Mid-session IV Report July 16, 2021

Mid-session IV Report July 16, 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: INO GSAH MRNA CLDR BAX HOME NEGG RIDE MRNA BAX MDT

Popular stocks with increasing volume: SPCE SNAP MRNA CCL F

Option IV into quarter results

IBM (IBM) July weekly calls option implied volatility is at 38, August is at 25; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on July 19. Call put ratio 1.5 calls to 1 put.

Chipotle (CMG) July weekly calls option implied volatility is at 39, August is at 28; compared to its 52-week range of 23 to 50 into the expected release of quarter results after the bell on July 20. Call put ratio 1 call to 1.6 puts.

Halliburton (HAL) July weekly calls option implied volatility is at 52, August is at 45; compared to its 52-week range of 37 to 76 into the expected release of quarter results before the bell on July 20. Call put ratio 2.3 calls to 1 put.

Netflix (NFLX) July weekly calls option implied volatility is at 59, August is at 34; compared to its 52-week range of 23 to 66 into the expected release of quarter results after the bell on July 20. Call put ratio 1.5 calls to 1 put.

United Airlines (UAL) July weekly calls option implied volatility is at 46, August is at 41; compared to its 52-week range of 37 to 105 into the expected release of quarter results after the bell on July 20.

Harley Davidson (HOG) July weekly calls option implied volatility is at 75, August is at 46; compared to its 52-week range of 37 to 87 into the expected release of quarter results before the bell on July 21. Call put ratio 5.6 calls to 1 put.

AT& T (T) July weekly calls option implied volatility is at 25, August is at 19; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on July 22.

American Airlines (AAL) July weekly calls option implied volatility is at 51, August is at 44; compared to its 52-week range of 40 to 117 into the expected release of quarter results before the bell on July 22.

Freeport-McMoRan (FCX) July weekly calls option implied volatility is at 55, August is at 45; compared to its 52-week range of 44 to 64 into the expected release of quarter results before the bell on July 22.

Intel (INTC) July weekly calls option implied volatility is at 54, August is at 33; compared to its 52-week range of 23 to 46 into the expected release of quarter results after the bell on July 22.

Twitter (TWTR) July weekly calls option implied volatility is at 96, August is at 55; compared to its 52-week range of 36 to 91 into the expected release of quarter results after the bell on July 22.

Southwest Airlines (LUV) July weekly calls option implied volatility is at 37, August is at 30; compared to its 52-week range of 28 to 67 into the expected release of quarter results before the bell on July 22.

Apple (AAPL) July weekly option implied volatility is at 23, August is at 27; compared to its 52-week range of 19 to 62. Call put ratio 2.3 calls to 1 put into expected release of quarter results on July 28.

Amazon (AMZN) July weekly option implied volatility is at 26, August is at 29; compared to its 52-week range of 21 to 57 into expected release of quarter results on July 29.

Increasing unusual option volume: SPTN FGEN IGT YVR ENDP SGBX KKR SCHW
Increasing unusual call option volume: YVR IWN FGEN LIZI KKR MRNA
Increasing unusual put option volume: IGT ENDP FGEN KKR SCHW AEO CANO
Options with decreasing option implied: SPCE DNUT DIDI IPOD NUAN
Active options: AAPL AMC TSLA MSFT MRNA NIO FUBO NVDA SPCE AMD AMZN SNAP BAC BA SQ DIS CCL BABA F FB