Mid-session IV Report July 22, 2021

Mid-session IV Report July 22, 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: TJX LOW HOME TGT BNTX SKX SNAP INTC SDS

Popular stocks with increasing volume: T F SOFI MRNA AAL CLF LVS CCL CLX

Option IV into quarter results

Intel (INTC) July weekly calls option implied volatility is at 120, August is at 35; compared to its 52-week range of 23 to 46 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Twitter (TWTR) July weekly calls option implied volatility is at 215, August is at 62; compared to its 52-week range of 36 to 91 into the expected release of quarter results today after the bell. Call put ratio 2.1 call to 1 put.

Snap (SNAP) July weekly call option implied volatility is at 199, August is at 62; compared to its 52-week range of 44 to 118 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Skechers (SKX) July weekly calls option implied volatility is at 178, August is at 50; compared to its 52-week range of 30 to 76 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Boston Beer (SAM) August calls option implied volatility is at 51, September is at 44; compared to its 52-week range of 33 to 65 into the expected release of quarter results today after the bell. Call put ratio 5.3 calls to 1 put.

Capital One (COF) July weekly calls option implied volatility is at 75, August is at 35; compared to its 52-week range of 27 to 65 into the expected release of quarter results today after the bell. Call put ratio 1 calls to 1.9 puts.

American Express (AXP) July weekly call option implied volatility is at 59, August is at 27; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on July 23.

Honeywell (HON) July weekly call option implied volatility is at 51, August is at 22; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on July 23. Call put ratio 2.6 calls to 1 put.

Kimberly Clark (KMB) July weekly call option implied volatility is at 67, 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 23. Call put ratio 1.1 calls to 1 put.

Schlumberger Ltd. (SLB) July weekly call option implied volatility is at 81, August is at 45; compared to its 52-week range of 35 to 66 into the expected release of quarter results before the bell on July 23. Call put ratio 2.9 calls to 1 put.

Apple (AAPL) July weekly option implied volatility is at 28, August is at 29; compared to its 52-week range of 19 to 62 as shares rally 1.5%. Call put ratio 3.7 calls to 1 put with focus on July weekly 147 calls into expected release of quarter results on July 28.

Boeing (BA) July weekly option implied volatility is at 32, August is at 33; compared to its 52-week range of 31 to 72 into expected release of quarter results on July 28. Call put ratio 2 calls to 1 put.

Amazon (AMZN) July weekly option implied volatility is at 25, 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 2.3 calls to 1 put with focus on July weekly 3620 calls.

Moderna (MRNA) July weekly option implied volatility is at 99, August is at 68; compared to its 52-week range of 51 to 131. Call put ratio 1 call to 1 put into expected release of quarter results on August 5.

Increasing unusual option volume: CROX DPZ WHR IPG IGC MCRB MITK UP
Increasing unusual call option volume: SKX CROX CCI EYES WHR IGC MTIK IAG ULCC FE
Increasing unusual put option volume: HRL DRI KSS ATVI NVS KIRK WHR UL
Options with decreasing option implied: HOG NFLX IBM DPZ STX PM CROX
Active options: AAPL TSLA MSFT NVDA AMC AAL AMD AMZN NIO BABA LVS CCL CLF F SOFI DIDI MRNA T FB BA