Mid-session IV Report August 4, 2020

Mid-session IV Report August 4, 2020

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: JMIA PRPL GEO LMT ATVI BYND DIS WYNN ROKU TEVA

Popular stocks with increasing unusual volume: UBER F TLRY SPCE

IV into quarter results and cash flow outlook

Activision Blizzard (ATVI) August weekly call option implied volatility is at 133, August is at 66; compared to its 52-week range of 23 to 89 into expected release of quarter results today after the bell. Call put ratio 3.9 calls to 1 put.

Beyond Meat (BYND) August weekly call option implied volatility is at 185, August is at 101; compared to its 52-week range of 47 to 130 into expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Monster Beverage (MNST) August weekly call option implied volatility is at 67, August is at 38; compared to its 52-week range of 17 to 84 into expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Match Group (MTCH) August weekly call option implied volatility is at 112, August is at 64; compared to its 52-week range of 34 to 115 into expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put.

Walt Disney (DIS) August weekly call option implied volatility is at 69, August is at 39; compared to its 52-week range of 18 to 101 into expected release of quarter results today after the bell.

Wynn Resorts (WYNN) August weekly call option implied volatility is at 98, August is at 72; compared to its 52-week range of 31 to 216 into expected release of quarter results today.

3D Systems (DDD) August weekly call option implied volatility is at 150, August is at 84; compared to its 52-week range of 31 to 139 into expected release of quarter results after the bell on August 5.

Ballard Power Systems (BLDP) August weekly call option implied volatility is at 112, August is at 93; compared to its 52-week range of 45 to 216 into expected release of quarter results on August 5.

Camping World (CWH) August call option implied volatility is at 123, September is at 100; compared to its 52-week range of 51 to 242 into expected release of quarter results after the bell on August 5. Call put ratio 35 calls to 1 put with focus on August 40 calls.

Capri (CPRI) weekly call option implied volatility is at 90, August is at 71; compared to its 52-week range of 30 to 156 into expected release of quarter results before the bell on August 5.

CVS Health (CVS) weekly call option implied volatility is at 56, August is at 34; compared to its 52-week range of 19 to 88 into expected release of quarter results before the bell on August 5. Call put ratio 4.2 calls to 1 put.

Fastly (FSLY) August weekly call option implied volatility is at 230, August is at 130; compared to its 52-week range of 53 to 146 to into expected release of quarter results after the bell on August 5.

Hostess Brands (TWNK) August call option implied volatility is at 28, September is at 27; compared to its 52-week range of 19 to 64 into expected release of quarter results after the bell on August 5.

Humana (HUM) August weekly call option implied volatility is at 34, August is at 31; compared to its 52-week range of 20 to 100 into expected release of quarter results on August 5.

Live Nation (LYV) August call option implied volatility is at 65, September is at 55; compared to its 52-week range of 22 to 198 into expected release of quarter results after the bell on August 5. Call put ratio 1 call to 2.2 puts.

Lumber Liquidators (LL) August weekly call option implied volatility is at 170, August is at 88; compared to its 52-week range of 45 to 246 into expected release of quarter results on August 5. Call put ratio 6 calls to 1 put.

Marathon Oil (MRO) August weekly call option implied volatility is at 105, August is at 81; compared to its 52-week range of 30 to 269 into expected release of quarter results after the bell on August 5.

Moderna (MRNA) weekly call option implied volatility is at 98, August is at 105; compared to its 52-week range of 51 to 173 into expected release of quarter results before the bell on August 5.

Roku (ROKU) August weekly call option implied volatility is at 122, August is at 87; compared to its 52-week range of 51 to 130 into expected release of quarter results after the bell on August 5. Call put ratio 3 calls to 1 put.

Sonos (SONO) August call option implied volatility is at 110, September is at 90; compared to its 52-week range of 30 to 269 into expected release of quarter results after the bell on August 5. Call put ratio 19 calls to 1 put with focus on August calls.

Starwood Property (STWD) August call option implied volatility is at 38, September is at 36; compared to its 52-week range of 7 to 189 into expected release of quarter results before the bell on August 5. Call put ratio 4.6 calls to 1 put.

SunPower (SPWR) August weekly call option implied volatility is at 166, August is at 97; compared to its 52-week range of 55 to 146 into expected release of quarter results on August 5. Call put ratio 3.4 calls to 1 put.

Teva (TEVA) August weekly call option implied volatility is at 105, August is at 63; compared to its 52-week range of 45 to 134 into expected release of quarter results on August 5. Call put ratio 7.4 calls to 1 put with focus on August weekly 12.50 and 13 calls.

Wayfair (W) weekly call option implied volatility is at 168, August is at 98; compared to its 52-week range of 41 to 210 into expected release of quarter results before the bell on August 5.

Western Digital (WDC) August weekly call option implied volatility is at 108, August is at 65; compared to its 52-week range of 32 to 138 into expected release of quarter results after the bell on August 5. Call put ratio 3 calls to 1 put with focus August weekly 44 calls.

Zynga (ZNGA) August weekly call option implied volatility is at 133, August is at 68; compared to its 52-week range of 23 to 123 into expected release of quarter results on August 5. Call put ratio 8 calls to 1 put with focus on August 11 calls.

Regeneron Pharmaceuticals (REGN) August weekly call option implied volatility is at 49, August is at 39; compared to its 52-week range of 25 to 79 into the expected release of quarter results before the bell on August 5. Call put ratio 2.7 calls to 1 put.

Ford (F) August weekly call option implied volatility is at 44, August is at 45; compared to its 52-week range of 20 to 195 after announcing CEO succession.

Increasing unusual option volume: HST ADT EQR MARA PBI KNDI
Increasing unusual call option volume: HST ADT MARA KNDI KAR
Increasing unusual put option volume: WKHS JMIA WY VIXY RL
Options with decreasing option implied volatility: TUP APRN EGHT UA FEYE TAP SHAK NOK
Active options: AMD AAPL MSFT NIO AAL SNAP BA INTC SPCE TSLA ATVI F NKLA KODK AMZN NFLX TLRY FB UBER MU