Mid-session IV Report July 22, 2022

Market Rebellion

This article was last updated on 07/22/2022.

Mid-session IV Report July 22, 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: BHC PBR BILL SBSW

Popular stocks with increasing volume: GME TWTR AMC VZ BAC FFIE NIO T SHOP

Option IV into quarter results

Alphabet (GOOG) July weekly call option implied volatility is at 58, August is at 41; compared to its 52-week range of 17 to 49 into the expected release of quarter results after the bell on July 25. Call put ratio 2 calls to 1 put.

Newmont (NEM) July weekly call option implied volatility is at 51, August is at 41; compared to its 52-week range of 25 to 89 into the expected release of quarter results before the bell on July 25. Call put ratio 3.1 calls to 1 put.

NXP Semiconductors (NXPI) July weekly call option implied volatility is at 61, August is at 45; compared to its 52-week range of 28 to 56 into the expected release of quarter results after the bell on July 25.

Whirlpool (WHR) July weekly call option implied volatility is at 61, August is at 47; compared to its 52-week range of 25 to 48 into the expected release of quarter results after the bell on July 25.

Options with decreasing option implied volatility: MX SI GOGL MPW SIX CS SIX DELL BHP BE

Increasing unusual option volume: EVTL PUBM ONEM FFIE AMLX SESN THC HMY CSTM

Increasing unusual call option volume: EVTL AMLX ONEM SESN HMY SLI EWJ GRAB

Increasing unusual put option volume: PUBM FFIE JBHT SNAP

Active options: TSLA SNAP AMZN AAPL META GOOGL NVDA AMD GOOG NFLX GME TWTR AMC VZ MSFT BAC FFIE NIO T SHOP

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