Mid-session IV Report July 16, 2024

Mid-session IV Report July 16, 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: RUM GME QS ABR BILL SE EQX ONON MNDY TPR CSCO WMT PAYS IAS

Popular stocks with increasing volume: SHOP AVGO U SOFI AMC SIRI PYPL

Active options: NVDA TSLA AMZN AAPL BAC AMD SHOP GME MARA PLTR META NKLA AVGO U DJT SOFI AMC MSFT SIRI PYPL

Option IV into quarter results

ASML Holdings (ASML) July call option implied volatility is at 88, August is at 43; compared to its 52-week range of 23 to 44 into the expected release of quarter results before the bell on July 17.

Johnson & Johnson (JNJ) July call option implied volatility is at 37, August is at 17; compared to its 52-week range of 12 to 21 into the expected release of quarter results before the bell on July 17. Call put ratio 5.5 calls to 1 put with focus on July and August 155 calls.

Prologics (PLD) July call option implied volatility is at 60, August is at 27; compared to its 52-week range of 19 to 67 into the expected release of quarter results before the bell on July 17. Call put ratio 1 call to 6.3 puts with focus on July and August 120 puts.

Las Vegas Sands (LVS) July call option implied volatility is at 35, August is at 34; compared to its 52-week range of 24 to 41 into the expected release of quarter results on July 17.

U.S. Bancorp (USB) July call option implied volatility is at 53, August is at 27; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on July 17.

Kinder Morgan (KMI) July call option implied volatility is at 30, August is at 17; compared to its 52-week range of 12 to 25 into the expected release of quarter results before the bell on July 17.

United Airlines (UAL) July call option implied volatility is at 109, August is at 48; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on July 17. Call put ratio 2.1 calls to 1 put.

Ally Financial (ALLY) July call option implied volatility is at 75, August is at 34; compared to its 52-week range of 23 to 50 into the expected release of quarter results before the bell on July 17.

Alcoa (AA) July call option implied volatility is at 70, August is at 52; compared to its 52-week range of 40 to 59 into the expected release of quarter results after the bell on July 17. Call put ratio 5.7 calls to 1 put as share price down 3.4%.

Crown Castle (CCI) July call option implied volatility is at 59, August is at 28; compared to its 52-week range of 20 to 75 into the expected release of quarter results after the bell on July 17. Call put ratio 2.5 calls to 1 put.

Bank of Ozark (OZK) July call option implied volatility is at 68, August is at 33; compared to its 52-week range 24 to 47 of into the expected release of quarter results after the bell on July 17. Call put ratio 1 call to 2.5 puts with focus on July 41 and 43 puts.

SL Green Realty (SLG) July call option implied volatility is at 78, August is at 49; compared to its 52-week range of 39 to 102 into the expected release of quarter results after the bell on July 17.

Northern Trust (NTRS) July call option implied volatility is at 62, August is at 28; compared to its 52-week range of 17 to 215 into the expected release of quarter results before the bell on July 17.

Steel Dynamics (STLD) July call option implied volatility is at 58, August is at 33; compared to its 52-week range of 27 to 79 into the expected release of quarter results after the bell on July 17.

Netflix (NFLX) July call option implied volatility is at 113, August is at 46; 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 call to 1.4 puts.

Match Group (MTCH) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 55 after Starboard Value sends letter to CEO/board on opportunity. Call put ratio 4.2 calls to 1 put with a focus on August 2 weekly 35.50 calls.

Options with decreasing option implied volatility: XP CPRI DAL UAA UNH EMB PGR CAG SCHW PNC WFC BLK MS PEP
Increasing unusual option volume: RSI LXRX OPEN CNP
Increasing unusual call option volume: RSI AEHR ACHR IGT
Increasing unusual put option volume: BAX NKLA HBAN STNE AZN RUM OPEN