Mid-session IV Report July 15, 2020

Mid-session IV Report July 15, 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 SPCE DISH TSLA CRON ZNGA NVDA BE CRON DISH MJ

Popular stocks with increasing unusual volume: CCL AZN NCLH NIO AAL WMT

Option implied volatility for stocks into quarter results and outlook

Alcoa (AA) July call option implied volatility is at 110, August is at 73; compared to its 52-week range of 34 to 182 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

Abbott Laboratories (ABT) July call option implied volatility is at 53, August is at 31; compared to its 52-week range of 16 to 70 into the expected release of quarter results before the bell on July 16. Call put ratio 2.6 calls to 1 put with focus on August 100 calls.

Bank of America (BAC) July call option implied volatility is at 73, August is at 45; compared to its 52-week range of 17 to 124 into the expected release of quarter results on July 16. Call put ratio 2.3 calls to 1 put with focus on July 25.50 calls.

Danaher (DHR) July call option implied volatility is at 29, August is at 30; compared to its 52-week range of 17 to 123 into the expected release of quarter results on July 16. Call put ratio 4.2 calls to 1 put.

Dominos Pizza (DPZ) July call option implied volatility is at 119, August is at 46; compared to its 52-week range of 22 to 86 into the expected release of quarter results on July 16. Call put ratio 2.4 calls to 1 put.

Honeywell (HON) July call option implied volatility is at 36, August is at 33; compared to its 52-week range into the expected release of quarter results before the bell on July 16. Call put ratio 4.5 calls to 1 put with focus on July 155 calls.

Johnson & Johnson (JNJ) July call option implied volatility is at 40, August is at 24; compared to its 52-week of 14 to 104 range into the expected release of quarter results before the bell on July 16. Call put ratio 6.5 calls to 1 put with focus on July 150 and 152.50 calls.

Morgan Stanley (MS) July call option implied volatility is at 73, August is at 43; compared to its 52-week range of 46 to 120 into the expected release of quarter results before the bell on July 16. Call put ratio 4.8 calls to 1 put with focus on July 50 and 51 calls.

Netflix (NFLX) July call option implied volatility is at 160, August is at 64; compared to its 52-week range of 27 to 99 into the expected release of quarter results after the bell on July 15. Call put ratio 2.8 calls to 1 put.

PPG Industries (PPG) July call option implied volatility is at 61, August is at 35; compared to its 52-week range of 16 to 111 into the expected release of quarter results after the bell on July 15. Call put ratio 3.4 calls to 1 put.

Schwab (SCHW) July call option implied volatility is at 72, August is at 45; compared to its 52-week range of 22 to 124 into the expected release of quarter results before the bell on July 16.

Taiwan Semiconductor (TSM) July call option implied volatility is at 62, August is at 39; compared to its 52-week range of 20 to 75 into the expected release of quarter results on July 15. Call put ratio 8.9 calls to 1 put with focus on August 70 and 75 calls.

Moderna (MRNA) July call option implied volatility is at 158, August is at 105; compared to its 52-week range of 51 to 172 after disclosing ph.1 COVID-19 vaccine data in NEJM. Call put ratio 2.6 calls to 1 put with focus on July 85 calls.

Skechers (SKX) July call option implied volatility is at 60, August is at 64; compared to its 52-week range of 26 to 124 as shares rally 5%

Increasing unusual option volume: STM LRN WKHS TRVN INFY SOLO
Increasing unusual call option volume: STM LRN TRVN INFY FEZ SOLO WKHS
Increasing unusual put option volume: ERIC SMAR ALT TME BE HBI
Options with decreasing option implied volatility: BFYT FSCT NIO ALT BBBY
Active options: AAPL GE BA F MSFT TSLA AAL MRNA BAC WMT FB JPM NIO AMD CCL WFC AMZN AZN GS NCLH