Mid-session IV Report July 23, 2021

Mid-session IV Report July 23, 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: GOTU EDU TAL BABA DIDI

Popular stocks with increasing volume: MRNA AAL SQ BABA

Option IV into quarter results

Hasbro (HAS) July weekly call option implied volatility is at 51, August is at 33; compared to its 52-week range of 21 to 54 into the expected release of quarter results before the bell on July 26.

Lockheed Martin (LMT) July weekly call option implied volatility is at 20, August is at 18; compared to its 52-week range of 16 to 39 into the expected release of quarter results before the bell on July 26.

Tesla (TSLA) July weekly call option implied volatility is at 67, August is at 51; compared to its 52-week range of 46to 130 into the expected release of quarter results after the bell on July 26.

3M (MMM) July weekly call option implied volatility is at 33, August is at 23; compared to its 52-week range of 16 to 36 into the expected release of quarter results before the bell on July 27.

Alphabet (GOOG) July weekly call option implied volatility is at 38, August is at 26; compared to its 52-week range of 19 to 49 into the expected release of quarter results after the bell on July 27. Call put ratio 1 call to 1 put.

Archer Daniels Midland (ADM) July weekly call option implied volatility is at 31, August is at 23; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on July 27.

Boyd Gaming (BYD) August call option implied volatility is at 46, September is at 35; compared to its 52-week range of 38 to 76 into the expected release of quarter results on July 27.

Cheese Cake Factory (CAKE) August call option implied volatility is at 46, September is at 43; compared to its 52-week range of 36 to 99 into the expected release of quarter results after the bell on July 27.

Chubb (CB) August call option implied volatility is at 23, September is at 22; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on July 27.

Corning (GLW) July weekly call option implied volatility is at 41, August is at 28; compared to its 52-week range of 22 to 57 into the expected release of quarter results before the bell on July 27.

Fiserv (FISV) July weekly call option implied volatility is at 32, August is at 26; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on July 27. Call put ratio 3 calls to 1 put.

Hawaiian Holdings (HA) August call option implied volatility is at 55, September is at 50; compared to its 52-week range of 45 to 91 into the expected release of quarter results after the bell on July 27.

JetBlue (JBLU) August call option implied volatility is at 45, September is at 44; compared to its 52-week range of 18 to 113 into the expected release of quarter results before the bell on July 27.

Juniper (JNPR) July weekly call option implied volatility is at 46, August is at 34; compared to its 52-week range of 18 to 112 into the expected release of quarter results after the bell on July 27.

Lamb Weston (LW) August call option implied volatility is at 31, September is at 26; compared to its 52-week range of 24 to 53 into the expected release of quarter results before the bell on July 27.

Mattel (MAT) July weekly call option implied volatility is at 59, August is at 39; compared to its 52-week range of 29 to 112 into the expected release of quarter results after the bell on July 27.

Microsoft (MSFT) July weekly call option implied volatility is at 38, August is at 21; compared to its 52-week range of 17 to 49 into the expected release of quarter results after the bell on July 27.

Melco (MLCO) August call option implied volatility is at 41, September is at 39; compared to its 52-week range of 35 to 68 into the expected release of quarter results before the bell on July 27.

Mondelez (MDLZ) July weekly call option implied volatility is at 25, August is at 18; compared to its 52-week range of 13 to 35 into the expected release of quarter results before the bell on July 27.

Visa (V) July weekly call option implied volatility is at 32, August is at 27; compared to its 52-week range of 19 to 39 into the expected release of quarter results after the bell on July 27. Call put ratio 3.3 calls to 1 put.

Alphabet (GOOG) July weekly call option implied volatility is at 39, August is at 26; compared to its 52-week range of 19 to 49 into the expected release of quarter results after the bell on July 27.

Advanced Micro Devices, Inc. (AMD) July weekly call option implied volatility is at 61, August is at 41; compared to its 52-week range of 29 to 71 into the expected release of quarter results after the bell on July 27. Call put ratio 4 calls to 1 put.

Apple (AAPL) July weekly option implied volatility is at 33, August is at 29; compared to its 52-week range of 19 to 62 as shares rally 0.6%. Call put ratio 3.3 calls to 1 put into expected release of quarter results on July 28.

Boeing (BA) July weekly option implied volatility is at 37, August is at 33; compared to its 52-week range of 31 to 72 into expected release of quarter results on July 28.

Amazon (AMZN) July weekly option implied volatility is at 42, August is at 30; compared to its 52-week range of 21 to 57 into expected release of quarter results on July 29. Call put ratio 1.8 calls to 1 put.

China stock option implied volatility amid China policy reports

New Oriental Education (EDU) August call option implied volatility is at 230, September is at 201; compared to its 52-week range of 35 to 143. Call put ratio 8 calls to 1 put with focus on August 5 calls as shares sell off 57%

TAL Education (TAL) August call option implied volatility is at 200, September is at 163; compared to its 52-week range of 38 to 151, Call put ratio 1 call to 3 puts as shares sell off 59%.

Gaotu Techedu (GOTU) August call option implied volatility is at 230, September is at 190; compared to its 52-week range of 79 to 238. Call put ratio 1 call to 1.1 puts as shares sell off 58%.

Alibaba (BABA) August call option implied volatility is at 33, September is at 34; compared to its 52-week range of 23 to 56. Call put ratio 1.8 calls to 1 put as shares sell off 4.5%

Increasing unusual option volume: SKX IGC FREY NSH SAM TAL EDU GOTU
Increasing unusual call option volume: SKX FREY IGC SAM VFC
Increasing unusual put option volume: SKX KWEB NCR BEKE
Options with decreasing option implied: AXP HON TWTR SNAP AAL SKX SLB
Active options: AAPL SNAP FB TSLA AMC INTC TWTR NIO BABA AMD DIDI EDU NVDA MRNA AMZN MSFT TAL AAL BBIG SQ