Mid-session IV Report July 25, 2024

Mid-session IV Report July 25, 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 BITI CPRI CRWD EL TGT ROST WDAY TJX HYB ENB EW LULU

Popular stocks with increasing volume: AAL MU INTC ARM BAC IBM AVGO SOFI TSM SMCI

Active options: NVDA TSLA AAPL AMZN AAL AMD PLTR MU INTC ARM BAC IBM AVGO SOFI MARA QS TSM GOOGL SMCI MSFT

Movers

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 68. Call put ratio 1.4 calls to put amid price movement.

lululemon athletica (LULU) 30-day option implied volatility is at 105; compared to its 52-week range of 38 to 22. Call put ratio 1 call to 1.4 puts as share price near four year low.

Option IV into quarter results

Royal Caribbean (RCL) July 26 weekly call option implied volatility is at 68, August is at 38; compared to its 52-week range of 27 to 52 into the expected release of quarter results today after the bell.

Deckers (DECK) August call option implied volatility is at 64, September is at 47; compared to its 52-week range of 21 to 57 into the expected release of quarter results today after the bell.

Live Nation (LYV) August call option implied volatility is at 46, September is at 34; compared to its 52-week range of 23 to 77 into the expected release of quarter results today.

Skechers (SKX) August call option implied volatility is at 50, September is at 37; compared to its 52-week range of 19 to 74 into the expected release of quarter results today after the bell.

Colgate (CL) July 26 weekly call option implied volatility is at 65, August is at 21; compared to its 52-week range of 10 to 55 into the expected release of quarter results before the bell on July 26.

Bristol-Myers (BMY) July 26 weekly call option implied volatility is at 101, August is at 38; compared to its 52-week range of 16 to 34 into the expected release of quarter results before the bell on July 26.

3M (MMM) July 26 weekly call option implied volatility is at 126, August is at 36; compared to its 52-week range of 19 to 34 the expected release of quarter results before the bell on July 26. Call put ratio 1.4 calls to 1 put.

Charter (CHTR) July 26 weekly call option implied volatility is at 233, August is at 63; compared to its 52-week range of 24 to 43 into the expected release of quarter results before the bell on July 26.

Options with decreasing option implied volatility: GME ALGN SPOT ENPH NFLX CLS THC STX ISRG GL DHR HCA IBM CMG
Increasing unusual option volume: CRS PTEN CMG KLQ FI IMAX ALGM TER DAVE
Increasing unusual call option volume: CMG CRS FI SO LC EW DAVE
Increasing unusual put option volume: PTEN EW PAYC TER MLCO SBLK CMG QS STM F STLA XRX DAVE