Mid-session IV Report July 20, 2021

Mid-session IV Report July 20, 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: MRNA PCG FL TGT CLDR LOW CSCO HOME HSY

Popular stocks with increasing volume: MRNA PTON IBM SPCE CCL PLTR BA GE

Stocks with active options

Moderna (MRNA) July weekly option implied volatility is at 105, August is at 79; compared to its 52-week range of 51 to 131 as shares rally 8.3%. Call put ratio 1.9 calls to 1 put into expected release of quarter results on August 5.

Apple (AAPL) July weekly option implied volatility is at 31, August is at 29; compared to its 52-week range of 19 to 62 as shares rally 1.5%. Call put ratio 2.5 calls to 1 put into expected release of quarter results on July 28.

Amazon (AMZN) July weekly option implied volatility is at 31, August is at 31; 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 with focus on July weekly 3500 puts.

Boeing (BA) July weekly option implied volatility is at 37, August is at 36; compared to its 52-week range of 31 to 72 into expected release of quarter results on July 28. Call put ratio 3.2 calls to 1 put as shares rally 2%.

Option IV into quarter results

United Airlines (UAL) July weekly calls option implied volatility is at 72, August is at 46; compared to its 52-week range of 37 to 105 into the expected release of quarter results today after the bell.

Chipotle (CMG) July weekly calls option implied volatility is at 51, August is at 30; compared to its 52-week range of 23 to 50 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Netflix (NFLX) July weekly calls option implied volatility is at 79, August is at 37; compared to its 52-week range of 23 to 66 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Harley Davidson (HOG) July weekly calls option implied volatility is at 100, 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 1.8 calls to 1 put.

Coca-Cola (KO) July weekly calls option implied volatility is at 32, August is at 18; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on July 21.

CSX (CSX) July weekly calls option implied volatility is at 39, August is at 26; compared to its 52-week range of 20 to 37 into the expected release of quarter results after the bell on July 21. Call put ratio 4.3 calls to 1 put.

Las Vegas Sands (LVS) July weekly calls option implied volatility is at 68, August is at 43; compared to its 52-week range of 34 to 63 into the expected release of quarter results after the bell on July 21.

SAP (SAP) July calls option implied volatility is at 29, August is at 25; compared to its 52-week range of 21 to 44 into the expected release of quarter results before the bell on July 21.

Seagate (STX) July weekly calls option implied volatility is at 77, August is at 39; compared to its 52-week range of 27 to 64 into the expected release of quarter results before the bell on July 21.

Skechers (SKX) July weekly calls option implied volatility is at 112, August is at 45; compared to its 52-week range of 30 to 76 into the expected release of quarter results after the bell on July 21. Call put ratio 1 call to 1.3 puts.

Texas Instruments (TXN) July weekly calls option implied volatility is at 45, August is at 28; compared to its 52-week range of 20 to 42 into the expected release of quarter results after the bell on July 21.

Whirlpool (WHR) July weekly calls option implied volatility is at 67, August is at 34; compared to its 52-week range of 25 to 53 into the expected release of quarter results after the bell on July 21.

Increasing unusual option volume: TXRH ING ELAN SPRT AOUT ARDX SPTN SHCR KDMN
Increasing unusual call option volume: TXRH SPRT ITUB HCA ARDX SHCR HUM KDMN
Increasing unusual put option volume: XM CANO NTNX MLCO XM WYNN ARDX PPG AVPT
Options with decreasing option implied: CLVS IPOF IPOD IBM NUAN IBM
Active options: AAPL AMC PFE TSLA NVDA MRNA PTON IBM AMZN F NIO SPCE AMD CCL MSFT PLTR BA FB GE