Mid-session IV Report July 27, 2021

Mid-session IV Report July 27, 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: DIDI MOXC BTBT FTU IQ JD BABA FXI MOMO

Popular stocks with increasing volume: UPS SNAP ROKU T

Option IV into quarter results

Alphabet (GOOG) July weekly call option implied volatility is at 52, August is at 27; compared to its 52-week range of 19 to 49 into the expected release of quarter results today after the bell. Call put ratio 1 call to 4.5 puts.

Mattel (MAT) July weekly call option implied volatility is at 87, August is at 44; compared to its 52-week range of 29 to 112 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.

Microsoft (MSFT) July weekly call option implied volatility is at 41, August is at 23; compared to its 52-week range of 17 to 49 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Visa (V) July weekly call option implied volatility is at 35, August is at 22; compared to its 52-week range of 19 to 39 into the expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put.

Advanced Micro Devices, Inc. (AMD) July weekly call option implied volatility is at 81, August is at 41; compared to its 52-week range of 29 to 71 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put.

Apple (AAPL) July weekly option implied volatility is at 53, August is at 29; compared to its 52-week range of 19 to 62. Call put ratio 2.1 calls to 1 put into expected release of quarter results today after the bell.

Facebook (FB) July weekly call option implied volatility is at 73, 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 2.2 calls to 1 put.

Boeing (BA) July weekly option implied volatility is at 49, 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 1.7 calls to 1 put.

Amazon (AMZN) July weekly option implied volatility is at 56, 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 1.4 calls to 1 put.

Pinterest (PINS) July weekly option implied volatility is at 154, 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 1.8 calls to 1 put.

China stock option implied volatility amid China policy reports

Alibaba (BABA) July weekly call option implied volatility is at 71, August is at 51; compared to its 52-week range of 23 to 56. Call put ratio 1.7 calls to 1 put as shares sell off 4%

JD.com (JD) July weekly call option implied volatility is at 87, August is at 55; compared to its 52-week range of 31 to 63. Call put ratio 1.7 calls to 1 put as shares sell off 5.8%.

New Oriental Education (EDU) August call option implied volatility is at 218, September is at 161; compared to its 52-week range of 35 to 235. Call put ratio 3.6 calls to 1 put with focus on August 5 calls as shares rally 3%

TAL Education (TAL) August call option implied volatility is at 220, September is at 178; compared to its 52-week range of 38 to 227. Call put ratio 1 call to 1 put as shares rally 6%.

Gaotu Techedu (GOTU) August call option implied volatility is at 231, September is at 191; compared to its 52-week range of 79 to 240. Call put ratio 4 calls to 1 put.

Increasing unusual option volume: RMD FFIV OBSV TYME BTBT
Increasing unusual call option volume: APT KWEB GDS WEN FFIV BTBT TYME MFC
Increasing unusual put option volume: BEKE ASHR WB YINN MLCO BTBT LIT
Options with decreasing option implied: TWTR SNAP CROX HOT INTC T
Active options: TSLA AAPL BABA GE AMD NIO AMC NVDA TTD C LCID T BAC UPS INTC M ROKU SNAP RIOT BEKE