Mid-session IV Report July 12, 2024

Mid-session IV Report July 12, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as lyft

Options with increasing option implied volatility: UPST GRPN SOUN AAOI HE QS U LYFT PLTR ELF TOST FTNT TRIP TTD MTCH TWLO AKAM SONY

Popular stocks with increasing volume: C RIVN JPM WFC SQ INTC AAL SOFI F BAC PLTR

Active options: TSLA NVDA AAPL META AMD LCID C RIVN JPM BABA AMZN WFC MSFT SQ INTC AAL SOFI F BAC PLTR

Option IV into quarter results

Goldman Sachs (GS) July call option implied volatility is at 36, August is at 24; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on July 15. Call put ratio 1 calls to 1 put.

BlackRock (BLK) July call option implied volatility is at 32, August is at 22; compared to its 52-week range of 16 to 29 into the expected release of quarter results before the bell on July 15. Call put ratio 2.2 calls to 1 put.

Movement

Snowflake (SNOW) 30-day option implied volatility is at 42; compared to its 52-week range of 33 to 67 as share price down 2.4%. Call put ratio 1.3 calls to 1 put with focus on July 126 and 130 puts after AT&T (T) implicates cloud platform in records leak.

AT&T (T) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 38 after records leak announcement. Call put ratio 1 call to 1.4 puts as share price down 1%.

Walt Disney (DIS) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 38. Call put ratio 2 calls to put with focus on July 12 weekly 95 and 96 puts.

Deckers Brands (DECK) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 55 after announces board approval of six-for-one forward stock split. Call put ratio 1.9 calls to 1 put as share price up 1.2%.

Options with decreasing option implied volatility: NYCB PARA DAL CAG
Increasing unusual option volume: ERIC BMBL VRNA WSM CENX ITB QS ACHR QURE APPS EWH LCID
Increasing unusual call option volume: CENX ITB STT BK ACHR QS ERIC KBH LCID APPS QURE CMG ACLS EVGO
Increasing unusual put option volume: WSM BMBL SIRI QS SPGI LSXMK OLLI DXCM BK TUP VSAT