Mid-session IV Report July 28, 2020

Mid-session IV Report July 28, 2020

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: KODK ACB TLRY CGC CRON LMT INSG NUGT SLV TCO GDX GLD IAU

Popular stocks with increasing unusual volume: TSM PFE TLRY LUV MRNA MCD

Option implied volatility into quarter results and big tech Washington hearings

Advanced Micro Devices (AMD) July weekly call option implied volatility is at 120, August is at 64; compared to its 52-week range of 36 to 117 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with focus on July weekly 70 calls.

Akamai (AKAM) July weekly call option implied volatility is at 77, August is at 41; compared to its 52-week range of 20 to 79 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Amgen (AMGN) July weekly call option implied volatility is at 37, August is at 28; compared to its 52-week range of 17 to 82 into the expected release of quarter results today after the bell.

Avis (CAR) July weekly call option implied volatility is at 98, August is at 88; compared to its 52-week range of 37 to 320 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 put with focus on August 27 puts.

FireEye (FEYE) July weekly call option implied volatility is at 110, August is at 61; compared to its 52-week range of 31 to 149 into the expected release of quarter results today after the bell. Call put ratio 7.3 calls to 1 put with focus on July weekly calls.

Starbucks (SBUX) July weekly call option implied volatility is at 55, August is at 37; compared to its 52-week range of 16 to 110 into the expected release of quarter results today after the bell.

Visa (V) July weekly call option implied volatility is at 41, August is at 29; compared to its 52-week range of 15 to 88 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put with focus on July weekly 200 calls.

Allegiant (ALGT) August call option implied volatility is at 65, September is at 60; compared to its 52-week range of 21 to 216 into the expected release of quarter results after the bell on July 29.

Anthem (ANTM) July weekly call option implied volatility is at 58, August is at 35; compared to its 52-week range of 21 to 97 into the expected release of quarter results on July 29.

Blue Apron (APRN) August call option implied volatility is at 160, September is at 140; compared to its 52-week range of 73 to 598 into the expected release of quarter results before the bell on July 29.

Boeing (BA) July weekly call option implied volatility is at 84, August is at 66; compared to its 52-week range of 23 to 222 into the expected release of quarter results before the bell on July 29. Call put ratio 3.2 calls to 1 put with focus on July weekly 172.50 and 175 calls.

Boston Scientific (BSX) July weekly call option implied volatility is at 51, August is at 34; compared to its 52-week range of 19 to 115 into the expected release of quarter results before the bell on July 29.

Cheese Cake (CAKE) August call option implied volatility is at 77, September is at 70; compared to its 52-week range of 26 to 279 into the expected release of quarter results after the bell on July 29.

Deutsche Bank (DB) July weekly call option implied volatility is at 55, August is at 45; compared to its 52-week range of 30 o 146 into the expected release of quarter results before the bell on July 29.

Garmin (GRMN) August call option implied volatility is at 43, September is at 36; compared to its 52-week range of 17 to 98 into the expected release of quarter results before the bell on July 29. Call put ratio 3.7 calls to 1 put.

General Dynamics (GD) July weekly call option implied volatility is at 40, August is at 30; compared to its 52-week range of 15 to 80 into the expected release of quarter results on July 29. Call put ratio 3.2 calls to 1 put.

General Electric (GE) July weekly call option implied volatility is at 100, August is at 63; compared to its 52-week range of 27 to 142 into the expected release of quarter results before the bell on July 29. Call put ratio 1 call to 2 puts.

PayPal (PYPL) July weekly call option implied volatility is at 87, August is at 46; compared to its 52-week range of 2o to 90 into the expected release of quarter results after the bell on July 29.

Six Flags (SIX) August call option implied volatility is at 93, September is at 82; compared to its 52-week range of 23 to 263 into the expected release of quarter results before the bell on July 29.

Teladoc (TDOC) July weekly call option implied volatility is at 99, August is at 63; compared to its 52-week range of 37 to 109 into the expected release of quarter results after the bell on July 29.

Vale (VALE) July weekly call option implied volatility is at 656, August is at 45; compared to its 52-week range of 27to 157 into the expected release of quarter results on July 29. Call put ratio 9.3 calls to 1 put with focus on July weekly 12 calls.

Yum China (YUMC) August call option implied volatility is at 41, September is at 36; compared to its 52-week range of 22 to 79 into the expected release of quarter results on July 29.

Facebook (FB) July weekly call option implied volatility is at 85, August is at 45; compared to its 52-week range of 20 to 81 into the expected release of quarter results after the bell on July 29. Call put ratio 1 call to 1.1 puts.

Amazon (AMZN) July weekly call option implied volatility is at 87, August is at 49; compared to its 52-week range of 16 to 68 into expected release of quarter results after the bell on July 30. Call put ratio 2.2 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 64, August is at 35; compared to its 52-week range of 18 to 90 into the expected release of quarter results after the bell on July 30. Call put ratio 1.9 calls to 1 put.

Alphabet (GOOGL) July weekly call option implied volatility is at 67, August is at 36; compared to its 52-week range of 14 to 75 into the expected release of quarter results after the bell on July 30. Call put ratio 2 calls to 1 put.

Shopify (SHOP) July weekly call option implied volatility is at 115, August is at 66; compared to its 52-week range of 40 to 123 into the expected release of quarter results on July 29. Call put ratio 2.3 calls to 1 put.

Spotify (SPOT) July weekly call option implied volatility is at 108, August is at 63; compared to its 52-week range of 26 to 83 into the expected release of quarter results before the bell on July 29. Call put ratio 1 call to 2 puts.

Kodak (KODK) 30-day call option implied volatility is at 309; compared to its 52-week range of 77 to 168 as shares rally 305%. Call put ratio 1 call to 2.9 puts with focus on August 5 and 7.5 puts.

Increasing unusual option volume: KODK FFIV CMCM MARA AMKR SOHU
Increasing unusual call option volume: FFIV AMKR BTU MARA AJRD FE PII
Increasing unusual put option volume: IBN AER WKHS EGO FE ECL CF
Options with decreasing option implied volatility: TSLA SNAP SAVE ACI SKX TWTR IRBT TIF MSFT MMM GLW
Active options: AMD TSLA AAPL INTC NIO PFE GE MSFT BA AAL MU TLRY KODK TSM BAC CGC LUV MCD AUY MRNA