Mid-session IV Report July 28, 2023

Mid-session IV Report July 28, 2023

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Mid-session IV Report July 28, 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: APLD ANF HZNP DLTR DG NTAP KC SIGA MPW

Popular stocks increasing volume: INTC PLTR ROKU SOFI NIO AMC XPEV RIVN

Option IV into earnings for quarter

ON Semiconductor (ON) August weekly call option implied volatility is at 66, August is at 49; compared to its 52-week range of 37 to 74 into the expected release of quarter results before the bell on July 31. Call put ratio 1.9 calls to 1 put.

Republic Services (RSG) August call option implied volatility is at 20, September is at 18; compared to its 52-week range of 12 to 30 into the expected release of quarter results after the bell on July 31.

Yum China (YUMC) August call option implied volatility is at 36, September is at 31; compared to its 52-week range of 24 to 85 into the expected release of quarter results after the bell on July 31.

Sofi (SOFI) August weekly call option implied volatility is at 150, August is at 100; compared to its 52-week range of 52 to 106 into the expected release of quarter results before the bell on July 31.

Avis Budget (CAR) August weekly call option implied volatility is at 76, August is at 55; compared to its 52-week range of 79 to 137 into the expected release of quarter results after the bell on July 31.

Apple (AAPL) August weekly call option implied volatility is at 32, August is at 84; compared to its 52-week range of 17 to 45 into the expected release of quarter results after the bell on August 3.

Coinbase (COIN) August weekly call option implied volatility is at 110, August is at 97; compared to its 52-week range of 42 to 96 into the expected release of quarter results after the bell on August 3.

Movers

Biogen (BIIB) July weekly call option implied volatility is at 48, August is at 26; compared to its 52-week range of 24 to 97 after acquiring Reata Pharmaceuticals (RETA) for $172.50 per share in cash.

Reata Pharmaceuticals (RETA) 30-day option implied volatility is at 34; compared to its 52-week range of 41 to 416 after Biogen (BIIB) announced acquiring Reata for $172.50 per share in cash.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 60.

Twilio (TWLO) 30-day option implied volatility is at 70; compared to its 52-week range of 47 to 97. Call put ratio 3.9 calls to 1 put as shares rally 3.9%.

Options with decreasing option implied volatility: SNAP DWAC APLD SIMO PACW ENVX TDOC ALGN HTZ
Increasing unusual option volume: AVTR TUP AVTR WB EGO CNC
Increasing unusual call option volume: AVTR WB TUP SAM TAL DLR
Increasing unusual put option volume: CNC TUP RETA BBIG BSX ROKU RILY
Active options: TSLA NVDA BABA INTC AAPL META F MSFT AMZN PLTR ROKU SOFI AMD GOOGL NIO AMC XPEV GOOG RIVN ENPH

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