Mid-session IV Report July 11, 2022

Mid-session IV Report July 11, 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: KOLD BOIL MX DCFC UPST YANG U RDFN

Popular stocks with increasing volume: TWTR BABA NVDA META AMC AMD MARA DWAC PLTR MSFT NIO MULN F RBLX RIOT UPST RIVN

Musk headlines

Twitter (TWTR) 30-day option implied volatility is at 67; compared to its 52-week range of 21 to 88 after Elon Musk terminates Twitter acquisition pact. Call put ratio 1 call to 1.1 puts.
Call put ratio 1 call to 2 puts.

Tesla (TSLA) 30-day option implied volatility is at 72; compared to A 52-week range of 35 to 84 after Elon Musk terminates Twitter (TWTR) acquisition pact. Call put ratio 1.1 call to 1 put.

IV into quarter

PepsiCo (PEP) July call option implied volatility is at 36, August is at 23; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on July 12. Call put ratio 1 call to 1.3 puts.

Delta (DAL) July call option implied volatility is at 85, August is at 57; compared to its 52-week range of 32 to 71 into the expected release of quarter results before the bell on July 13. Call put ratio 2.4 calls to 1 put.

Fastenal (FAST) July call option implied volatility is at 70, August is at 34; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on July 13.

Conagra (CAG) July call option implied volatility is at 56, August is at 31; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on July 14.

Options with decreasing option implied volatility: RDBX SOS KSS MU
Increasing unusual option volume: REV PHUN SRG CODX CIM
Increasing unusual call option volume: PHUN CODX PLBY
Increasing unusual put option volume: CIM SRG DB FFIE MFA BIG
Active options: TSLA AAPL AMZN TWTR BABA NVDA META AMC AMD MARA DWAC PLTR MSFT NIO MULN F RBLX RIOT UPST RIVN