 88; compared to its 52-week range of 70 to 175 as shares rally 3.3%. Call put ratio 3.3 calls to 1 put with focus on July and August weekly calls.

Option IV into quarter results

Snap (SNAP) July weekly call option implied volatility is at 380, August is at 108; compared to its 52-week range of 43 to 128 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Seagate (STX) July weekly call option implied volatility is at 138, August is at 45; compared to its 52-week range of 30 to 53 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.7 puts.

Boston Beer (SAM) August call option implied volatility is at 71, September is at 65; compared to its 52-week range of 23 to 59 into the expected release of quarter results today after the bell. Call put ratio 7 calls to 1 put.

Capital One (COF) July weekly call option implied volatility is at 128, August is at 51; compared to its 52-week range of 28 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Intuitive Surgical (ISRG) July weekly call option implied volatility is at 125, August is at 46; compared to its 52-week range of 22 to 51 into the expected release of quarter results today after the bell.

Mattel (MAT) July weekly call option implied volatility is at 190, August is at 52; compared to its 52-week range of 30 to 55 into the expected release of quarter results today after the bell.

American Express (AXP) July weekly call option implied volatility is at 90, August is at 40; compared to its 52-week range of 23 to 48; into the expected release of quarter results before the bell on July 22. Call put ratio 1 call to 1.8 puts.

Cleveland-Cliffs (CLF) July weekly call option implied volatility is at 150, August is at 72; compared to its 52-week range of 49 to 83; into the expected release of quarter results before the bell on July 22. Call put ratio 2 calls to 1 put.

Schlumberger (SLB) July weekly call option implied volatility is at 95, August is at 55; compared to its 52-week range of 36 to 62; into the expected release of quarter results before the bell on July 22. Call put ratio 2.5 calls to 1 put.

Twitter (TWTR) July weekly call option implied volatility is at 77, August is at 43; compared to its 52-week range of 21 to 88; into the expected release of quarter results before the bell on July 22.

Verizon (VZ) July weekly call option implied volatility is at 77, August is at 28; compared to its 52-week range of 12 to 27; into the expected release of quarter results before the bell on July 22. Call put ratio 1 call to 1.4 puts as AT&T (T) shares trade down 9%.

Option IV as gold near 15-month low

Newmont (NEM) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 48 as gold near 15-month low. Call put ratio 3 calls to 1 put.

Agnico Eagle Mines (AEM) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 98 as gold near 15-month low.

Kinross Gold (KGC) 30-day option implied volatility is at 49; compared to its 52-week range of 32 to 57 as gold near 15-month low. Call put ratio 4.9 calls to 1 put.

AngloGold Ashanti (AU) 30-day option implied volatility is at 52; compared to its 52-week range of 38 to 102 as gold near 15-month low.

Barrick Gold (GOLD) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 60 as gold near 15-month low.

Yamana Gold (AUY) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 61 as gold near 15-month low. Call put ratio 7 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 51 as gold near 15-month low. Call put ratio 6 calls to 1 put.
IV movers

1Life Healthcare (ONEM) August option implied volatility is at 39, September is at 34; compared to its 52-week range of 50 to 137 after Amazon (AMZN) to acquire One Medical for $18 per share in cash. Call put ratio 6 calls to 1 put.

Oak Street Health (OSH) 30-day option implied volatility is at 97; compared to its 52-week range of 42 to 136. Call put ratio 21 calls to 1 put with foucs on December 45 calls as shares rally 8.5%.

Energy Vault Holdings (NRGV) 30-day option implied volatility is at 162; compared to its 52-week range of 58 to 490 as shares sell off 5%. Call put ratio 1 call to 10 puts with focus on August puts.

Ishares Msci Italy Capped Etf (EWI) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 54 after Mario Draghi resigns. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: MLCO NFLX MX CS SF NCR TECL
Increasing unusual option volume: PZZA GOEV REV PHUN CANO ONEM DFEN NEWR REV XELA OSH NRGV ONEM
Increasing unusual call option volume: FTCH AN VRM CHPT T CANO ONEM NTES CHPT REV
Increasing unusual put option volume: DOCS MAT JBHT ALL LMND NDAQ T OLED CHWY VFC PSTH ERX VFC
Active options: TSLA AAPL AMZN T AMC NVDA AMD PLTR AAL CCL TLRY NIO MSFT META F UAL NFLX MARA GOOGL PYPL

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