Mid-session IV Report July 26, 2022

Market Rebellion

This article was last updated on 07/26/2022.

Mid-session IV Report July 26, 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: DKS VERU BILL COTY DLTR ULTA DG ZEN MSFT GOOG WMT AMZN TGT

Popular stocks with increasing volume: PBR SHOP WMT COIN SNAP AMC F KO

Option IV into quarter results and FOMC

Walmart (WMT) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 34 after announcing that it is cutting its Q2 earnings guidance.

Target (TGT) 30-day option implied volatility is at 51; compared to its 52-week range of 18 to 49 after Walmart (WMT) announcing that it is cutting its Q2 earnings guidance. Call put ratio 1 call to 1.2 puts.

Amazon (AMZN) July weekly call option implied volatility is at 100, August is at 52; compared to its 52-week range of 19 to 55 into the expected release of quarter results after the bell on July 28. Call put ratio 1.2 calls to 1 put after Walmart (WMT) lowered Q2 guidance.

Costco (COST) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 50 after Walmart (WMT) announcing that it is cutting its Q2 earnings guidance.

Kroger (KR) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 52 after Walmart (WMT) announcing that it is cutting its Q2 earnings guidance.

Alphabet (GOOG) July weekly call option implied volatility is at 88, August is at 44; compared to its 52-week range of 18 to 49 into the expected release of quarter results today after the bell.

Microsoft (MSFT) July weekly (29) call option implied volatility is a 70, August is at 37; compared to its 52-week range of 16 to 46 into the expected release of quarter results today after the bell.

Boeing (BA) July weekly (29) call option implied volatility is a 79, August is at 51; compared to its 52-week range of 29 to 63 into the expected release of quarter results before the bell on July 27.

Bristol-Meyers (BMY) July weekly (29) call option implied volatility is a 40, August is at 25; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on July 27.

Etsy (ETSY) July weekly (29) call option implied volatility is a 204, August is at 101; compared to its 52-week range of 41 to 100 into the expected release of quarter results after the bell on July 27.

Hilton (HLT) August call option implied volatility is a 45, September is at 43; compared to its 52-week range of 28 to 87 into the expected release of quarter results before the bell on July 27.

Qualcomm (QCOM) July weekly (29) call option implied volatility is a 99, August is at 51; compared to its 52-week range of 22 to 58 into the expected release of quarter results after the bell on July 27.

Spotify (SPOT) July weekly (29) call option implied volatility is a 160, August is at 79; compared to its 52-week range of 34 to 89 into the expected release of quarter results before the bell on July 27.

T-Mobile (TMUS) July weekly (29) call option implied volatility is at 81, August is at 41; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on July 27.

Kraft Heinz (KHC) July weekly (29) call option implied volatility is a 67, August is at 35; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on July 27.

Options with decreasing option implied volatility: NFLX SNAP UPS DPZ HCA GSK
Increasing unusual option volume: PRTY SHLX YELP FAZE BBIO LOGI SHLS
Increasing unusual call option volume: SHLX BBIO CODX EWG
Increasing unusual put option volume: LOGI PETS HUT WHR REV
Active options: AMZN TSLA PBR AAPL SHOP WMT GOOGL MSFT NVDA COIN AMD SNAP BABA GOOG AMC F KO OXY META RIOT

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