Mid-session IV Report July 28, 2022

Market Rebellion

This article was last updated on 07/28/2022.

Mid-session IV Report July 28, 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 BLCO DLTR ZEN BE XOM CVX AAPL INTC AMZN

Popular stocks with increasing volume: CHPT AMZN NVDA PFE SNAP RUN FSLR SPWR SRUN PLUG FCEL

Option IV into quarter results

Apple (AAPL) July weekly call option implied volatility is at 80, August is at 33; compared to its 52-week range of 20 to 44 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts.

Intel (INTC) July weekly call option implied volatility is at 140, August is at 46; compared to its 52-week range of 21 to 48 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Roku (ROKU) July weekly call option implied volatility is at 284, August is at 102; compared to its 52-week range of 45 to 119 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts.

Amazon (AMZN) July weekly call option implied volatility is at 120, August is at 50; compared to its 52-week range of 19 to 57 into the expected release of quarter results today after the bell.

Chevron (CVX) July weekly call option implied volatility is at 62, August is at 37; compared to its 52-week range of 21 to 46 into the expected release of quarter results before the bell on July 29.

Exxon Mobil (XOM) July weekly call option implied volatility is at 61, August is at 38; compared to its 52-week range of 24 to 46 into the expected release of quarter results before the bell on July 29.

AbbVie (ABBV) July weekly call option implied volatility is at 75, August is at 31; compared to its 52-week range of 18 to 32 into the expected release of quarter results before the bell on July 29. Call put ratio 3.4 calls to 1 put.

Charter Communications (CHTR) July weekly call option implied volatility is at 150, August is at 51; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on July 29. Call put ratio 1 call to 2.5 puts.

Colgate (CL) July weekly call option implied volatility is at 72, August is at 27; compared to its 52-week range of 14 to 27 into the expected release of quarter results before the bell on July 29.

Phillips 66 (PSX) July weekly call option implied volatility is at 72, August is at 45; compared to its 52-week range of 32 to 54 into the expected release of quarter results before the bell on July 29.

Proctor & Gamble (PG) July weekly call option implied volatility is at 58, August is at 23; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on July 29.
Solar stocks option IV amid Washington headlines

Enphase Energy, Inc. (ENPH) 30-day option implied volatility is at 67; compared to its 52-week range of 49 to 98 as shares rally 5.5%.

First Solar (FSLR) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 65 as shares rally 15%.

SunPower (SPWR) 30-day option implied volatility is at 80; compared to its 52-week range of 58 to 94 as shares rally 15%.

Sunrun (RUN) 30-day option implied volatility is at 88; compared to its 52-week range of 57 to 139 as shares rally 22%.

Movers

Bausch Health Co. Inc. (BHC) 30-day option implied volatility is at 245; compared to its 52-week range of 31 to 236 as shares sell off 50%. Call put ratio 2.3 calls to 1 put.

Bausch + Lomb Corporation (BLCO) 30-day option implied volatility is at 69; compared to its 52-week range of 44 to 63 as shares sell off 17%. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: SNAP QCOM ETSY META SPOT HCA UPS GE MAT VZ HON T
Increasing unusual option volume: TXRH BE ISEE FAZE PPC BHC BLCO
Increasing unusual call option volume: BE TXRH CHPT RUN ICLN WOW OMF BHC BLCO
Increasing unusual put option volume: UPWK BE NKLA SONO WING RUN SHAK VUZI FLSR
Active options: TSLA META F AAPL CHPT AMZN NVDA AMD MSFT AMC PLUG GOOGL PFE BABA QCOM NKLA GOOG CSTM SNAP RUN

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