Mid-session IV Report July 14, 2021

Mid-session IV Report July 14, 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: AA SONO KSU GPRO UNG COP NUAN

Popular stocks with increasing volume: AAL DAL DIS SPCE TLRY WFC

Option IV amid headlines

Apple (AAPL) July option implied volatility is at 25, August is at 26; compared to its 52-week range of 19 to 62. Call put ratio 4 call to 1 put with focus on July 150 calls as shares at record high.

AMC Entertainment (AMC) July option implied volatility is at 199, August is at 179; compared to its 52-week range of 85 to 726. Call put ratio 1 call to 1 put as shares sell off 5%.

GameStop (GME) July option implied volatility is at 85, August is at 100; compared to its 52-week range of 77 to 553. Call put ratio 1.2 calls to 1 put.

Virgin Galactic Holdings (SPCE) July option implied volatility is at 126, August is at 121; compared to its 52-week range of 75 to 230. Call put ratio 2 calls to 1 put as shares sell off 1%.

Alibaba (BABA) July and August option implied volatility is at 34, August is at 31; compared to its 52-week range of 24 to 56. Call put ratio 3.3 calls to 1 put as shares rally 2.3%.

IV into quarter results

Alcoa (AA) July call option implied volatility is at 94, August is at 55; compared to its 52-week range of 51 to 71 into the expected release of quarter results after the bell on July 15.

Bank of New York (BK) July call option implied volatility is at 55, August is at 25; compared to its 52-week range of 22 to 44 into the expected release of quarter results before the bell on July 15.

Morgan Stanley (MS) July call option implied volatility is at 45, August is at 26; compared to its 52-week range of 25 to 46 into the expected release of quarter results before the bell on July 15.

Taiwan Semiconductor (TSM) July call option implied volatility is at 55, August is at 28; compared to its 52-week range of 25 to 53 into the expected release of quarter results on July 15.

U.S. Bancorp (USB) July call option implied volatility is at 43, August is at 26; compared to its 52-week range of 23 to 48 into the expected release of quarter results before the bell on July 15.

UnitedHealth Group (UNH) July call option implied volatility is at 36, August is at 20; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on July 15.

Kansas City Southern (KSU) July call option implied volatility is at 33, August is at 31; compared to its 52-week range of 17 to 50 into the expected release of quarter results before the bell on July 16.

State Street (STT) July call option implied volatility is at 51, August is at 21; compared to its 52-week range of 23 to 51 into the expected release of quarter results before the bell on July 16.

Increasing unusual option volume: SOHU CVA RADA MUR SGH JNPR FPAC LEVI
Increasing unusual call option volume: SOHU MUR RADA CVA LEVI INFY
Increasing unusual put option volume: CAG SRAC NTR AZN GTTN MGM
Options with decreasing option implied: INO SQQQ CLDR SPCE CVM UUP BSX IPOF
Active options: AAPL TSLA AMC AAL NOK BAC BABA MU DAL MSFT DIS F QCOM NIO AMD SPCE TLRY WFC C AMZN