Mid-session IV Report July 19, 2021

Mid-session IV Report July 19, 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: NFLX CCL RCL NCLH AAL UAL …

Popular stocks with increasing volume: CCL MRNA MU SPCE CLF PLTR GM

Large cap movers

Apple (AAPL) July weekly option implied volatility is at 33, August is at 30; compared to its 52-week range of 19 to 62 as shares sell off 2%. Call put ratio 2 calls to 1 put into expected release of quarter results on July 28.

Amazon (AMZN) July weekly option implied volatility is at 34, August is at 32; compared to its 52-week range of 21 to 57 into expected release of quarter results on July 29. Call put ratio 1.2 calls to 1 put into Bezos flight into space on July 20.

Boeing (BA) July weekly option implied volatility is at 45, August is at 40; compared to its 52-week range of 31 to 72 into expected release of quarter results on July 28. Call put ratio 1.2 calls to 1 put as shares sell off 5%.

ExxonMobil (XOM) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 53 as shares sell off 4.2%. Call put ratio 1.6 calls to 1 put as WTI crude oil sell off 4.5%

Option implied volatility for Cruise Stocks

Royal Caribbean Cruises (RCL) 30-day option implied volatility is at 55; compared to its 52-week range of 38 to 100 as shares sell off 6.4%.

Carnival Cruise Lines (CCL) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 111 as shares sell off 7.2%.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 68; compared to its 52-week range of 47 to 111 as shares sell off 6.8%.

Option IV into quarter results

IBM (IBM) July weekly calls option implied volatility is at 54, August is at 28; compared to its 52-week range of 16 to 36 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

United Airlines (UAL) July weekly calls option implied volatility is at 72, August is at 49; compared to its 52-week range of 37 to 105 into the expected release of quarter results after the bell on July 20.

Chipotle (CMG) July weekly calls option implied volatility is at 53, August is at 31; 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 2.1 puts.

Halliburton (HAL) July weekly calls option implied volatility is at 75, August is at 51; 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 1.4 calls to 1 put.

Netflix (NFLX) July weekly calls option implied volatility is at 77, August is at 37; 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 1.3 calls to 1 put.

Harley Davidson (HOG) July weekly calls option implied volatility is at 75, August is at 51; 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 1 call to 1.2 puts.

AT& T (T) July weekly calls option implied volatility is at 38, August is at 23; 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 82, August is at 54; compared to its 52-week range of 40 to 117 into the expected release of quarter results before the bell on July 22.

Southwest Airlines (LUV) July weekly calls option implied volatility is at 55, August is at 37; compared to its 52-week range of 28 to 67 into the expected release of quarter results before the bell on July 22. Call put ratio 4.5 calls to 1 put as shares sell off 2.8%.

Freeport-McMoRan (FCX) July weekly calls option implied volatility is at 75, August is at 51; 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 75, August is at 37; 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 128, August is at 61; compared to its 52-week range of 36 to 91 into the expected release of quarter results after the bell on July 22. Call put ratio 1 calls to 1.2 puts.

Increasing unusual option volume: IBN BJ VOD APT HLT JAZZ
Increasing unusual call option volume: IBN VOD APT HLT JAZZ
Increasing unusual put option volume: LEVI IGT INDA TPGY ECH AEO
Options with decreasing option implied: CAG CLOV GPRO
Active options: AAPL F TSLA NVDA BAC NIO AMC MSFT BA BABA CCL MRNA MU SPCE GE AMZN FB CLF PLTR GM