Mid-session IV Report July 13, 2020

Mid-session IV Report July 13, 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: EVRI JMIA SPCE TSLA LVGO FSLY BHC DISH AMZN

Popular stocks with increasing unusual volume: ROKU SPCE T AAL TSLA

Citigroup (C) July call option implied volatility is at 85, August is at 53; compared to its 52-week range of 18 to 146 into the expected release of quarter results before the bell on July 14. Call put ratio 2.5 calls to 1 put.

Delta Air Lines (DAL) July call option implied volatility is at 126, August is at 85; compared to its 52-week range of 20 to 265 into the expected release of quarter results before the bell on July 14.

Fastenal (FAST) July call option implied volatility is at 74, August is at 34; compared to its 52-week range of 21 to 81 into the expected release of quarter results after the bell on July 14.

JPMorgan (JPM) July call option implied volatility is at 76, August is at 46; compared to its 52-week range of 15 to 119 into the expected release of quarter results before the bell on July 14. Call put ratio 5.5 calls to 1 put.

Wells Fargo (WFC) July call option implied volatility is at 99, August is at 57; compared to its 52-week range of 15 to 138 into the expected release of quarter results before the bell on July 14.

Option implied volatility for stocks with investments in electric vehicles

Tesla (TSLA) July call option implied volatility is at 127, August is at 120; compared to its 52-week range of 33 to 154 into the expected release of quarter results on July 22. Tesla to hold annual shareholder meet and ‘Battery Day’ on Sept. 22. Call put ratio 1.5 calls to 1 put.

NIO Inc. (NIO) July weekly call option implied volatility is at 204, August is at 199; compared to its 52-week range of 76 to 221 as shares rally 4%. Call put ratio 2.9 calls to 1 put.

Workhorse Group (WKHS) July call option implied volatility is at 240, August is at 181; compared to its 52-week range of 102 to 286 as shares rally 11%. Call put ratio 3.5 calls to 1 put.

Nikola (NKLA) July call option implied volatility is at 187, August is at 146; compared to its 52-week range of 67 to 305 as shares rally 3%. Call put ratio 1.6 calls to 1 put.

General Motors (GM) July call option implied volatility is at 58, August is at 55; compared to its 52-week range of 31 to 187 into the expected release of quarter results on July 29.

Ford (F) July call option implied volatility is at 60, August is at 64; compared to its 52-week range of 20 to 195.

Fiat Chrysler Automobiles (FCAU) July call option implied volatility is at 55, August is at 46; compared to its 52-week range of 25 to 185 into expected release of quarter results on July 31.

Honda (HMC) July call option implied volatility is at 51, August is at 37; compared to its 52-week range of 15 to 92.

Polaris Industries (PII) 30-day option implied volatility is at 58; compared to its 52-week range of 31 to 118.

Harley-Davidson (HOG) 30-day option implied volatility is at 69; compared to its 52-week range of 25 to 143. Call put ratio 4.6 calls to 1 put with focus on July 29 calls.

Amazon (AMZN) July call option implied volatility is at 60, August is at 53; compared to its 52-week range of 16 to 68.

Sony (SNE) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 71 as shares near 18-year high.

Tortoise Acquisition (SHLL) 30-day option implied volatility is at 158; compared to its 52-week range of 160 to 190 after sharp one-month rally.

Ferrari (RACE) July call option implied volatility is at 28, August is at 31; compared to its 52-week range of 19 to 96.

Shyft Group (SHYF) 30-day option implied volatility is at 98; compared to its 52-week range of 37 to 151. Call put ratio 24 calls to 1 put with focus on July 20 calls.

Electrameccanica Vehicles (SOLO) 30-day option implied volatility is at 231; compared to its 52-week range of 44 to 400. Call put ratio 3.5 calls to 1 put as shares rally 9%.

Increasing unusual option volume: QURE WKHS SOLO PRPL CHL
Increasing unusual call option volume: CHL WKHS SOLO PRPL
Increasing unusual put option volume: AER BFYT ALT RUN
Options with decreasing option implied volatility: BYFT
Active options: AAPL TSLA AMD NIO JPM PFE MSFT BAC FB ROKU WMT SNAP NFLX AMZN BABA SPCE T DIS WFC