Mid-session IV Report July 18, 2024

Mid-session IV Report July 18, 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: NYCB ABR BILL ONON SE MNDY FIVE STNE TPR CSCO WMT AGEN ACAD GTX

Popular stocks with increasing volume: TSM INTC SOFI GME AVGO PFE UAL MU F

Active options: NVDA TSLA AAPL AMD PLTR AMZN META TSM INTC SOFI MSFT GME AVGO PFE MARA SIRI UAL MU F PTEN

Option IV into quarter results

Netflix (NFLX) July call option implied volatility is at 180, August is at 47; compared to its 52-week range of 24 to 52 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Intuitive Surgical (ISRG) July call option implied volatility is at 116, August is at 34; compared to its 52-week range of 21 to 47 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts with focus on July 400 and 420 puts.

American Express (AXP) July call option implied volatility is at 100, August is at 29; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on July 19.

Schlumberger (SLB) July call option implied volatility is at 68, August is at 29; compared to its 52-week range of 21 to 40 into the expected release of quarter results before the bell on July 19.

The Travelers Company (TRV) July call option implied volatility is at 82, August is at 25; compared to its 52-week range of 13 to 60 into the expected release of quarter results before the bell on July 19.

Halliburton (HAL) July call option implied volatility is at 68, August is at 29; compared to its 52-week range of 24 to 41 into the expected release of quarter results before the bell on July 19.

Fifth Third Bancorp (FITB) July call option implied volatility is at 88, August is at 29; compared to its 52-week range of 21 to 62 into the expected release of quarter results before the bell on July 19.

Huntington Bancshares (HBAN) July call option implied volatility is at 100, August is at 31; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on July 19. Call put ratio 4.4 calls to 1 put with focus on with focus on January 17 and 20 calls.

Regions Financial (RF) July call option implied volatility is at 100, August is at 31; compared to its 52-week range of into the expected release of quarter results before the bell on July 19. Call put ratio 1 call to 6 puts with focus on July 20 and 21 put spread.

Comerica (CMA) July call option implied volatility is at 58, August is at 35; compared to its 52-week range of 25 to 59 into the expected release of quarter results before the bell on July 19. Call put ratio 1 call to 3 puts with focus on July and August 52.50 puts.

KRE and RUT movement

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 30; compared to its 52-week range of 22 to 38. Call put ratio 1.6 calls to 1 put with focus on July 26 weekly 57 calls and September 44 puts as share price up 0.95%.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 24. Call put ratio 1.1 calls to 1 put with focus on July 2250 calls and September 2250 puts amid recent rally.

Options with decreasing option implied volatility: UAL PGR SPR UNH INFY USB PNC
Increasing unusual option volume: PTEN CX AUR ALIT EWH JEF
Increasing unusual call option volume: VIRT AUR AGEN ITB APTV KOPN LPSN
Increasing unusual put option volume: PTEN FIVE SHLS DPZ CMG NVS SIRI LYB