Mid-session IV Report July 29, 2021

Mid-session IV Report July 29, 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: PINS CPRI BTBT TAL SPRT PDD LC NTES DKS AMZN

Popular stocks with increasing volume: TLRY BABA PYPL QCOM PFE CLF ZM NIO SNOW NKLA

Option IV into quarter results and outlook

Amazon (AMZN) July weekly option implied volatility is at 71, August is at 30; compared to its 52-week range of 21 to 57 into expected release of quarter results on July 29. Call put ratio 1.8 calls to 1 put.

Pinterest (PINS) July weekly option implied volatility is at 229, August is at 70; compared to its 52-week range of 41 to 110 into expected release of quarter results on July 29. Call put ratio 1.1 call to 1 put.

First Solar (FSLR) July weekly option implied volatility is at 137, 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.

KLA Corp (KLAC) July weekly option implied volatility is at 83, August is at 34; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on July 29. Call put ratio 3.4 calls to 1 put.

MicroStrategy (MSTR) July weekly option implied volatility is at 115, August is at 92; compared to its 52-week range of 30 to 154 into the expected release of quarter results after the bell on July 29.

T Mobile (TMUS) July weekly option implied volatility is at 71, August is at 24; compared to its 52-week range of 19 to 41 into the expected release of quarter results after the bell on July 29.

Aon (AON) August call option implied volatility is at 24, September is at 22; compared to its 52-week range of 20 to 40 into the expected release of quarter results before the bell on July 30.

Bloomin Brands (BLMN) August call option implied volatility is at 58, September is at 51; compared to its 52-week range of 41 to 82 into the expected release of quarter results before the bell on July 30.

Capri Holdings (CPRI) July weekly call option implied volatility is at 145, August is at 51; compared to its 52-week range of 41 to 96 into the expected release of quarter results before the bell on July 30.Call put ratio 1 call to 2.3 puts.

Caterpillar (CAT) July weekly call option implied volatility is at 68, August is at 31; compared to its 52-week range of 23 to 42 into the expected release of quarter results before the bell on July 30.

Exxon Mobile (XOM) July weekly call option implied volatility is at 42, August is at 29; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on July 30.Call put ratio 4.8 calls to 1 put.

Colgate-Palmolive (CL) July weekly call option implied volatility is at 44, August is at 19; compared to its 52-week range of 14 to 31 into the expected release of quarter results before the bell on July 30.

Chevron (CVX) July weekly call option implied volatility is at 44, August is at 27; compared to its 52-week range of 24 to 51 into the expected release of quarter results before the bell on July 30.

Charter (CHTR) July weekly call option implied volatility is at 71, August is at 28; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on July 30.

Proctor & Gamble (PG) July weekly call option implied volatility is at 34, August is at 18; compared to its 52-week range of into the 15 to 27 into the expected release of quarter results before the bell on July 30.

MoneyGram (MGI) August call option implied volatility is at 93, September is at 82; compared to its 52-week range of 69 10 175 into the expected release of quarter results before the bell on July 30. Call put ratio 8 calls to 1 put with focus on August 10 and 12 calls.

Marin Software (MRIN) August call option implied volatility is at 185, September is at 180; compared to its 52-week range of 87 to 278 into the expected release of quarter results before the bell on July 30.

AbbVie (ABBV) July weekly option implied volatility is at 48, 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.

Aemetis (AMTX) 30-day option implied volatility is at 119; compared to its 52-week range of 113 to 321. Call put ratio 2.6 calls to 1 put.

Increasing unusual option volume: LC IAA CARR LKQ AJAX ING BCEL LC PFMT TPX LKQ LH
Increasing unusual call option volume: LC BTBT IAA OMER INFI RIO ZUO APT PFMT TPX INFI LH ZUO
Increasing unusual put option volume: TPX CARR CP BG SPRT QSR LC STM TTE ACIC
Options with decreasing option implied: CLDR FB TWTR JNPR HSY UPS XME INTC
Active options: F AMD AAPL FB TSLA DIDI UBER NOK TLRY BABA PYPL NVDA QCOM PFE CLF ZM NIO SNOW AMC NKLA