Mid-session IV Report July 29, 2020

Mid-session IV Report July 29, 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 FB AMZN AAPL KSS BHC GOOGL

Popular stocks with increasing unusual volume: EBAY SHOP SPCE TSM V FEYE
Option implied volatility into quarter results

Facebook (FB) July weekly call option implied volatility is at 98, August is at 45; compared to its 52-week range of 20 to 81 into the expected release of quarter results today after the bell. Call put ratio 1.47 calls to 1 put.

Amazon (AMZN) July weekly call option implied volatility is at 95, August is at 48; 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 2.4 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 66, August is at 33; 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 2.1 calls to 1 put.

Alphabet (GOOGL) July weekly call option implied volatility is at 73, August is at 35; 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 3 calls to 1 put.

Altice (ATUS) August call option implied volatility is at 43, September is at 39; compared to its 52-week range of into the expected release of quarter results after the bell on July 30. Call put ratio 122 calls to 1 put with focus on August 24 calls.

Anheuser-Busch (BUD) July weekly call option implied volatility is at 91, August is at 45; compared to its 52-week range of 15 to 123 into the expected release of quarter results on July 30.

Apollo (APO) July weekly call option implied volatility is at 57, August is at 34; compared to its 52-week range of 22 to 120 into the expected release of quarter results before the bell on July 30.

ArcelorMittal (MT) July weekly call option implied volatility is at 77, August is at 53; compared to its 52-week range of 34 to 147 into the expected release of quarter results on July 30.

Comcast (CMSCA) July weekly call option implied volatility is at 54, August is at 28; compared to its 52-week range of 16 to 90 into the expected release of quarter results before the bell on July 30.

Eli Lilly (LLY) July weekly call option implied volatility is at 64, August is at 34; compared to its 52-week range of 16 to 69 into the expected release of quarter results before the bell on July 30.

Electronic Arts (EA) July weekly call option implied volatility is at 81, August is at 37; compared to its 52-week range of 21 to 80 into the expected release of quarter results on July 30.

Expedia (EXPE) July weekly call option implied volatility is at 112, August is at 65; compared to its 52-week range of 21 to 253 into the expected release of quarter results before the bell on July 30.

Ford (F) July weekly call option implied volatility is at 81, August is at 55; compared to its 52-week range of 20 to 195 into the expected release of quarter results after the bell on July 30.

Gilead (GILD) July weekly call option implied volatility is at 51, August is at 31; compared to its 52-week range of 19 to 108 into the expected release of quarter results after the bell on July 30.

Mastercard (MA) July weekly call option implied volatility is at 30, August is at 46; compared to its 52-week range of 17 to 101 into the expected release of quarter results before the bell on July 30.

Live Nation (LYV) August call option implied volatility is at 60, September is at 57; compared to its 52-week range of 22 to 198 into the expected release of quarter results after the bell on July 30.

Molson Coors (TAP) July weekly call option implied volatility is at 110, August is at 51; compared to its 52-week range of 19 to 98 into the expected release of quarter results before the bell on July 30.

MGM Resorts (MGM) July weekly call option implied volatility is at 136, August is at 75; compared to its 52-week range of 20 to 337 into the expected release of quarter results after the bell on July 30.

Newmont (NEM) July weekly call option implied volatility is at 65, August is at 42; compared to its 52-week range of 19 to 115 into the expected release of quarter results before the bell on July 30.

Northrup Grumman (NOC) July weekly call option implied volatility is at 44, August is at 29; compared to its 52-week range of 17 to 86 into the expected release of quarter results before the bell on July 30.

Overstock (OSTK) July weekly call option implied volatility is at 198, August is at 120; compared to its 52-week range of 66 to 214 into the expected release of quarter results before the bell on July 30.

Proctor and Gamble (PG) July weekly call option implied volatility is at 40, August is at 22; compared to its 52-week range of 14 to 95 into the expected release of quarter results before the bell on July 30.

Shake Shack (SHAK) July weekly call option implied volatility is at 155, August is at 63; compared to its 52-week range of 31 to 184 into the expected release of quarter results after the bell on July 30.

Stanley Black & Decker (SWK) July weekly call option implied volatility is at 88, August is at 45; compared to its 52-week range of 14 to 97 into the expected release of quarter results before the bell on July 30.

Kraft Heinz (KHC) July weekly call option implied volatility is at 79, August is at 52; compared to its 52-week range of 22 to 127 into the expected release of quarter results before the bell on July 30.

PG&E (PCG) July weekly call option implied volatility is at 81, August is at 44; compared to its 52-week range of 47 to 253 into the expected release of quarter results on July 30.

UPS (UPS) July weekly call option implied volatility is at 81, August is at 34; compared to its 52-week range of 17 to 77 into the expected release of quarter before the bell on July 30. Call put ratio 4.3 calls to 1 put.

United States Steel (X) July weekly call option implied volatility is at 134, August is at 85; compared to its 52-week range of 48 to 173 into the expected release of quarter results after the bell on July 30. Call put ratio 3.9 calls to 1 put.

Waste Management (WM) August call option implied volatility is at 23, September is at 23; compared to its 52-week range of 14 to 81 into the expected release of quarter results before the bell on July 30.

World Wrestling (WWE) August call option implied volatility is at 66, September is at 45; compared to its 52-week range of 33 to 153 into the expected release of quarter results after the bell on July 30.

Xilinix (XLNX) July weekly call option implied volatility is at 81, August is at 40; compared to its 52-week range of 27 to 85 into the expected release of quarter results on July 30.

XPO Logistics (XPO) August call option implied volatility is at 58, September is at 50; compared to its 52-week range of 30 to 154 into the expected release of quarter results after the bell on July 30. Call put ratio 1 call to 2.5 puts.

Yum Brands (YUM) July weekly call option implied volatility is at 55, August is at 31; compared to its 52-week range of 14 to 90 into the expected release of quarter results on July 30.

Kodak (KODK) 30-day call option implied volatility is at 430; compared to its 52-week range of 77 to 285 as shares rally 305%. Call put ratio 1 call to 3.4 puts.

Increasing unusual option volume: KODK CCJ ELAN ARLO BLNK
Increasing unusual call option volume: CCJ ELAN VOD TUP LRN
Increasing unusual put option volume: VOD WKHS TUP CCJ RUN HBI
Options with decreasing option implied volatility: TSLA SAVE AAL SKX T HSY
Active options: AMD BA INTC KODK GE AAPL NIO TSLA MSFT AAL CCJ SBUX EBAY SHOP PFE TLRY SPCE TSM V FEYE