Mid-session IV Report July 21, 2023

Mid-session IV Report July 21, 2023

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Mid-session IV Report July 21, 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 DWAC SIRI AVDL SE BILL FL TGT WEAT

Popular stocks increasing volume: CVNA COIN SIRI AMC PLTR BABA SOFI BAC RIOT SBUX

Option IV into quarter results and FOMC meeting

Packaging Corporation (PKG) August call option implied volatility is at 31, September is at 30; compared to its 52-week range of 18 to 37 into the expected release of quarter results after the bell on July 24.

Cleveland Cliffs (CLF) July weekly call option implied volatility is at 66, August is at 47; compared to its 52-week range of 40 to 77 into the expected release of quarter results after the bell on July 24.

Whirlpool (WHR) July weekly call option implied volatility is at 78, August is at 47; compared to its 52-week range of 26 to 51 into the expected release of quarter results after the bell on July 24. Call put ratio 1 call to 4 puts.

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 52, August is at 36; compared to its 52-week range of 29 to 56 into the expected release of quarter results after the bell on July 24.

Domino’s Pizza (DPZ) July weekly call option implied volatility is at 51, August is at 31; compared to its 52-week range of 22 to 50 into the expected release of quarter results before the bell on July 24.

Crown Holdings (CCK) August call option implied volatility is at 30, September is at 26; compared to its 52-week range of 22 to 250 into the expected release of quarter results after the bell on July 24.

Microsoft (MSFT) July weekly call option implied volatility is at 54, August is at 34; compared to its 52-week range of 19 to 43 into the expected release of quarter results after the bell on July 25.

Alphabet (GOOG) July weekly call option implied volatility is at 55, August is at 36; compared to its 52-week range of 24 to 47 into the expected release of quarter results after the bell on July 25.

Visa (V) July weekly call option implied volatility is at 32, August is at 21; compared to its 52-week range of 16 to 41 into the expected release of quarter results after the bell on July 25.

Verizon (VZ) July weekly call option implied volatility is at 40, August is at 28; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on July 25.

General Electric (GE) July weekly call option implied volatility is at 44, August is at 30; compared to its 52-week range of 24 to 250 into the expected release of quarter results before the bell on July 25.

General Motors (GM) July weekly call option implied volatility is at 48, August is at 34; compared to its 52-week range of 29 to 60 into the expected release of quarter results before the bell on July 25.

Carvana Co. (CVNA) 30-day option implied volatility is at 140; compared to its 52-week range of 112 to 266 as shares sell off 1%.

Options with decreasing option implied volatility: MSOS BBIO NFLX ATVI ALLY ISRG USB IBM NVS UBS BAC ABT
Increasing unusual option volume: AQN AVTR RYAM DWAC VIR IPG ASTL PPL SIRI IPG
Increasing unusual call option volume: DWAC PPL SIRI RYAM ASTL MAT RUM CMRE PPG AN
Increasing unusual put option volume: DWAC YANG APLS ISRG SIRI CGSP TTE GSAT LOGI
Active options: TSLA AMZN AAPL NVDA RIVN AMD META MSFT CVNA GOOGL NFLX COIN SIRI AMC PLTR BABA SOFI BAC RIOT SBUX

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