Mid-session IV Report July 24, 2023

Mid-session IV Report July 24, 2023

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Mid-session IV Report July 24, 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: SIRI DWAC ANF APLS DKS DLTR ULTA NTAP NVDA AAP ZM JWN MRVL KVUE LOW HPQ

Popular stocks increasing volume: NKLA NIO FCX AMC RIVN PLTR DIS SNAP

Movers into busiest week of earnings for quarter, FOMC policy meeting, ECB and BOJ

Carvana Co. (CVNA) 30-day option implied volatility is at 124; compared to its 52-week range of 112 to 266 as shares sell off 3.4%.

UPS (UPS) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 47 amid union negotiation headlines.

FedEx (FDX) 30-day option implied volatility is at 23; compared to its 52-week range 21 to 46 amid UPS (UPS) union negotiation headlines.

Mattel (MAT) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 86 after Barbie movie release. Call put ratio 2.5 calls to 1 put with focus on August 22 calls.

Gilead Sciences (GILD) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 30 as shares sell off 4.9%. Call put ratio 1.7 calls to 1 put.

Cinemark Holdings, Inc. (CNK) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 116 after the movies “Barbie” and “Oppenheimer”, were released. Call put ratio 3.2 calls to 1 put as shares rally 2.6%.

Option IV into busiest week of earnings for quarter, FOMC policy meeting, ECB and BOJ

Microsoft (MSFT) July weekly call option implied volatility is at 67, August is at 35; 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 68, August is at 37; compared to its 52-week range of 24 to 47 into the expected release of quarter results after the bell on July 25. Call put ratio 2.8 calls to 1 put.

Visa (V) July weekly call option implied volatility is at 38, August is at 22; 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 50, 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. Call put ratio 3.3 calls to 1 put.

General Electric (GE) July weekly call option implied volatility is at 51, August is at 32; 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 59, August is at 35; compared to its 52-week range of 29 to 60 into the expected release of quarter results before the bell on July 25.

Spotify (SPOT) July weekly call option implied volatility is at 123, August is at 59; compared to its 52-week range of 32 to 83 into the expected release of quarter results before the bell on July 25.

Snap (SNAP) July weekly call option implied volatility is at 267, August is at 124; compared to its 52-week range of 48 to 115 into the expected release of quarter results before the bell on July 25.

PulteGroup (PHM) July weekly call option implied volatility is at 60, August is at 34; compared to its 52-week range of 24 to 81 into the expected release of quarter results before the bell on July 25.

Teladoc (TDOC) July weekly call option implied volatility is at 154, August is at 77; compared to its 52-week range of 45 to 110 into the expected release of quarter results after the bell on July 25.

Meta Platforms (META) July weekly call option implied volatility is at 110, August is at 55; compared to its 52-week range of 29 to 74 into the expected release of quarter results after the bell on July 26.

Coca-Cola (KO) July weekly call option implied volatility is at 24, August is at 14; compared to its 52-week range of 11 to 29 into the expected release of quarter results before the bell on July 26.

ServiceNow (NOW) July weekly call option implied volatility is at 76, August is at 41; compared to its 52-week range of 30 to 61 into the expected release of quarter results after the bell on July 26.

Union Pacific (UNP) July weekly call option implied volatility is at 38, August is at 23; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on July 26.

Boeing (BA) July weekly call option implied volatility is at 52, August is at 32; compared to its 52-week range of 26 to 60 into the expected release of quarter results before the bell on July 26.

AT&T (T) July weekly call option implied volatility is at 62, August is at 32; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on July 26.

Ford Motor (F) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 580 into the expected release of quarter results on July 27. Call put ratio 3.8 calls to 1 put as shares rally 1.3%.

Options with decreasing option implied volatility: ABT BBIO NFLX ISRG WAL ALLY MTB IBM NVS DPZ SCHW BAC LMT
Increasing unusual option volume: DK NEGG AVTR APLD CYH COMP TUP MAT NAT KVUE
Increasing unusual call option volume: EXPR TUP APLD MAT CEI NAT TMC ASTL BDX BILL YOU
Increasing unusual put option volume: TUP NAT BSX FAZ ODFL FCX
Active options: TSLA AMC AAPL AMZN NVDA NKLA NIO GOOGL MSFT FCX AMD RIVN NFLX BAC BABA GOOG PLTR META DIS SNAP

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