Mid-session IV Report July 26, 2021

Mid-session IV Report July 26, 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: TAL DIDI SPRT BEKE BTBT CLDR BILI KWEB IPOF FUTO DNUT

Popular stocks with increasing volume: BABA SNAP NIO AMD PLTR

Option IV into quarter results

Tesla (TSLA) July weekly call option implied volatility is at 76, August is at 51; compared to its 52-week range of 46to 130 into the expected release of quarter results today after the bell.

Alphabet (GOOG) July weekly call option implied volatility is at 50, August is at 27; 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.

Mattel (MAT) July weekly call option implied volatility is at 82, August is at 43; compared to its 52-week range of 29 to 112 into the expected release of quarter results after the bell on July 27. Call put ratio 4 calls to 1 put.

Microsoft (MSFT) July weekly call option implied volatility is at 38, August is at 22; compared to its 52-week range of 17 to 49 into the expected release of quarter results after the bell on July 27. Call put ratio 2 calls to 1 put.

Melco (MLCO) August call option implied volatility is at 46, September is at 40; compared to its 52-week range of 35 to 68 into the expected release of quarter results before the bell on July 27. Call put ratio 3 calls to 1 put.

Mondelez (MDLZ) July weekly call option implied volatility is at 33, August is at 19; 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 35, August is at 24; 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 2.7 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) July weekly call option implied volatility is at 76, August is at 44; 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 2.3 calls to 1 put.

Apple (AAPL) July weekly option implied volatility is at 47, August is at 29; compared to its 52-week range of 19 to 62 as shares rally 0.6%. Call put ratio 4.2 calls to 1 put into expected release of quarter results on July 28.

Facebook (FB) July weekly call option implied volatility is at 66, August is at 35; compared to its 52-week range of 36 to 91 into the expected release of quarter results after the bell on July 28. Call put 3.1 calls to 1 put.

Boeing (BA) July weekly option implied volatility is at 47, August is at 35; compared to its 52-week range of 31 to 72 into expected release of quarter results on July 28. Call put ratio 2.7 calls to 1 put.

Amazon (AMZN) July weekly option implied volatility is at 52, August is at 31; compared to its 52-week range of 21 to 57 into expected release of quarter results on July 29. Call put ratio 2.3 calls to 1 put.

Pinterest (PINS) July weekly option implied volatility is at 144, August is at 73; compared to its 52-week range of 41 to 110 into expected release of quarter results on July 29. Call put ratio 1 call to 1.6 puts.

China stock option implied volatility amid China policy reports

New Oriental Education (EDU) August call option implied volatility is at 260, September is at 202; compared to its 52-week range of 35 to 143. Call put ratio 3.6 calls to 1 put with focus on August 5 calls as shares sell off 20%

TAL Education (TAL) August call option implied volatility is at 230, September is at 188; compared to its 52-week range of 38 to 151, Call put ratio 1 call to 1 put as shares sell off 8%.

Gaotu Techedu (GOTU) August call option implied volatility is at 234, September is at 198; compared to its 52-week range of 79 to 238. Call put ratio 1 call to 1.1 puts as shares sell off 18%.

DiDi Global (DIDI) August call option implied volatility is at 166, September is at 150; compared to its 52-week range of 79 to 140. Call put ratio 1 call to 1.3 puts with focus on July and August weekly calls as shares rally 2%.

Alibaba (BABA) August call option implied volatility is at 43, September is at 40; compared to its 52-week range of 23 to 56. Call put ratio 2 calls to 1 put as shares sell off 5%

Increasing unusual option volume: CFLT TYME ING AVYA BEKE HAS PVH CSTM
Increasing unusual call option volume: TYME HAS DISCK TTI SPRT AON BXMT KOLD JO MDLA
Increasing unusual put option volume: CFLT PVH BEKE NTES KWEB SPRT TRIT IBKR MLCO MGM HAS
Options with decreasing option implied: UVXY VIXY VXX TWTR SVXY COG CLF HOG INTC
Active options: AAPL DIDI TSLA AMC BABA SNAP NIO EDU RIOT FB NVDA LCID AMD ROKU INTC TAL F MARA MSFT PLTR