Mid-session IV Report July 19, 2024

Mid-session IV Report July 19, 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: INST CRWD MARA RIOT ALIT NYCB JOBY CRWD ONON MNDY STNE SE TPR FIVE CSCO NLY BSX DE WMT VTI NLY

Popular stocks with increasing volume: CRWD INTC AVGO PLTR SIRI COIN GME SOFI TSM BAC

Active options: NVDA TSLA AAPL CRWD AMZN META NFLX AMD INTC MSFT AVGO PLTR SIRI MARA COIN GME SOFI TSM BAC WULF

Crowdstrike (CRWD) option IV after sparking global outage

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 52; compared to its 52-week range of 29 to 71 after global outages. Call put ratio 1 call to 1.3 puts with focus on September 240 puts.

Palo Alto Networks (PANW) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 56. Call put ratio 2.4 calls to 1 put with focus on July 26 weekly 340, 360 and 370 calls as share price up 1.9%.

SentinelOne, Inc. (S) 30-day option implied volatility is at 48; compared to its 52-week range of 38 to 92. Call put ratio 3.4 calls to 1 put with focus on July calls as share price up 4.6%.

Option IV into quarter results

Verizon (VZ) July 26 weekly call option implied volatility is at 34, August is at 24; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on July 22. Call put ratio 1.7 calls to 1 put with focus on July 26 weekly 43.50 calls.

NXP Semiconductors (NXPI) July 26 weekly call option implied volatility is at 63, August is at 44; compared to its 52-week range of 25 to 42 into the expected release of quarter results after the bell on July 22.

Truist Financial Corp. (TFC) July 26 weekly call option implied volatility is at 40, August is at 30; compared to its 52-week range of 22 to 45 into the expected release of quarter results before the bell on July 22.

Nucor (NUE) July 26 weekly call option implied volatility is at 48, August is at 34; compared to its 52-week range of 23 to 36 into the expected release of quarter results after the bell on July 22.

SAP SE (SAP) August call option implied volatility is at 37, September is at 30; compared to its 52-week range of 18 to 70 into the expected release of quarter results after the bell on July 22. Call put ratio 1 call to 2 puts with focus on July 195 puts.

Options with decreasing option implied volatility: ABR NFLX UAL PGR CPRI INFY AXP
Increasing unusual option volume: ALIT PTEN EH IMPP IQ V DDD KMB CRWD MPLX SLS
Increasing unusual call option volume: IMPP ALIT MPLX KMB ISRG PPL SLS VIRT CRWD HE IGT FE
Increasing unusual put option volume: EH PTEN BTG KMB URNM CRWD SHLS LW NDAQ PSEC SIRI