Mid-session IV Report August 1, 2024

Mid-session IV Report August 1, 2024

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

Options with increasing option implied volatility: ALAB ANF OKTA BURL NTAP URA SGML PCG

Popular stocks with increasing volume: ARM QCOM BAC AVGO RBLX BA CRWD

Active options: NVDA TSLA META AMD AMZN MSFT AAPL ARM LUMN QCOM RIOT BAC MRNA CVNA AVGO RBLX BA CRWD MBLY

Option IV into quarter results

Apple (AAPL) August weekly call option implied volatility is at 89, August is at 34; compared to its 52-week range of 16 to 30 into expected release of quarter results today after the bell.

Amazon (AMZN) August weekly call option implied volatility is at 146, August is at 51; compared to its 52-week range of 22 to 49 into expected release of quarter results today after the bell.

Intel (INTC) August weekly call option implied volatility is at 177, August is at 63; compared to its 52-week range of 28 to 50 into expected release of quarter results today after the bell.

Bookings (BKNG) August weekly call option implied volatility is at 119, August is at 43; compared to its 52-week range of 20 to 38 into expected release of quarter results today after the bell.

DoorDash (DASH) August weekly call option implied volatility is at 233, August is at 67; compared to its 52-week range of 32 to 69 into expected release of quarter results today after the bell.

Block (SQ) August weekly call option implied volatility is at 256, August is at 86; compared to its 52-week range of 37 to 80 into expected release of quarter results today after the bell.

MicroStrategy (MSTR) August weekly call option implied volatility is at 129, August is at 90; compared to its 52-week range of 55 to 165 into expected release of quarter results today after the bell.

Exxon Mobil (XOM) August weekly call option implied volatility is at 50, August is at 25; compared to its 52-week range of 17 to 29 into expected release of quarter results before the bell on August 2.

Chevron (CVX) August weekly call option implied volatility is at 49, August is at 24; compared to its 52-week range of 16 to 26 into expected release of quarter results before the bell on August 2.

Fluor Corp. (FLR) into August call option implied volatility is at 55, September is at 40; compared to its 52-week range of 24 to 79 into expected release of quarter results before the bell on August 2. Call put ratio 11.8 calls to 1 put with focus on August 55 calls.

Options with decreasing option implied volatility: BHC HUMA GRPN CFLT ANVS LMND PBI CVNA PINS BYON RBLX W HLF SHAK SOFI SYM CHTR PYPL
Increasing unusual option volume: LUMN HP ENTR CMPS BMEA ALXO AEYE COUR UNIT EVGO SGML MTZ VAL GENI URA CHRW
Increasing unusual call option volume: LUMN UNIT EVGO COUR MTZ VAL GENI INDA CHRW
Increasing unusual put option volume: AES LUMN MBLY URA TAL GT FMC GH AIG MCHP