Mid-session IV Report July 28, 2021

Mid-session IV Report July 28, 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: BTBT DIDI PDD HZON NEGG BB VLDR MJ FB PINS

Popular stocks with increasing volume: BB NVDA JD SBUX CLF F DIDI PDD GOOGL

Option IV into quarter results

Facebook (FB) July weekly call option implied volatility is at 79, August is at 35; compared to its 52-week range of 36 to 91 into the expected release of quarter results today after the bell. Call put 2.7 calls to 1 put.

Amazon (AMZN) July weekly option implied volatility is at 61, 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 1.9 calls to 1 put.

Pinterest (PINS) July weekly option implied volatility is at 185, 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 put.

Albertsons (ACI) August option implied volatility is at 36, September is at 33; compared to its 52-week range of 30 to 76 into the expected release of quarter results before the bell on July 29.

Baxter (BAX) July weekly option implied volatility is at 45, August is at 25; compared to its 52-week range of 17 to 43 into the expected release of quarter results before the bell on July 29.

First Solar (FSLR) July weekly option implied volatility is at 106, August is at 50; compared to its 52-week range of 35 to 72 into the expected release of quarter results after the bell on July 29.

Hilton (HLT) July weekly option implied volatility is at 36, August is at 31; compared to its 52-week range of 26 to 56 into the expected release of quarter results before the bell on July 29. Call put ratio 4.7 calls to 1 put.

Hershey (HSY) July weekly option implied volatility is at 51, August is at 19; compared to its 52-week range of 14 to 37 into the expected release of quarter results before the bell on July 29.

KLA Corp (KLAC) July weekly option implied volatility is at 67, August is at 36; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on July 29.

Master Card (MA) July weekly option implied volatility is at 57, August is at 27; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on July 29.

Merck (MRK) July weekly option implied volatility is at 36, August is at 19; compared to its 52-week range of 17 to 35 into the expected release of quarter results before the bell on July 29.

MicroStrategy (MSTR) July weekly option implied volatility is at 123, August is at 96; compared to its 52-week range of 30 to 154 into the expected release of quarter results after the bell on July 29.

Northrop Grumman (NOC) July weekly option implied volatility is at 40, August is at 21; compared to its 52-week range of 23 to 39 into the expected release of quarter results before the bell on July 29.

Overstock (OSTK) July weekly option implied volatility is at 177, August is at 88; compared to its 52-week range of 64 to 154 into the expected release of quarter results before the bell on July 29. Call put ratio 4.2 calls to 1 put.

PG&E (PCG) July weekly option implied volatility is at 58, August is at 43; compared to its 52-week range of 27 to 69 into the expected release of quarter results before the bell on July 29.

T Mobile (TMUS) July weekly option implied volatility is at 56, August is at 26; compared to its 52-week range of 19 to 41 into the expected release of quarter results after the bell on July 29.

U.S. Steel (X) July weekly option implied volatility is at 107, August is at 64; compared to its 52-week range of 60 to 108 into the expected release of quarter results before the bell on July 29.

Valero (VLO) July weekly option implied volatility is at 53, August is at 39; compared to its 52-week range of 34 to 70 into the expected release of quarter results before the bell on July 29.

Yum Brands (YUM) July weekly option implied volatility is at 41, August is at 21; compared to its 52-week range of 16 to 39 into the expected release of quarter results before the bell on July 29.

AbbVie (ABBV) July weekly option implied volatility is at 41, August is at 23; compared to its 52-week range of 20 to 40 into the expected release of quarter results before the bell on July 30.

Options into Robinhood (HOOD) IPO

Charles Schwab (SCHW) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 44 into Robinhood Markets, Inc. (HOOD) 55M share IPO.

Interactive Brokers (IBKR) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 54 into Robinhood Markets, Inc. (HOOD) 55M share IPO.

SoFi Technologies (SOFI) 30-day option implied volatility is at 85; compared to its 52-week range of 50 to 151 into Robinhood Markets, Inc. (HOOD) 55M share IPO. Call put ratio 6.3 calls to 1 put.

Increasing unusual option volume: INFI SPRT WSM CLVT UP CSTM EGHT ADNT
Increasing unusual call option volume: INFI SPRT WSM EGHT ADNT UP CSTM
Increasing unusual put option volume: ASHR WSM SPRT BTBT BYD STZ NVZ
Options with decreasing option implied: TWTR CROX IPOD WHR DPZ GOOG MSFT AAPL UPS
Active options: AAPL AMD TLRY TSLA BA MSFT NIO BB FB PFE BABA AMC SNDL NVDA GOOGL PLTR GE F DIDI PDD