Mid-session IV Report July 25, 2022

Market Rebellion

This article was last updated on 07/25/2022.

Mid-session IV Report July 25, 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: BILL VERU CFVI PSTH SWIR ZM SNOW PTON JWN VERU MRVL NVDA BBY

Popular stocks with increasing volume: AAL NIO GME NFLX WBD CCL

Option IV into quarter results and FOMC

Alphabet (GOOG) July weekly call option implied volatility is at 77, August is at 44; compared to its 52-week range of 18 to 49 into the expected release of quarter results after the bell on July 25.

Microsoft (MSFT) July weekly (29) call option implied volatility is at 58, August is at 34; compared to its 52-week range of 16 to 46 into the expected release of quarter results after the bell on July 26.

Archer-Daniels Midland (ADM) July weekly call option implied volatility is at 55, August is at 34; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on July 26. Call put ratio 2.9 calls to 1 put as shares rally 2.6%.

Chipotle (CMG) July weekly call option implied volatility is at 82, August is at 48; compared to its 52-week range of 21 to 54 into the expected release of quarter results after the bell on July 26.

Coca-Cola (KO) July weekly call option implied volatility is at 40, August is at 23; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on July 26.

Corning (GLW) July weekly call option implied volatility is at 80, August is at 38; compared to its 52-week range of 22 to 40 into the expected release of quarter results before the bell on July 26. Call put ratio 1 call to 2.1 puts.

General Electric (GE) July weekly call option implied volatility is at 77, August is at 46; compared to its 52-week range of 27 to 48 into the expected release of quarter results before the bell on July 26.

Mondelez (MDLZ) July weekly call option implied volatility is at 46, August is at 27; compared to its 52-week range of 14 to 31 into the expected release of quarter results on July 26.

Spirit Airlines (SAVE) July weekly call option implied volatility is at 99, August is at 55; compared to its 52-week range of 44 to 109 into the expected release of quarter results on July 26.

Texas Instruments (TXN) July weekly call option implied volatility is at , August is at ; compared to its 52-week range of 19 to 42 into the expected release of quarter results on July 26.

United States Parcel (UPS) July weekly call option implied volatility is at 88, August is at 41; compared to its 52-week range of 18 to 47 into the expected release of quarter results before the bell on July 26.

Visa (V) July weekly call option implied volatility is at 62, August is at 36; compared to its 52-week range of 19 to 43 into the expected release of quarter results after the bell on July 26.

Meta Platforms (META) July weekly call option implied volatility is at 134, August is at 71; compared to its 52-week range of 21 to 79 into the expected release of quarter results on July 27.

Apple (AAPL) July weekly call option implied volatility is at 59, August is at 34; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on July 28.

Amazon (AMZN) July weekly call option implied volatility is at 84, August is at 48; compared to its 52-week range of 19 to 55 into the expected release of quarter results after the bell on July 28.

Intel (INTC) July weekly call option implied volatility is at 93, August is at 49; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on July 28.

Option movers

Chimerix (CMRX) 30-day option implied volatility is at 141; compared to its 52-week range of 84 to 214 amid WHO declares monkeypox outbreak global health emergency. Call put ratio 1,100 calls to 1 put as shares rally 11%.

Siga Technologies (SIGA) 30-day option implied volatility is at 133; compared to its 52-week range of 44 to 232 amid WHO declares monkeypox outbreak global health emergency. Call put ratio 15 calls to 1 put a shares rally 17%.

Options with decreasing option implied volatility: NFLX VIX SNAP TWTR DPZ IBM
Increasing unusual option volume: FAZE REV PWR CARR SIGA CMRX
Increasing unusual call option volume: CARR EWG UPWK SOL
Increasing unusual put option volume: PWR AMRS WEBR
Active options: TSLA AAPL NVDA SNAP F AMZN T AMD GOOGL AMC GOOG BABA META AAL MSFT NIO GME NFLX WBD CCL

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