Mid-session IV Report July 23, 2024

Mid-session IV Report July 23, 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 NYCB BITI UAA EL FL WB WEAT ROST TGT EMB SPR TJX HYG EVRI GENI ZETA CARR

Popular stocks with increasing volume: CRWD UPS GM DIS AMC F COIN SPOT GE

Active options: NVDA TSLA AMZN CRWD AAPL AMD PLTR UPS GM MARA DIS META AMC MPW MSFT GOOGL F COIN SPOT GE

Option IV into quarter results

Alphabet (GOOGL) July 26 weekly call option implied volatility is at 81, August is at 38; compared to its 52-week range of 19 to 39 into the expected release of quarter results today after the bell.

Tesla (TSLA) July 26 weekly call option implied volatility is at 131, August is at 67; compared to its 52-week range of 40 to 72 into the expected release of quarter results today after the bell.

Visa (V) July 26 weekly call option implied volatility is at 48, August is at 24; compared to its 52-week range of 13 to 26 into the expected release of quarter results today after the bell.

Thermo Fisher (TMO) July 26 weekly call option implied volatility is at 57, August is at 29; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on July 24.

IBM (IBM) July 26 weekly call option implied volatility is at 75, August is at 34; compared to its 52-week range of 13 to 35 into the expected release of quarter results after the bell on July 24.

Service Now (NOW) July 26 weekly call option implied volatility is at 90, August is at 44; compared to its 52-week range of 23 to 45 into the expected release of quarter results after the bell on July 24.

AT&T (T) July 26 weekly call option implied volatility is at 53, August is at 26; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on July 24.

KLA (KLAC) July 26 weekly call option implied volatility is at 90, August is at 46; compared to its 52-week range of 26 to 47 into the expected release of quarter results after the bell on July 24.

Boston Scientific (BSX) August call option implied volatility is at 30, September is at 24; compared to its 52-week range of 16 to 33 into the expected release of quarter results before the bell on July 24.

Fiserv (FI) July 26 weekly call option implied volatility is at 63, August is at 29; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on July 24.

General Dynamics (GD) July 26 weekly call option implied volatility is at 43, August is at 22; compared to its 52-week range of 12 to 26 into the expected release of quarter results before the bell on July 24.

CME Group (CME) August call option implied volatility is at 24, September is at 21; compared to its 52-week range of 13 to 56 into the expected release of quarter results before the bell on July 24.

Chipotle (CMG) July 26 weekly call option implied volatility is at 108, August is at 50; compared to its 52-week range of 15 to 48 into the expected release of quarter results after the bell on July 24. Call put ratio 2 calls to 1 put with focus on July 26 weekly 54 calls.

Ford (F) July 26 weekly call option implied volatility is at 89, August is at 43; compared to its 52-week range of 23 to 42 into the expected release of quarter results after the bell on July 24.

GE Vernova (GEV) August call option implied volatility is at 62, September is at 55; compared to its 52-week range of 37 to 61 into the expected release of quarter results before the bell on July 24.

Otis (OTIS) August call option implied volatility is at 24, September is at 21; compared to its 52-week range of 14 to 67 into the expected release of quarter results before the bell on July 24.

Viking Therapeutics (VKTX) July 26 weekly call option implied volatility is at 214, August is at 164; compared to its 52-week range of 51 to 234 into the expected release of quarter results on July 24. Call put ratio 3.8 calls to 1 put with focus on August 65 calls.

Whirlpool (WHR) July 26 weekly call option implied volatility is at 98, August is at 50; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on July 24. Call put ratio 2 calls to 1 put with focus on July 104 calls.

Wyndam (WH) August call option implied volatility is at 65, September is at 40; compared to its 52-week range of 15 to 71 into the expected release of quarter results after the bell on July 24. Call put ratio 1 call to 7.7 puts with focus on September 70 puts.

QuantumScape (QS) July 26 weekly call option implied volatility is at 165, August is at 96; compared to its 52-week range of 54 to 134 into the expected release of quarter results after the bell on July 24. Call put ratio 4.3 calls to 1 put.

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 global outages. Call put ratio 1.1 calls to 1 put as share price up 2.3%.

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