Mid-session IV Report July 24, 2024

Mid-session IV Report July 24, 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: JMIA BHC WEAT BITI CPRI EL CRWD JWN IEP

Popular stocks with increasing volume: AVGO RIVN TSM CRWD SOFI F INTC SIRI

Active options: TSLA NVDA AAPL GOOGL AMD GOOG AMZN META PLTR AMC AVGO MARA RIVN TSM CRWD SOFI F INTC SIRI GME

Option IV into quarter results

IBM (IBM) July 26 weekly call option implied volatility is at 100, August is at 37; 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 114, August is at 45; compared to its 52-week range of 23 to 45 into the expected release of quarter results after the bell on July 24. Call put ratio 1 call to 2 puts into quarter results.

Chipotle (CMG) July 26 weekly call option implied volatility is at 141, August is at 51; 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 1.3 calls to 1 put.

AbbVie (ABBV) July 26 weekly call option implied volatility is at 59, August is at 24; compared to its 52-week range of 16 to 29 into the expected release of quarter results before the bell on July 25.

Honeywell (HON) July 26 weekly call option implied volatility is at 50, August is at 22; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on July 25.

RTX Corp (RTX) July 26 weekly call option implied volatility is at 69, August is at 27; compared to its 52-week range of 13 to 33 into the expected release of quarter results before the bell on July 25.

Northrup Grumman (NOC) July 26 weekly call option implied volatility is at 58, August is at 24; compared to its 52-week range of 14 to 30 into the expected release of quarter results before the bell on July 25.

Carrier Global (CARR) August call option implied volatility is at 39, September is at 31; compared to its 52-week range of 20 to 74 into the expected release of quarter results before the bell on July 25.

Stellantis (STLA) August weekly call option implied volatility is at 38, September is at 32; compared to its 52-week range of 22 to 252 into the expected release of quarter results before the bell on July 25.

Royal Caribbean (RCL) July 26 weekly call option implied volatility is at 91, August is at 38; compared to its 52-week range of 27 to 52 into the expected release of quarter results after the bell on July 25.

Deckers (DECK) August call option implied volatility is at 60, September is at 46; compared to its 52-week range of 21 to 55 into the expected release of quarter results after the bell on July 25.

Options with decreasing option implied volatility: GME SPOT NFLX VRT ENPH UAL APH THC STX INFY TSM DHR GE DPZ CDNS
Increasing unusual option volume: AVTR SGMO UWMC BHC LW CM HA DOV
Increasing unusual call option volume: SGMO UWMC DOV LW BHC MAT
Increasing unusual put option volume: AVTR BHC LW VSAT MLCO APH CMG BXMT WPM