Mid-session IV Report July 23, 2020

Mid-session IV Report July 23, 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: BLDP SLV GLD IAU AMAG BLDP NLOK

Popular stocks with increasing unusual volume: SPCE PFE ROKU SNAP BMY NKLA AAL

Option implied volatility into quarter results and capital outlook

Bank of OZK (OZK) August call option implied volatility is at 55, September is at 49; compared to its 52-week range of 24 to 142 into the expected release of quarter results today after the bell.

Boston Beer (SAM) August call option implied volatility is at 45, September is at 42; compared to its 52-week range of 28 to 110 into the expected release of quarter results today after the bell.

Intel (INTC) July weekly call option implied volatility is at 100, August is at 35; compared to its 52-week range of 20 to 99 into the expected release of quarter results after today after the bell. Call put ratio 3.6 calls to 1 put with focus on July 61 and 62 calls.

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.

Mattel (MAT) July weekly call option implied volatility is at 172 August is at 55; compared to its 52-week range of 36 to 133 into the expected release of quarter results today after the bell.

Skechers (SKX) July weekly call option implied volatility is at 210, August is at 67; compared to its 52-week range of 26 to 124 into the expected release of quarter results today after the bell.

American Express (AXP) July weekly call option implied volatility is at 81, August is at 40; compared to its 52-week range of 14 to 122 into the expected release of quarter results before the bell on July 24.

BLoomin Brands (BLMN) August call option implied volatility is at 98, September is at 80; compared to its 52-week range of 30 to 247 into the expected release of quarter results before the bell on July 24. Call put ratio 25 calls to 1 put.

Honeywell (HON) July weekly call option implied volatility is at 68, August is at 29; compared to its 52-week range of 14 to 123 into the expected release of quarter results before the bell on July 24.

Lands End (LE) August call option implied volatility is at 70, September is at 82; compared to its 52-week range of 45 to 123 into the expected release of quarter results before the bell on July 24.

Schlumberger (SLB) July weekly call option implied volatility is at 100, August is at 59; compared to its 52-week range of 27 to 174 into the expected release of quarter results before the bell on July 24. Call put ratio 2.1 calls to 1 put.

Ventas (VTR) August call option implied volatility is at 51, September is at 49; compared to its 52-week range of 18 to 195 into the expected release of quarter results before the bell on July 24.

Verizon (VZ) July weekly call option implied volatility is at 20, August is at 19; compared to its 52-week range of 12 to 72 into the expected release of quarter results before the bell on July 24. Call put ratio 2.6 calls to 1 put.

Senate Republicans are expected to outline their proposals for the next coronavirus aid package today.

Northern Dynasty Minerals (NAK) 30-day option implied volatility is at 248; compared to its 52-week range of 116 to 429 as shares sell off 16%. Call put ratio 16 calls to 1 put with focus on August 5 calls.

Royal Caribbean (RCL) July weekly call option implied volatility is at 88, August is at 90; compared to its 52-week range of 20 to 270.

Increasing unusual option volume: MAT CBAY FE NLOK BLDP WKHS NAK
Increasing unusual call option volume: MAT FE CBAY NLOK BLDP
Increasing unusual put option volume: FE JMIA WHR MSI BLPD MAT BNTX
Options with decreasing option implied volatility: TSLA T CMG AN LUV AAL TSLA UNP CMG
Active options: MSFT TSLA AMD TWTR PFE T AAPL MU SPCE BAC NIO FB AAL AMZN BA ROKU SNAP BMY WFC NKLA