Mid-session IV Report July 10, 2020

Mid-session IV Report July 10, 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: SPCE ALT NIO JMIA LVGO FLSY ROKU ETSY SQ CLVS

Popular stocks with increasing unusual volume: NIO SPCE DIS CCL

Option implied volatility for non-traditional vehicle stocks

Tesla (TSLA) July (10) weekly call option implied volatility is at 83, July is at 71, August is at 91; compared to its 52-week range of 33 to 154 into the expected release of quarter results on July 22. Call put ratio 1.3 calls to 1 put.

NIO Inc. (NIO) July weekly call option implied volatility is at 275, July is at 212, August is at 194; compared to its 52-week range of 76 to 221. Call put ratio 2.5 calls to 1 put.

Workhorse Group (WKHS) July call option implied volatility is at 185, August is at 175; compared to its 52-week range of 102 to 286. Call put ratio 2.1 calls to 1 put as shares pull back 2%.

Nikola (NKLA) July weekly call option implied volatility is at 280, July is at 181, August is at 147; compared to its 52-week range of 67 to 305. Call put ratio 1.4 calls to 1 put as shares sell off 4.5%.

Financial Select Sector SPDR ETF (XLF) July call option implied volatility is at 46, August is at 36; compared to its 52-week range of 13 to 111 into the release of bank results next week. Call put ratio 2.4 call to 1 put.

Spdr S&P Bank Etf (KBE) 30-day option implied volatility is at 53; compared to its 52-week range of 17 to 126 into the release of bank results next week. Call put ratio 1.2 call to 1 put.

Facebook (FB) July call option implied volatility is at 44, August is at 46; compared to its 52-week range of 21 to 82 into expected release of quarter results on July 29.

Amazon (AMZN) July call option implied volatility is at 45, August is at 47; compared to its 52-week range of 17 to 69 into expected release of quarter results on July 29. Call put ratio 1.7 calls to 1 put.

Netflix (NFLX) July call option implied volatility is at 79, August is at 50; compared to its 52-week range of 26 to 99 into expected release of quarter results on July 16 as shares rally 2.5%. Call put ratio 3.7 calls to 1 put.

Alphabet (GOOG) July call option implied volatility is at 31, August is at 34; compared to its 52-week range of 13 to 75 into expected release of quarter results on July 30. Call put ratio 2.8 calls to 1 put with focus on ATM calls.

Apple (AAPL) July call option implied volatility is at 34, August is at 35; compared to its 52-week range of 18 to 90 into expected release of quarter results on July 30.

Vipshop Holdings (VIPS) 30-day option implied volatility is at 65; compared to its 52-week range of 39 to 89 as shares sell off 3.4%. Call put ratio 12.5 calls to 1 put.

Alibaba (BABA) July call option implied volatility is at 46, August is at 43; compared to its 52-week range of 22 to 63 as shares down 1.2% after sharp rally. Call put ratio 2.6 calls to 1 put.

Beyond Meat (BYND) July weekly call option implied volatility is at 140, July is at 75, August is at 84; compared to its 52-week range of 47 to 130 after initiated with a Sell at Citi. Call put ratio 1 call to 1 put.

Altimmune (ALT) July weekly call option implied volatility is at 232, July is at 220; compared to its 52-week range of 89 to 352 as shares rally 6%. Call put ratio 2 calls to 1 put with focus on 22.50 calls.

GSX Techedu Inc. (GSX) July call option implied volatility is at 150, August is at 125; compared to its 52-week range of 61 to 168. Call put ratio 1 call to 1 put.

Constellation Brands (STZ) July weekly call option implied volatility is at 44, July is at 30, August is at 32; compared to its 52-week range of 19 to 93 as pandemic infections spread in southern U.S. Call put ratio 1 call to 1.8 puts.

Increasing unusual option volume: CNX WKHS TIP ASHR WPX BLNK ITUB GBX
Increasing unusual call option volume: WKHS ITUB ASHR BLNK WPX LX VWO EOLS CLNE CLF
Increasing unusual put option volume: CNX WPX SABR ASHR CWH FSLY ALT PINS PLUG JMIA
Options with decreasing option implied volatility: NKLA BBBY WBA
Active options: AMD NIO AAPL ROKU BAC TSLA NFLX AMZN MSFT FB BA AAL JPM BABA CCL SPCE NVDA NKLA WFC DIS