Mid-session IV Report July 1, 2022

Mid-session IV Report July 1, 2022

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.

Option IV increases: TEVA BRCC STLA PRPB TMF

Popular stocks with increasing volume: Active options: KSS RBLX XOM TSM SQ

FAAMG stocks option implied volatility

Meta (META) 30-day option implied volatility is at 69; compared to its 52-week range of 21 to 79 as shares sell off 2.5%.

Apple (AAPL) 30-day option implied volatility is at 41; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on July 25. Call put ratio 1.1 calls to 1 put.

Amazon (AMZN) 30-day option implied volatility is at 55; compared to its 52-week range of 19 to 54 as shares rally 1.3%.

Microsoft (MSFT) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 46.

Alphabet (GOOGL) 30-day option implied volatility is at 46; compared to its 52-week range of 17 to 49 as shares sell off 1%.

Movers

Kohl’s (KSS) 30-day option implied volatility is at 81; compared to its 52-week range of 39 to 122 as shares sell off 22%. Call put ratio 1 call to 1.3 puts.

Alibaba (BABA) 30-day option implied volatility is at 64; compared to its 52-week range of 24 to 100. Call put ratio 1.8 calls to 1 put as shares rally 1.2%.

Coinbase (COIN) 30-day option implied volatility is at 124; compared to its 52-week range of 45 to 173. Call put ratio 1 call to 1.5 puts as shares rally 3%.

Coupang (CPNG) July weekly call option implied volatility is at 171, July is at 81; compared to its 52-week range of 44 to 120 as shares rally 14%. Call put ratio 2.9 calls to 1 put with focus on January 25 calls.

Revlon (REV) 30-day option implied volatility is at 396; compared to its 52-week range of 54 to 591 as shares down 16%. Call put ratio 2.6 calls to 1 put as shares rally 13%.

Options with decreasing option implied volatility: MU AXSM PSTH KSS
Increasing unusual option volume: CLDX PRPB VIRT HLGN ATNM STWD
Increasing unusual call option volume: VIRT CLDX RFP NGD TCRT CDEV
Increasing unusual put option volume: ROST BHP LIT NNOX HGEN ABCL STWD
Active options: TSLA AMZN AAPL AMD MU NVDA META AMC NIO LAZR BAC BABA MSFT KSS RBLX STWD XOM TSM SQ KSS