Mid-session IV Report July 13, 2021

Mid-session IV Report July 13, 2021

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: TEVA VTRS SNPR YETI CLDR IPOD KSU SOGO PSAC ATOS TLRY

Popular stocks with increasing volume: GS JPM PEP PLTR

Option IV amid headlines

Boeing (BA) July option implied volatility is at 33, August is at 33; compared to its 52-week range of 30 to 83. Call put ratio 1.8 calls to 1 put with focus on July 235 calls.

Virgin Galactic Holdings (SPCE) July option implied volatility is at 135, August is at 123; compared to its 52-week range of 75 to 230. Call put ratio 1.7 calls to 1 put as shares sell off 1%.

Alibaba (BABA) July and August option implied volatility is at 31; compared to its 52-week range of 24 to 56. Call put ratio 3.5 calls to 1 put as shares rally 2.9%.

IV into quarter results

Bank of America (BAC) July call option implied volatility is at 41, August is at 26; compared to its 52-week range of 24 to 51 into the expected release of quarter results before the bell on July 14. Call put ratio 1 call to 1.2 puts.

Blackrock (BLK) July call option implied volatility is at 36, August is at 22; compared to its 52-week range of 19 to 31 into the expected release of quarter results before the bell on July 14.

Citigroup (C) July call option implied volatility is at 41, August is at 27; compared to its 52-week range of 23 to 56 into the expected release of quarter results before the bell on July 14. Call put ratio 1.9 calls to 1 put.

Delta (DAL) July call option implied volatility is at 52, August is at 36; compared to its 52-week range of 32 to 94 into the expected release of quarter results before the bell on July 14. Call put ratio 4 calls to 1 put.

Schwab (SCHW) July call option implied volatility is at 42, August is at 30; compared to its 52-week range of 27 to 51 into the expected release of quarter results before the bell on July 14 Call put ratio 18 calls to 1 put with focus on July 75 calls.

PNC Financial (PNC) July call option implied volatility is at 36, August is at 24; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on July 14. Call put ratio 3.3 calls to 1 put.

Well Fargo (WFC) July call option implied volatility is at 54, August is at 32; compared to its 52-week range of 26 to 61 into the expected release of quarter results before the bell on July 14.

As U.S. braces for core consumer price inflation as high as 4% for the month of June, China had core CPI of 1%

Increasing unusual option volume: SOHU HST ELAN IPOD BBL UNIT
Increasing unusual call option volume: HST SOHU UNIT PEP WPC STAR IPOD
Increasing unusual put option volume: ELMS TWO EWT PSAC CAG OGI IFF CDE FAST
Options with decreasing option implied: INO CVM SPCE VXRT LEVI XLB
Active options: TSLA AAPL NOK AMC SPCE DIS TLRY SNDL BA F BABA NIO BAC CLOV MSFT GS JPM PEP NVDA PLTR