Mid-session IV Report July 21, 2021

Mid-session IV Report July 21, 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: TWTR SKX INTC IPOF FL TGT CSCO LOW TJX HSY T

Popular stocks with increasing volume: AAL VZ SPCE PLTR MRNA

Option IV into quarter results

Las Vegas Sands (LVS) July weekly calls option implied volatility is at 77, August is at 42; compared to its 52-week range of 34 to 63 into the expected release of quarter results today after the bell.

Skechers (SKX) July weekly calls option implied volatility is at 133, August is at 51; compared to its 52-week range of 30 to 76 into the expected release of quarter results today after the bell. Call put ratio 7 calls to 1 put.

Texas Instruments (TXN) July weekly calls option implied volatility is at 51, August is at 25; compared to its 52-week range of 20 to 42 into the expected release of quarter results today after the bell.

Whirlpool (WHR) July weekly calls option implied volatility is at 78, August is at 34; compared to its 52-week range of 25 to 53 into the expected release of quarter results today after the bell.

AT& T (T) July weekly calls option implied volatility is at 42, August is at 21; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on July 22. Call put ratio 2.5 calls to 1 put.

American Airlines (AAL) July weekly calls option implied volatility is at 74, August is at 44; compared to its 52-week range of 40 to 117 into the expected release of quarter results before the bell on July 22. Call put ratio 1.9 calls to 1 put as shares rally 2%.

Southwest Airlines (LUV) July weekly calls option implied volatility is at 59, 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 1.9 calls to 1 put as shares rally 3%.

Freeport-McMoRan (FCX) July weekly calls option implied volatility is at 70, August is at 45; 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 92, August is at 34; 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 151, 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 call to 1 put.

Abbott Laboratories (ABT) July weekly calls option implied volatility is at 39, August is at 22; compared to its 52-week range of 18 to 44 into the expected release of quarter results before the bell on July 22. Call put ratio 2.8 calls to 1 put.

Alaska Airlines (ALK) August calls option implied volatility is at 39, September is at 36; compared to its 52-week range of 34 to 72 into the expected release of quarter results before the bell on July 22. Call put ratio 8 calls to 1 put with focus on August 55 and 60 calls.

Biogen (BIIB) July weekly calls option implied volatility is at 72, August is at 41; compared to its 52-week range of 28 to 120 into the expected release of quarter results before the bell on July 22.

Blackstone (BX) July weekly calls option implied volatility is at 44, August is at 24; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on July 22.

Boston Beer (SAM) August calls option implied volatility is at 48, September is at 43; compared to its 52-week range of 33 to 65 into the expected release of quarter results after the bell on July 22.

Capital One (COF) July weekly calls option implied volatility is at 61, August is at 33; compared to its 52-week range of 27 to 65 into the expected release of quarter results after the bell on July 22.

Cleveland Cliffs (CLF) July weekly calls option implied volatility is at 127, August is at 73; compared to its 52-week range of 55 to 113 into the expected release of quarter results before the bell on July 22.

Crocs (CROX) August calls option implied volatility is at 57, September is at 50; compared to its 52-week range of 40 to 78 into the expected release of quarter results before the bell on July 22.

Domino’s Pizza (DPZ) July weekly calls option implied volatility is at 71, August is at 29; compared to its 52-week range of 20 to 49 into the expected release of quarter results on July 22.

Nucor (NUE) July weekly calls option implied volatility is at 51, August is at 37; compared to its 52-week range of 30 to 45 into the expected release of quarter results before the bell on July 22.

Union Pacific (UNP) July weekly calls option implied volatility is at 47, August is at 23; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on July 22. Call put ratio 1 call to 1.1 puts.

Moderna (MRNA) July weekly option implied volatility is at 87, August is at 68; compared to its 52-week range of 51 to 131 as shares rally 8.3%. Call put ratio 1 call to 1.3 puts into expected release of quarter results on August 5.

Increasing unusual option volume: CMG CX XRX AN IPG OWL PETS EQIX HCA ARDX APRE URA SAP
Increasing unusual call option volume: OWL HCA MCRB APRE
Increasing unusual put option volume: PETS ABEV ARDX AER XRT AN
Options with decreasing option implied: VXRT IQ AHT CLVS GOEV ETWO HOG IBM PM
Active options: AMC AAPL TSLA NVDA NFLX NIO CCL F BA AMD MRNA AAL RIOT SQ KO BAC SPCE PLTR WISH VZ