Mid-session IV Report July 26, 2024

Mid-session IV Report July 26, 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: IEP BHC CPRI TGT ROST STWD EMB PRCT ASTS ASND DVA DXCM

Popular stocks with increasing volume: COIN PFE MMM CRWD SIRI AVGO

Active options: NVDA TSLA AAPL GOOGL COIN MSFT MARA AMZN GOOG F META PFE PLTR SMCI MMM CRWD SIRI AVGO ASTS

Option IV into quarter results

McDonalds (MCD) August weekly call option implied volatility is at 38, August is at 28; compared to its 52-week range of 12 to 26 into expected release of quarter results before the bell on July 29.

ON Semiconductor (ON) August weekly call option implied volatility is at 89, August is at 63; compared to its 52-week range of 33 to 58 into expected release of quarter results on July 29.

Chesapeake (CHK) August call option implied volatility is at 35, September is at 41; compared to its 52-week range of 17 to 75 into expected release of quarter results after the bell on July 29.

Tilray (TLRY) August weekly call option implied volatility is at 140, August is at 120; compared to its 52-week range of 51 to 56 into expected release of quarter results after the bell on July 29. Call put ratio 6.5 calls to 1 put.

Lattice Semiconductor (LSCC) August call option implied volatility is at 65, September is at 44; compared to its 52-week range of 35 to 94 into expected release of quarter results after the bell on July 29.

Microsoft (MSFT) August weekly call option implied volatility is at 47, August is at 33; compared to its 52-week range of 16 to 34 into expected release of quarter results after the bell on July 30.

Advanced Micro (AMD) August weekly call option implied volatility is at 84, August is at 61; compared to its 52-week range of 34 to 58 into expected release of quarter results after the bell on July 30. Call put ratio 1.4 calls to 1 put.

Options with decreasing option implied volatility: GME VKTX ALGN TSLL SPOT QS ENPH VRT HOG GL HCA STX
Increasing unusual option volume: COUR IGT SGMO IMAX DXCM
Increasing unusual call option volume: COUR IGT ALGM DXCM
Increasing unusual put option volume: DXCM NVS XLB VSAT NWL EWW TER