Mid-session IV Report July 1, 2021

Mid-session IV Report July 1, 2021

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: PRVB INO EXPR SPCE CCIV IRBT AMD ADMS IPOF

Popular stocks with increasing volume: PLTR AMC WISH ABNB AAL F SPCE T UBER

TSLA, F & GM IV into Q2 sales reports

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 47 to 129 into expected release of Q2 car sales report. Call put ratio 1.6 calls to 1 put.

Ford (F) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 76 into expected release of Q2 car sales report. Call put ratio 3.7 calls to 1 put.

General Motors (GM) 30-day option implied volatility is at 30; compared to its 52-week range of 29 to 66 after announced Q2 sales increase off 40% compared to a year ago. Call put ratio 4.3 calls to 1 put.

Micron Technology (MU) July weekly call option implied volatility is at 43, July is at 34; compared to its 52-week range of 34 to 61 as shares sell off 4.9%. Call put ratio 2.9 calls to 1 put with focus on July weekly 85 and 90 calls.

Cameco Corp. (CCJ) call put ratio 17 calls to 1 put with focus on July weekly 19.50 calls into trading halt.

Energy stocks option IV into 18th OPEC and non-OPEC Ministerial Meeting via video conference as WTI Crude oil trades above $75

Halliburton (HAL) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 80. Call put ratio 14 calls to 1 put with focus on September 28 calls as shares rally 3%.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 42; compared to its 52-week range of 36 to 71 amid WTI crude oil above $75. Call put ratio 4.9 calls to 1 put as shares rally 4%.

Hess Corp. (HES) 30-day option implied volatility is at 40; compared to its 52-week range of 34 to 70.
Occidental Petroleum (OXY) 30-day option implied volatility is at 55; compared to its 52-week range of 49 to 93. Call put ratio 6.6 calls to 1 put with focus on July weekly 33 and 34 calls as shares rally 4%.

Pioneer Natural Resources (PXD) 30-day option implied volatility is at 33; compared to its 52-week range of 34 to 67.

Proshares Ultra DJ-UBS Crude Oil (UCO) 30-day option implied volatility is at 55; compared to its 52-week range of 47 to 110.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 58.

SPDR S&P Oil & Gas Exploration & Production Etf (XOP) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 76.

United States Oil Fund (USO) 30-day option implied volatility is at 29; compared to its 52-week range of 28 to 61.

Increasing unusual option volume: WMS NTLA WBA XLNX VRRM BSQR SWBI SLQT WISH CCJ
Increasing unusual call option volume: CNET MOXC EXPR VRRM BSQR SWBI SLQT WISH CCJ
Increasing unusual put option volume: THO SEAS TPR SWBI ALT TPR WISH ABEV WBA NTLA
Options with decreasing option implied: ATOS CLDR UUP MU KMX GIS NKE
Active options: NIO TSLA AAPL AMD MU NVDA PLTR AMC WISH ABNB CCIV AAL XPEV FB F BABA AMZN SPCE T UBER