Mid-session IV Report July 31, 2023

Mid-session IV Report July 31, 2023

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Mid-session IV Report July 31, 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: HZNP DG SGEN AI MDB CHWY CRWD CRM LULU TAP ATVI

Popular stocks increasing volume: SOFI PLTR NKLA NIO ROKU F DKNG DIS INTC UBER LCID

Movers

Palantir (PLTR) 30-day option implied volatility is at 91; compared to its 52-week range of 48 to 87 as share price up 9.3%.

DraftKings (DKNG) 30-day option implied volatility is at 67; compared to its 52-week range of 46 to 108 as share price down 4.7%.

Roku (ROKU) 30-day option implied volatility is at 66; compared to its 52-week range of 55 to 108 as share prices up 5%.

Option IV into earnings for quarter

Merck (MRK) August weekly call option implied volatility is at 36, August is at 25; compared to its 52-week range of 18 to 29 into the expected release of quarter results before the bell on August 1.

Pfizer (PFE) August weekly call option implied volatility is at 41, August is at 27; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on August 1.

Caterpillar (CAT) August weekly call option implied volatility is at 53, August is at 33; compared to its 52-week range of 23 to 45 into the expected release of quarter results before the bell on August 1.

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 95, August is at 59; compared to its 52-week range of 40 to 69 into the expected release of quarter results after the bell on August 1.

BP (BP) August weekly call option implied volatility is at 43, August is at 29; compared to its 52-week range of into the expected release of quarter results before the bell on August 1.

Starbucks (SBUX) August weekly call option implied volatility is at 64, August is at 35; compared to its 52-week range of 18 to 44 into the expected release of quarter results after the bell on August 1.

Uber (UBER) August weekly call option implied volatility is at 101, August is at 59; compared to its 52-week range of 32 to 80 into the expected release of quarter results before the bell on August 1.

Marriott (MAR) August weekly call option implied volatility is at 47, August is at 31; compared to its 52-week range of 21 to 48 into the expected release of quarter results before the bell on August 1.

Sysco (SYY) August call option implied volatility is at 29, September is at 20; compared to its 52-week range of 14 to 65 into the expected release of quarter results before the bell on August 1. Call put ratio 1 call to 8 puts.

Devon Energy (DVN) August weekly call option implied volatility is at 55, August is at 39; compared to its 52-week range of 31 to 64 into the expected release of quarter results after the bell on August 1.

Electronic Arts (EA) August weekly call option implied volatility is at 48, August is at 29; compared to its 52-week range of 15 to 39 into the expected release of quarter results after the bell on August 1. Call put ratio 1 call to 5.2 puts.

Marathon Petroleum (MPC) August weekly call option implied volatility is at 39, August is at 29; compared to its 52-week range of 26 to 49 into the expected release of quarter results before the bell on August 1. Call put ratio 4.5 calls to 1 put.

Pinterest (PINS) August weekly call option implied volatility is at 122, August is at 66; compared to its 52-week range of 35 to 107 into the expected release of quarter results after the bell on August 1.

Sirius XM (SIRI) August weekly call option implied volatility is at 125, August is at 106; compared to its 52-week range of 24 to 158 into the expected release of quarter results before the bell on August 1.

Molson Coors (TAP) August call option implied volatility is at 43, September is at 33; compared to its 52-week range of 18 to 77 into the expected release of quarter results before the bell on August 1. Call put ratio 4.4 calls to 1 put.

Caesars (CZR) August weekly call option implied volatility is at 75, August is at 51; compared to its 52-week range of 41 to 85 into the expected release of quarter results after the bell on August 1.

Chesapeake (CHK) August call option implied volatility is at 36, September is at 30; compared to its 52-week range of 27 to 93 into the expected release of quarter results before the bell on August 1.

Boston Properties (BXP) August call option implied volatility is at 45, September is at 40; compared to its 52-week range of 23 to 108 into the expected release of quarter results after the bell on August 1.

Norwegian Cruise Lines (NCLH) August weekly call option implied volatility is at , August is at ; compared to its 52-week range of 42 to 96 into the expected release of quarter results before the bell on August 1. Call put ratio 5.4 calls to 1 put.

MicroStrategy (MSTR) August weekly call option implied volatility is at 82, August is at 72; compared to its 52-week range of 62 to 194 into the expected release of quarter results after the bell on August 1.

Match Group (MTCH) August weekly call option implied volatility is at 105, August is at 62; compared to its 52-week range of 39 to 77 into the expected release of quarter results after the bell on August 1.

Options with decreasing option implied volatility: SNAP PACW SIMO TDOC ALGN META HTZ SPOT MBLY STX SKX CMG WHR HOG CROX NWL
Increasing unusual option volume: MAT YELL NEWR TUP GTLS APLS LC
Increasing unusual call option volume: TUP YELL NEWR EDR WIX JXN MLCO
Increasing unusual put option volume: TCOM RETA APLS TUP BSX NKLA
Active options: SOFI TSLA PLTR NKLA NIO NVDA ROKU F AAPL AMZN DKNG AMC AMD XPEV MSFT DIS META INTC UBER LCID

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