Mid-session IV Report August 7, 2024

Mid-session IV Report August 7, 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: IOT ASAN SAVA PBR DOCU GLNG DKS ZS SIG INDA EEM HYB INDA HPE

Popular stocks with increasing volume: DIS SHOP SMCI RIVN PLTR VAC META MU ABNB DELL LYFT INTC CVS MSFT

Option IV into quarter results

Warner Bros. Discovery (WBD) August 9 weekly calls option implied volatility is at 152, August is at 88; compared to its 52-week range of 36 to 68 into expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put.

Robinhood (HOOD) August 9 weekly calls option implied volatility is at 210, August is at 120; compared to its 52-week range of 35 to 94 into expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put.

McKesson (MCK) August 9 weekly calls option implied volatility is at 55, August is at 32; compared to its 52-week range of 15 to 30 into expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put into quarter results and outlook.

Monster Beverage (MNST) August weekly calls option implied volatility is at 108, August is at 58; compared to its 52-week range of 15 to 69 into expected release of quarter results today after the bell. Call put ratio 1 call to 4.8 puts with focus on August 9 weekly 51 puts.

Zillow (Z) August 9 weekly calls option implied volatility is at 172, August is at 109; compared to its 52-week range of 34 to 88 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.4 puts with a focus on August 42.50. puts.

Dutch Bros (BROS) August calls option implied volatility is at 100, September is at 61; compared to its 52-week range of 30 to 81 into expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Eli Lilly (LLY) August 9 weekly calls option implied volatility is at 123, August is at 69; compared to its 52-week range of 19 to 55 into expected release of quarter results before the bell on August 8. Call put ratio 2.3 calls to put into quarter results.

Gilead (GILD) August 9 weekly calls option implied volatility is at 68, August is at 41; compared to its 52-week range of 16 to 37 into expected release of quarter results before the bell on August 8. Call put ratio 1 call to 1.1 puts.

Dropbox (DBX) August 9 weekly calls option implied volatility is at 134, August is at 75; compared to its 52-week range of 20 to 58 into expected release of quarter results after the bell on August 8. Call put ratio 1.4 calls to 1 put.

Unity Software (U) August 9 weekly calls option implied volatility is at 258, August is at 140; compared to its 52-week range of 44 to 109 into expected release of quarter results after the bell on August 8. Call put ratio 1.8 calls to 1 put.

Paramount Global (PARA) August 9 weekly calls option implied volatility is at 76, August is at 53; compared to its 52-week range of 23 to 87 into expected release of quarter results after the bell on August 8. Call put ratio 10 calls to 1 put with focus September 14 calls.

Petrobras (PBR) August 9 weekly calls option implied volatility is at 62, August is at 46; compared to its 52-week range of 22 to 60 into expected release of quarter results before the bell on August 8. Call put ratio 3.6 calls to 1 put with focus on August 15 calls.

Datadog (DDOG) August 9 weekly calls option implied volatility is at 187, August is at 97; compared to its 52-week range of 30 to 71 into expected release of quarter results before the bell on August 8. Call put ratio 3.1 calls to 1 put with focus on August 9 weekly 115 calls.

Options with decreasing option implied volatility: SNAP ACP CFLT ALAB NET HIMS CVNA TDOC AAOI EXAS ROKU ZI RDDT UPST TEAM TGTX ENVX ARDX RBLX
Increasing unusual option volume: XFOR LUMN RYAM DT REAL SHLS LAZR ACAD
Increasing unusual call option volume: XFOR LUMN DT RYAM GTHX REAL GLBE SHLS MGA FTNT
Increasing unusual put option volume: LAZR LUMN LSCC TDW SHLS PSEC KD ZI APD ABNB