Mid-session IV Report July 7, 2023

Mid-session IV Report July 7, 2023

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Mid-session IV Report July 7, 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: LYFT DWAC BBIO HOOD MELI PYPL ANET FTNT CLX SBUX CI CVS DD EA JEPI RIVN

Popular stocks increasing volume: NVS RIVN NIO AI PLTR COIN BAC ROKU SOFI

Option Movers

Novartis (NVS) July call option volatility is at 28, August is at 25; compared to its 52-week range of 13 to 70. Call put ratio 1 call to 6.5 puts with focus on July 95 and 97.50 puts as shares sell off 3%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 91; compared to its 52-week range of 64 to 101 as shares rally 11%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 49 as shares near 18-month high.

Carvana Co. (CVNA) 30-day option implied volatility is at 144; compared to its 52-week range of 112 to 266 as shares rally 10%.

Option IV into quarter results

Pepsico (PEP) July weekly call option implied volatility is at 21, July is at 18; compared to its 52-week range of 16 to 27 into the expected release of quarter results before the bell on July 13.

Cintas (CTAS) July call option volatility is at 27, August is at 23; compared to its 52-week range of 18 to 70 into the expected release of quarter results before the bell on July 13.

Fastenal (FAST) July call option implied volatility is at 30, August is at 22; compared to its 52-week range of 19 to 72 into the expected release of quarter results before the bell on July 13.

Delta Air Lines (DAL) July weekly call option implied volatility is at 41, July is at 35; compared to its 52-week range of 28 to 61 into the expected release of quarter results before the bell on July 13. Call put ratio 4 calls to 1 put with focus on July weekly (14) 49.50 calls.

ConAgra (CAG) July weekly call option implied volatility is at 37, July is at 22; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on July 13.

Options with decreasing option implied volatility: UBS JOBY NKE ISEE STZ
Increasing unusual option volume: CARR RVLV XPO LEVI SHY RIVN TMC VMW MAT ERJ CNC
Increasing unusual call option volume: XPO RIVN MAT TMC SFIX OSTK
Increasing unusual put option volume: RVLV CARR LEVI VMW CNC ROST AAP RIVN UL
Active options: TSLA RIVN AAPL BABA NVDA META AMZN MSFT AMD NIO AI PLTR MARA RIOT COIN NFLX GOOGL BAC ROKU SOFI

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