Mid-session IV Report July 22, 2024

Mid-session IV Report July 22, 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: CRWD ACB NYCB WEAT SVIX EL S UAA ROST TGT TJX ZM X NICE PBR

Popular stocks with increasing volume: AVGO BAC INTC SOFI VZ GME COIN TSM NKE MAT

Active options: NVDA TSLA CRWD AAPL AMD AMZN PLTR AVGO MARA META BAC INTC SOFI VZ GME COIN TSM NKE MSFT GOOGL

Option IV into quarter results

Alphabet (GOOGL) July 26 weekly call option implied volatility is at 73, August is at 38; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell on July 23.

Tesla (TSLA) July 26 weekly call option implied volatility is at 106, August is at 64; compared to its 52-week range of 40 to 72 into the expected release of quarter results after the bell on July 23.

Visa (V) July 26 weekly call option implied volatility is at 44, August is at 24; compared to its 52-week range of 13 to 26 into the expected release of quarter results after the bell on July 23.

Coca-Cola (KO) July 26 weekly call option implied volatility is at 27, August is at 17; compared to its 52-week range of 10 to 24 into the expected release of quarter results before the bell on July 23.

Texas Instruments (TXN) July 26 weekly call option implied volatility is at 52, August is at 31; compared to its 52-week range of 18 to 34 into the expected release of quarter results after the bell on July 23.

Danaher (DHR) July 26 weekly call option implied volatility is at 64, August is at 32; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on July 23.

GE Aerospace (GE) July 26 weekly call option implied volatility is at 59, August is at 31; compared to its 52-week range of 19 to 40 into the expected release of quarter results before the bell on July 23.

Comcast (CMCSA) July 26 weekly call option implied volatility is at , August is at ; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on July 23. Call put ratio 1 call to 4.8 puts with focus on July 26 weekly 36.50 and 39 puts.

UPS (UPS) July 26 weekly call option implied volatility is at 67, August is at 34; compared to its 52-week range of 18 to 35 into the expected release of quarter results after the bell on July 22 into the expected release of quarter results before the bell on July 23.

Lockheed Martin (LMT) July 26 weekly call option implied volatility is at 39, August is at 21; compared to its 52-week range of 12 to 28 into the expected release of quarter results before the bell on July 23.

Chubb (CB) August call option implied volatility is at 24, September is at 20; compared to its 52-week range of 13 to 63 into the expected release of quarter results after the bell on July 23.

HCA Healthcare (HCA) August weekly call option implied volatility is at 41, September is at 31; compared to its 52-week range of 8 to 70 into the expected release of quarter results before the bell on July 23.

Canadian National Railway (CNI) August weekly call option implied volatility is at 22, September is at 19; compared to its 52-week range of 13 to 68 into the expected release of quarter results after the bell on July 23.

Freeport McCoran (FCX) July 26 weekly call option implied volatility is at 62, August is at 40; compared to its 52-week range of 29 to 43 into the expected release of quarter results before the bell on July 23.

Spotify (SPOT) July 26 weekly call option implied volatility is at 122, August is at 60; compared to its 52-week range of 29 to 61 into the expected release of quarter results before the bell on July 23.

Capital One (COF) July 26 weekly call option implied volatility is at 59, August is at 32; compared to its 52-week range of 21 to 41 into the expected release of quarter results after the bell on July 23.

General Motors (GM) July 26 weekly call option implied volatility is at 64, August is at 36; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on July 23.

Kimberly Clark (KMB) July 26 weekly call option implied volatility is at 43, August is at 21; compared to its 52-week range of 12 to 25 into the expected release of quarter results before the bell on July 23.

Seagate (STX) July 26 weekly call option implied volatility is at 86, August is at 46; compared to its 52-week range of 25 to 46 into the expected release of quarter results after the bell on July 23.

Crowdstrike (CRWD) option IV after sparking outage

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 71 after last week’s global outage. Call put ratio 1 call to 1.1 puts as share price down 11%.

Palo Alto Networks (PANW) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 56. Call put ratio 3.2 calls to 1 put with focus on July 26 weekly 325 calls after last week’s CrowdStrike Holdings Inc. (CRWD) global outage.

SentinelOne, Inc. (S) 30-day option implied volatility is at 56; compared to its 52-week range of 38 to 92 as share price up 11%. Call put ratio 6.3 calls to 1 put with focus on July 26 weekly 24 calls after last week’s CrowdStrike Holdings Inc. (CRWD) global outage.

Options with decreasing option implied volatility: AEHR NFLX UAL PGR AXP DPZ INFY ISRG UNH NVS
Increasing unusual option volume: NDAQ TELL ACB SANA MAT
Increasing unusual call option volume: ACB TELL SANA S
Increasing unusual put option volume: NDAQ TELL ZI LU CRWD