Mid-session IV Report July 22, 2020

Mid-session IV Report July 22, 2020

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: FE TSLA CMG AAL LUV MAT SKX TWTR MSFT GLD
Popular stocks with increasing unusual volume: UAL SPCE HTZ WMT PFE WKHS

Option implied volatility into quarter results and capital outlook

Tesla (TSLA) July weekly call option implied volatility is at 217, August is at 104; compared to its 52-week range of 33 to 154 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Microsoft (MSFT) July weekly call option implied volatility is at 77, August is at 36; compared to its 52-week range of 15 to 90 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put with focus on July weekly 215 calls.

Chipotle (CMG) July weekly call option implied volatility is at 105, August is at 44; compared to its 52-week range of 20 to 125 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Alaska Air Group (ALK) August call option implied volatility is at 70, September is at 67; compared to its 52-week range of 21 to 233 into the expected release of quarter results before the bell on July 23.

AT&T (T) July weekly call option implied volatility is at 54, August is at 29; compared to its 52-week range of 15 to 80 into the expected release of quarter results before the bell on July 23.

AutoNation (AN) August call option implied volatility is at 53, September is at 50; compared to its 52-week range of 23 to 118 into the expected release of quarter results before the bell on July 23. Call put ratio 4.6 calls to 1 put.

Bank of OZK (OZK) August call option implied volatility is at 54, September is at 51; compared to its 52-week range of 24 to 142 into the expected release of quarter results after the bell on July 23.

Blackstone (BX) July weekly call option implied volatility is at 52, August is at 35; compared to its 52-week range of 19 to 116 into the expected release of quarter results before the bell on July 23.

Boston Beer (SAM) August call option implied volatility is at 48, September is at 45; compared to its 52-week range of 28 to 110 into the expected release of quarter results on July 23.

Expedia (EXPE) July weekly call option implied volatility is at 66, August is at 65; compared to its 52-week range of 21 to 252 into the expected release of quarter results after the bell on July 23.

Hershey (HSY) July weekly call option implied volatility is at 48, August is at 29; compared to its 52-week range of 16 to 87 into the expected release of quarter results on July 23.

Intel (INTC) July weekly call option implied volatility is at 74, August is at 35; compared to its 52-week range of 20 to 99 into the expected release of quarter results after the bell on July 23. Call put ratio 3.3 calls to 1 put with focus on July 61.50 and 62 calls.

Kimber-Clark (KMB) July weekly call option implied volatility is at 40, August is at 21; compared to its 52-week range of 16 to 90 into the expected release of quarter results before the bell on July 23.

Live Nation (LYV) August call option implied volatility is at 64, September is at 60; compared to its 52-week range of 21 to 198 into the expected release of quarter results on July 23.

Mattel (MAT) July weekly call option implied volatility is at 142 August is at 55; compared to its 52-week range of 36 to 133 into the expected release of quarter results after the bell on July 23.

Nucor (NUE) July weekly call option implied volatility is at 50, August is at 37; compared to its 52-week range of 21 to 110 into the expected release of quarter results before the bell on July 23. Call put ratio 4.4 calls to 1 put.

PulteGroup (PHM) July weekly call option implied volatility is at 72, August is at 46; compared to its 52-week range of 22 to 142 into the expected release of quarter results on July 23.

Royal Caribbean (RCL) July weekly call option implied volatility is at 86, August is at 95; compared to its 52-week range of 20 to 270 into the expected release of quarter results before the bell on July 23.

Southwest Airlines (LUV) July weekly call option implied volatility is at 82, August is at 60; compared to its 52-week range of 18 to 204 into the expected release of quarter results on July 23.

Skechers (SKX) July weekly call option implied volatility is at 160, August is at 71; compared to its 52-week range of 26 to 124 into the expected release of quarter results after the bell on July 23.

Taubman Centers (TCO) August call option implied volatility is at 44, September is at 38; compared to its 52-week range of 13 to 120 into the expected release of quarter results on July 23.

Twitter (TWTR) July weekly call option implied volatility is at 150, August is at 62; compared to its 52-week range of 26 to 125 into the expected release of quarter results before the bell on July 23.

Union Pacific (UNP) July weekly call option implied volatility is at 55, August is at 31; compared to its 52-week range of 19 to 94 into the expected release of quarter results before the bell on July 23.

FirstEnergy (FE) August call option implied volatility is at 120, September is at 95; compared to its 52-week range of 14 to 98 amid Ohio risk. Call put ratio 5 calls to 1 put with focus on August calls.

Microvision (MVIS) call put ratio 5.4 calls to 1 put with focus on August 2 and 3 calls

Ishares Silver Trust (SLV) July weekly call option implied volatility is at 85, August is at 455; compared to its 52-week range of 14 to 94 as shares rally 6%. Call put ratio 5 calls to 1 put.

Increasing unusual option volume: MVIS FE WKHS AMKR BLNK
Increasing unusual call option volume: MVIS FE KTOS WKHS
Increasing unusual put option volume: MVIS FE WU VNO STM
Options with decreasing option implied volatility: CVM NBL AAL TGTX NCLH CCL DISH
Active options: AMD SNAP PFE AAPL MSFT NIO TSLA BA WFC FB BAC AMZN NVDA NKLA BABA SPCE GE UAL WMT HTZ