Mid-session IV Report July 12, 2022

Mid-session IV Report July 12, 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: DAL JPM CAG WFC C MS NOW SNOW CRM MX IPOF PSTH VTRS HASI TXMD TH

Popular stocks with increasing volume: AAL DAL F NIO RBLX AFRM PEP

HAL & SLB option at high end of range into CPI #

Halliburton (HAL) 30-day option implied volatility is at 62; compared to its 52-week range of 38 to 63 as shares sell off 2.6%.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 61 as shares sell off 1%.

IV into quarter results

Delta (DAL) July call option implied volatility is at 93, August is at 79; 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 3.6 calls to 1 put as shares rally 6%.

Conagra (CAG) July call option implied volatility is at 60, 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.

JPMorgan Chase (JPM) July call option implied volatility is at 53, August is at 34; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on July 14. Call put ratio 2.1 calls to 1 put.

Morgan Stanley (MS) July call option implied volatility is at 62, August is at 38; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on July 14. Call put ratio 2.2 calls to 1 put.

Schwab (SCHW) July call option implied volatility is at 48, August is at 43; compared to its 52-week range of 26 to 49 into the expected release of quarter results before the bell on July 14.

Taiwan Semiconductor (TSM) July call option implied volatility is at 68, August is at 41; compared to its 52-week range of 22 to 49 into the expected release of quarter results before the bell on July 14.

Movers

Twitter (TWTR) July option implied volatility is at 77, August is at 67; compared to 52-week range of 32 to 90 as shares rally 2.8%. Call put ratio 1 call to 1.4 puts.

ServiceNow (NOW) July option implied volatility is at 77, August is at 61; compared to its 52-week range of 25 to 67. Call put ratio 1 call to 2 puts as shares sell off 9%.

Invitation Homes Inc. (INVH) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 84 as shares sell off 3%. Call put ratio 1 call to 10 puts with focus on July and August 35 puts.

Options with decreasing option implied volatility: FFIE SOS RDBX PEP
Increasing unusual option volume: GOEV MFA CLVS REV CSX PSTH
Increasing unusual call option volume: GOEV SHLS CLVS CSX MFC EBIX CANO
Increasing unusual put option volume: GOEV MFA PSTH CSX TTM RL FAST
Active options: AAPL TSLA AMZN TWTR AMC AMD NVDA GOEV BABA MSFT AAL META CLVS DAL F NIO RBLX AFRM BAC PEP