Mid-session IV Report July 15, 2024

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: QS ABR HLF HE BILL SE BHC ONON MNDY CSCO WMT DJT HUMA RCUS BILL SWBI WULF ASTS SMR SE COHR RUM ONON AES NYCB AMDY TKO CRI AXON NU JWN HD CNP TWO TLT

Popular stocks with increasing volume: COIN PLTR AVGO HOOD RIVN GME SMCI INTC F

Active options: TSLA NVDA AAPL AMD DJT SOFI MARA AMZN COIN PLTR AVGO HOOD RIVN META GME SMCI INTC F LCID NIO

Option IV into quarter results

UnitedHealth Group (UNH) July call option implied volatility is at 56, August is at 27; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on July 16. Call put ratio 2.1 calls to 1 put with focus on July calls.

Bank of America (BAC) July call option implied volatility is at 45, August is at 25; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on July 16.

Morgan Stanley (MS) July call option implied volatility is at 42, August is at 24; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on July 16. Call put ratio 1 call to 1.9 puts with focus on July 103 puts.

Charles Schwab (SCHW) July call option implied volatility is at 59, August is at 29; compared to its 52-week range of 21 to 45 into the expected release of quarter results before the bell on July 16.

PNC Financial Services (PNC) July call option implied volatility is at 51, August is at 24; compared to its 52-week range of 18 to 34 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 24; compared to its 52-week range of 17 to 67 into the expected release of quarter results before the bell on July 16.

Netflix (NFLX) July call option implied volatility is at 100, August is at 45; compared to its 52-week range of 24 to 52 into the expected release of quarter results after the bell on July 18. Call put ratio 1.4 calls to 1 put.
      
Options with decreasing option implied volatility: DAL CPRI CAG WBA WFC BLK PEP
Increasing unusual option volume: JEF IMPP SWBI POWW ZBH CNP AVTR NANOS ZETA CMG
Increasing unusual call option volume: SWBI IMPP CMG ZETA NANOS GEO ACHR RUM SMR HUMA
Increasing unusual put option volume: FGEN AVTR AES APLD HUMA HCP KMX ZION CBOE