Mid-session IV Report July 26, 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: DWAC DISH AMC XPEV ANF AAP NVDA DLTR DKS ULTA NTAP HZNP SGEN NIO AMC MXL
Popular stocks increasing volume: SNAP XPEV BA TLRY RIVN AMC T BABA TDOC
Option IV into busiest week of earnings for quarter, FOMC policy meeting, ECB and BOJ
Meta Platforms (META) July weekly call option implied volatility is at 147, August is at 56; compared to its 52-week range of 29 to 74 into the expected release of quarter results today after the bell.
ServiceNow (NOW) July weekly call option implied volatility is at 95, August is at 42; compared to its 52-week range of 30 to 61 into the expected release of quarter results today after the bell.
Chipotle Mexican Grill (CMG) July weekly call option implied volatility is at 104, August is at 39; compared to its 52-week range of 18 to 49 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put.
eBay (EBAY) July weekly call option implied volatility is at 85, August is at 36; compared to its 52-week range of 23 to 50 into the expected release of quarter results today after the bell.
Mastercard (MA) July weekly call option implied volatility is at 47, August is at 23; compared to its 52-week range of 17 to 42 into the expected release of quarter results before the bell on July 27.
AbbVie (ABBV) July weekly call option implied volatility is at 63, August is at 27; compared to its 52-week range of 16 to 35 into the expected release of quarter results before the bell on July 27.
McDonald’s (MCD) July weekly call option implied volatility is at 44, August is at 18; compared to its 52-week range of 11 to 29 into the expected release of quarter results before the bell on July 27.
Comcast (CMCSA) July weekly call option implied volatility is at 59, August is at 27; compared to its 52-week range of 19 to 47 into the expected release of quarter results before the bell on July 27.
Intel (INTC) July weekly call option implied volatility is at 110, August is at 47; compared to its 52-week range of 27 to 59 into the expected release of quarter results after the bell on July 27.
Southwest Airlines (LUV) July weekly call option implied volatility is at 82, August is at 32; compared to its 52-week range of 27 to 52 into the expected release of quarter results before the bell on July 27.
First Solar (FSLR) July weekly call option implied volatility is at 115, August is at 58; compared to its 52-week range of 40 to 69 into the expected release of quarter results after the bell on July 27.
Roku (ROKU) July weekly call option implied volatility is at 184, August is at 79; compared to its 52-week range of 55 to 108 into the expected release of quarter results after the bell on July 27.
Crox (CROX) July weekly call option implied volatility is at 153, August is at 63; compared to its 52-week range of 43 to 113 into the expected release of quarter results before the bell on July 27. Call put ratio 2.5 calls to 1 put.
Ford Motor (F) July weekly call option implied volatility is at 80, August is at 39; compared to its 52-week range of 29 to 580 into the expected release of quarter results on July 27.
Option IV Movers into FOMC policy decision
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 11 to 31 into FOMC policy decision.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 38 into FOMC policy decision.
Rivian Automotive (RIVN) 30-day option implied volatility is at 88; compared to its 52-week range of 64 to 101 as share price up 6.6%.
HanesBrand (HBI) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 73. Call put ratio 100 calls to 1 put with focus on July weekly (28) 5 calls as shares rally 7%.
On Holding AG (ONON) 30-day option implied volatility is at 63; compared to its 52-week range of 43 to 111.
Options with decreasing option implied volatility: CVNA WAL BBIO NFLX MSOS SPOT ISRG TSLA ATVI MMM DPZ IBM MTB ABT TSM GLW BA
Increasing unusual option volume: TDOC SILV SPHR AU RTX APLD LW AVTR SAGE MXL GOGL HBI WW HEAR MAT SPHR DHT
Increasing unusual call option volume: AU LW FNGR XPEV RGTI BEKE SPHR DISH SPWR DISH HBI WW HEAR MAT SPHR SAGE TDOC KVUE
Increasing unusual put option volume: BB OPRA XME SEDG FI ASHR TLRY WW OHI VET APLS GSK RTX TDOC CBRL SNAP STLA S WM
Active options: GOOGL MSFT TSLA SNAP GOOG NIO AMZN NVDA XPEV BA AMD TLRY RIVN AAPL AMC T META BABA TDOC
