Mid-session IV Report August 6, 2024

Mid-session IV Report August 6, 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: GTLB SDOW IEP GCT KSS AI GME PATH AI DOCU AEO RH HPE AEO CCL SNPS LULU

Popular stocks with increasing volume: INTC HOOD UBER CCL CELH ZI

Active options: NVDA TSLA PLTR AAPL AMZN AMD INTC META HOOD UBER CCL LUMN MARA MSFT CELH ZI

Option IV into quarter results

Airbnb (ABNB) August 9 weekly calls option implied volatility is at 121, August is at 77; compared to its 52-week range of 25 to 56 into expected release of quarter results today after the bell on August 6.

Reddit (RDDT) August 9 weekly calls option implied volatility is at 255, August is at 163; compared to its 52-week range of 60 to 165 into expected release of quarter results today after the bell.

Novo (NVO) August 9 weekly calls option implied volatility is at 93, August is at 58; compared to its 52-week range of 22 to 47 into expected release of quarter results before the bell on August 7.

Walt Disney (DIS) August 9 weekly calls option implied volatility is at 95, August is at 58; compared to its 52-week range of 18 to 46 into expected release of quarter results before the bell on August 7.

Shopify (SHOP) August 9 weekly calls option implied volatility is at 164, August is at 103; compared to its 52-week range of 33 to 76 into expected release of quarter results before the bell on August 7.

CVS Health (CVS) August 9 weekly calls option implied volatility is at 120, August is at 72; compared to its 52-week range of 21 to 51 into expected release of quarter results before the bell on August 7.

Warner Bros. Discovery (WBD) August 9 weekly calls option implied volatility is at 135, August is at 92; compared to its 52-week range of 36 to 68 into expected release of quarter results after the bell on August 7. Call put ratio 2.4 calls to 1 put.

Robinhood (HOOD) August 9 weekly calls option implied volatility is at 181, August is at 122; compared to its 52-week range of 35 to 94 into expected release of quarter results after the bell on August 7. Call put ratio 2.9 calls to 1 put.

Ralph Lauren (RL) August calls option implied volatility is at 74, September is at 49; compared to its 52-week range of 22 to 83 into expected release of quarter results before the bell on August 7. Call put ratio 1 call to 3.1 puts amid active August puts.

McKesson (MCK) August 9 weekly calls option implied volatility is at 55, August is at 38; compared to its 52-week range of 15 to 30 into expected release of quarter results after the bell on August 7.

Hilton (HLT) August calls option implied volatility is at 55, September is at 37; compared to its 52-week range of 17 to 53 into expected release of quarter results before the bell on August 7. Call put ratio 1 call to 6.2 puts with focus on January 175 puts.

Monster Beverage (MNST) August weekly calls option implied volatility is at 73, August is at 45; compared to its 52-week range of 15 to 69 into expected release of quarter results after the bell on August 7.

Rockwell Automation (ROK) August calls option implied volatility is at 74, September is at 45; compared to its 52-week range of 19 to 67 before the bell on August 7.

Zillow (Z) August 9 weekly calls option implied volatility is at 168, August is at 116; compared to its 52-week range of into the expected release of quarter results after the bell on August 7. Call put ratio 1 call to 6.7 puts with a focus on August 9 weekly 43 puts.

Dutch Bros (BROS) August calls option implied volatility is at 100, September is at 65; compared to its 52-week range of 30 to 81 into expected release of quarter results after the bell on August 7. Call put ratio 6.3 calls to 1 put with focus on August 42 and 50 calls.

Fastly, Inc. (FSLY) August calls option implied volatility is at 280, September is at 175; compared to its 52-week range of 48 to 129 into the expected release of quarter results after the bell on August 7. Call put ratio 1 call to 2 puts with focus on August 9 weekly 6.5 puts.

Options with decreasing option implied volatility: JMIA ACB SNAP GRPN CFLT CNVA LMND BHC RBLX NET ROKU PINS ZI TEAM TDOC ETSY DASH TWLO
Increasing unusual option volume: DT BAX ZI YOU SGMO ZI DB LLAP KDP PAGP ALIT ITB GENI GOGO
Increasing unusual call option volume: DT LUMN YOU SGMO KDP PAGP KVUE WM GENI
Increasing unusual put option volume: BAX ZI TELL CHGG KD YM SHLS IOT HLF STM DHI DT LUMN DB