Mid-session IV Report July 27, 2022

Mid-session IV Report July 27, 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: BHC LFLY META AAPL INTC VERU DKS

Popular stocks with increasing volume: SHOP KO F TLRY AMC TSM SNAP CCJ COIN

Option IV into quarter results and FOMC

Meta (META) July weekly (29) call option implied volatility is a 160, August is at 66; compared to its 52-week range of 21 to 79 into the expected release of quarter results today after the bell.

Etsy (ETSY) July weekly (29) call option implied volatility is a 245, August is at 101; compared to its 52-week range of 41 to 100 into the expected release of quarter results today after the bell.

Qualcomm (QCOM) July weekly (29) call option implied volatility is a 119, August is at 52; compared to its 52-week range of 22 to 58 into the expected release of quarter results today after the bell.

Apple (AAPL) July weekly call option implied volatility is at 70, August is at 35; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on July 28.

Intel (INTC) July weekly call option implied volatility is at 112, August is at 45; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on July 28.

Continental Resources (CLR) July weekly call option implied volatility is at 81, August is at 52; compared to its 52-week range of 19 to 56 into the expected release of quarter results before the bell on July 28.

Harley Davidson (HOG) July weekly call option implied volatility is at 145, August is at 59; compared to its 52-week range of 33 to 61 into the expected release of quarter results before the bell on July 28.

Hertz (HTZ) August call option implied volatility is at 72, September is at 66; compared to its 52-week range of into the expected release of quarter results before the bell on July 28. Call put ratio 110 calls to 1 put with focus on August calls.

Master Card (MA) July weekly call option implied volatility is at 65, August is at 32; compared to its 52-week range of 55 to 124 into the expected release of quarter results after the bell on July 28.

Merck (MRK) July weekly call option implied volatility is at 56, August is at 27; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on July 28.

Northrop Grumman (NOC) July weekly call option implied volatility is at 61, August is at 31; compared to its 52-week range of 17 to 41 into the expected release of quarter results before the bell on July 28. Call put ratio 1 call to 2 puts.

Overstock (OSTK) July weekly call option implied volatility is at 245, August is at 104; compared to its 52-week range of 56 to 115 into the expected release of quarter results before the bell on July 28. Call put ratio 1 call to 16 puts with focus on July weekly (29) 26.50 calls.

PG&E (PCG) July weekly call option implied volatility is at 71, August is at 44; compared to its 52-week range of 26 to 221 into the expected release of quarter results before the bell on July 28.

Pfizer (PFE) July weekly call option implied volatility is at 68, August is at 31; compared to its 52-week range of 18 to 42 into the expected release of quarter results before the bell on July 28. Call put ratio 2.6 calls to 1 put.

Petrobras (PBR) July weekly call option implied volatility is at 87, August is at 67; compared to its 52-week range of 37 to 236 into the expected release of quarter results before the bell on July 28.

Roku (ROKU) July weekly call option implied volatility is at 218, August is at 102; compared to its 52-week range of 45 to 119 into the expected release of quarter results after the bell on July 28.

Amazon (AMZN) July weekly call option implied volatility is at 106, August is at 49; compared to its 52-week range of 19 to 57 into the expected release of quarter results after the bell on July 28.

Options with decreasing option implied volatility: WHR RDBX SNAP UPS HCA DPZ GE NOK
Increasing unusual option volume: ARRY ZION ROK JNPR GOOG EVTL TER
Increasing unusual call option volume: ARRY JNPR GOOG EVTL TEVA UPWK GOOGL
Increasing unusual put option volume: TER JNPR GOOG EWU GOOGL SKX
Active options: GOOGL GOOG MSFT TSLA AAPL AMZN NVDA SHOP AMD META PYPL KO F BABA TLRY AMC TSM SNAP CCJ COIN