Mid-session IV Report August 2, 2024

Mid-session IV Report August 5, 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: LABU WOLF DPST NVDA GTLB CHWY GME JNUG TRIP PATH SYF KLAC

Popular stocks with increasing volume: INTC AMD SOFI PLTR GME CCL F BAC AMC RIOT AVGO COIN DNB K

Active options: NVDA AAPL TSLA AMZN INTC AMD SOFI PLTR MSFT GME CCL META MARA F BAC AMC RIOT GOOGL AVGO COIN

Option IV as SPY and QQQ as share price down +2%

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 10 to 20. Call put ratio 1 call to 1.9 puts with focus on August 460 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 27.

iShares Russell 2000 ETF (IWM) iShares Russell 2000 (RUT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 29. Call put ratio 1 call to 4.1 puts with focus on August 30 weekly puts as share price down 3.7%.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 44. Call put ratio 1.3 calls to 1 put on light volume as share price down 3.7%.

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 38; compared to its 52-week range of 12 to 65. Call put ratio 1 call to 1.7 puts with focus on August 60 puts as share price down 2.9%.

Option IV into quarter results

Caterpillar (CAT) August 9 weekly calls option implied volatility is at 75, August is at 54; compared to its 52-week range of 21 to 39 into expected release of quarter results before the bell on August 6. Call put ratio 1 call to 1.3 puts.

Uber (UBER) August 9 weekly calls option implied volatility is at 107, August is at 77; compared to its 52-week range of 29 to 55 into expected release of quarter results before the bell on August 6.

Airbnb (ABNB) August 9 weekly calls option implied volatility is at 120, August is at 83; compared to its 52-week range of 25 to 56 into expected release of quarter results after the bell on August 6.

Coupang (CPNG) August 9 weekly calls option implied volatility is at 139, August is at 99; compared to its 52-week range of 27 to 58 into expected release of quarter results after the bell on August 6.

Kenvue (KVUE) August 9 weekly calls option implied volatility is at 81, August is at 54; compared to its 52-week range of 18 to 53 into expected release of quarter results before the bell on August 6. Call put ratio 1 call to 4.6 puts with focus on August 9 weekly 18 puts.

Baxter (BAX) August 9 weekly calls option implied volatility is at 68, August is at 53; compared to its 52-week range of 18 to 43 into expected release of quarter results before the bell on August 6.

Rivian (RIVN) August 9 weekly calls option implied volatility is at 171, August is at 121; compared to its 52-week range of 57 to 105 into expected release of quarter results after the bell on August 6.

Hyatt (H) August calls option implied volatility is at 55, September is at 41; compared to its 52-week range of 21 to 74 into expected release of quarter results before the bell on August 6.

Yum Brands (YUM) August calls option implied volatility is at 37, September is at 26; compared to its 52-week range of 14 to 29 into expected release of quarter results before the bell on August 6.

Toast (TOST) August 9 weekly calls option implied volatility is at 181, August is at 132; compared to its 52-week range of 37 to 84 into expected release of quarter results after the bell on August 6. Call put ratio 2.8 calls to 1 put with a focus on August 9 weekly 9.5 calls.

Reddit (RDDT) August 9 weekly calls option implied volatility is at 250, August is at 177; compared to its 52-week range of 60 to 165 into expected release of quarter results after the bell on August 6.

Wynn Resorts (WYNN) August 9 weekly calls option implied volatility is at 99, August is at 67; compared to its 52-week range of 23 to 43 into expected release of quarter results after the bell on August 6.

V.F. Corp (VFC) August 9 weekly calls option implied volatility is at 161, August is at 112; compared to its 52-week range of 37 to 74 into expected release of quarter results after the bell on August 6.

Options with decreasing option implied volatility: GRPN CFLT SNAP CVNA TDOC SYM NET EXAS TEAM PINS DASH ETSY TWLO GEHC SBUX CLX
Increasing unusual option volume: BITI TME PZZA KOS CFG SH ARES IR EXPI STLD K ZION
Increasing unusual call option volume: BITI TME CFG KOS ZION SH PERI K LILM
Options with decreasing option implied volatility: GRPN CFLT SNAP CVNA TDOC SYM NET EXAS TEAM PINS DASH ETSY TWLO GEHC SBUX CLX
Increasing unusual option volume: BITI TME PZZA KOS CFG SH ARES IR EXPI STLD K ZION
Increasing unusual call option volume: BITI TME CFG KOS ZION SH PERI K LILM
Increasing unusual put option volume: INFY PZZA STLD YPF CEIX LUMN NU ZI EDU FSM