Mid-session IV Report July 25, 2023

Mid-session IV Report July 25, 2023

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Mid-session IV Report July 25, 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: ANF RTX DWAC AAP DKS DLTR ULTA NTAP SAGE PKX RTX KVUE

Popular stocks increasing volume: SNAP RTX RIVN GM DIS FCX VZ UPST DKNG NIO

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

Delta Air Lines (DAL) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 61 as shares price down 3.2%.

United Airlines (UAL) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 70 as share price down 4%.

Southwest Airlines (LUV) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 52 as share price down 5.4%.

American Airlines (AAL) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 75 as shares price down 3%.

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 74, August is at 36; compared to its 52-week range of 19 to 43 into the expected release of quarter results today after the bell.

Alphabet (GOOG) July weekly call option implied volatility is at 77, August is at 37; compared to its 52-week range of 24 to 47 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put.

Visa (V) July weekly call option implied volatility is at 40, August is at 22; compared to its 52-week range of 16 to 41 into the expected release of quarter results today after the bell.

Snap (SNAP) July weekly call option implied volatility is at 291, August is at 124; compared to its 52-week range of 48 to 115 into the expected release of quarter results today after the bell.

Teladoc (TDOC) July weekly call option implied volatility is at 164, August is at 78; compared to its 52-week range of 45 to 110 into the expected release of quarter results today after the bell.

Meta Platforms (META) July weekly call option implied volatility is at 127, August is at 56; 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 85, August is at 42; 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 39, 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 59, August is at 34; 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 72, August is at 36; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on July 26.

Fiserv (FI) July weekly call option implied volatility is at 53, August is at 24; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on July 26.

CME Group (CME) July weekly call option implied volatility is at 35, August is at 18; compared to its 52-week range of 14 to 33 into the expected release of quarter results before the bell on July 26.

Chipotle Mexican Grill (CMG) July weekly call option implied volatility is at 85, August is at 39; compared to its 52-week range of 18 to 49 into the expected release of quarter results after the bell on July 26.

Stellantis (STLA) August call option implied volatility is at 34, September is at 27; compared to its 52-week range of 23 to 422 into the expected release of quarter results before the bell on July 26. Call put ratio 1 call to 5.4 puts with focus on January 25 puts.

General Dynamics (GD) July weekly call option implied volatility is at 41, August is at 22; compared to its 52-week range of 13 to 31 into the expected release of quarter results before the bell on July 26.

Hilton (HLT) August call option implied volatility is at 27, September is at 24; compared to its 52-week range of 20 to 77 into the expected release of quarter results before the bell on July 26.

eBay (EBAY) July weekly call option implied volatility is at 70, August is at 33; compared to its 52-week range of 23 to 50 into the expected release of quarter results after the bell on July 26.

Deutsche Bank (DB) July weekly call option implied volatility is at 62, August is at 34; compared to its 52-week range of 25 to 101 into the expected release of quarter results on July 26.

Seagate (STX) July weekly call option implied volatility is at 110, August is at 49; compared to its 52-week range of 31 to 58 into the expected release of quarter results after the bell on July 26.

Annaly Capital (NLY) July weekly call option implied volatility is at 37, August is at 24; compared to its 52-week range of 16 to 594 into the expected release of quarter results after the bell on July 26. Call put ratio 9.2 calls to 1 put with focus on September 21 calls.

Ford Motor (F) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 580 into the expected release of quarter results on July 27.

Options with decreasing option implied volatility: CVNA WAL BBIO NFLX MSOS SPOT ISRG TSLA ATVI MMM DPZ IBM MTB ABT TSM GLW
Increasing unusual option volume: ASHR KVUE RTX CYH LOGI SAGE TUP APLD
Increasing unusual call option volume: KVUE LOGI TUP RTX APLD MAT SHW SPOT VTNR
Increasing unusual put option volume: FREY ASHR ARMK BALL RTX TUP LOGI GSK SPOT
Active options: TSLA NIO NVDA AMC AAPL MSFT BABA AMD GM AMZN RIVN DKNG DIS FCX GOOGL META AAL RTX VZ BAC

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