Mid-session IV Report July 29, 2022

Mid-session IV Report July 29, 2022

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.

Option IV increases: SIGA CFVI VALE GETY BTI

Popular stocks with increasing volume: INTC AMD PBR ROKU F XOM AMC OXY MU

Option IV into last day of month and into quarter results

The Mosaic Company (MOS) August weekly call option implied volatility is at 77, August is at 66; compared to its 52-week range of 37 to 74 into the expected release of quarter results after the bell on August 1. Call put ratio 3.3 calls to 1 put as shares rally 1%.

Avis Budget (CAR) August weekly call option implied volatility is at 140, August is at 98; compared to its 52-week range of 52 to 186 into the expected release of quarter results after the bell on August 1. Call put ratio 2 calls to 1 put as shares rally 4%.

Advanced Micro Devices (AMD) August weekly call option implied volatility is at 70, August is at 55; compared to its 52-week range of 35 to 73 into the expected release of quarter results after the bell on August 2.

Caterpillar (CAT) August weekly call option implied volatility is at 44, August is at 34; compared to its 52-week range of 23 to 44 into the expected release of quarter results before the bell on August 2. Call put ratio 6 calls to 1 put as shares rally 3.4%.

Electronic Arts (EA) August weekly call option implied volatility is at 53, August is at 35; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on August 2.

Match Group (MTCH) August weekly call option implied volatility is at 92, August is at 67; compared to its 52-week range of 37 to 72 into the expected release of quarter results after the bell on August 2.

PayPay (PYPL) August weekly call option implied volatility is at 96, August is at 70; compared to its 52-week range of 24 to 84 into the expected release of quarter results after the bell on August 2.

SoFi Technologies (SOFI)ugu Ast weekly call option implied volatility is at 125, August is at 90; compared to its 52-week range of 59 to 122 into the expected release of quarter results after the bell on August 2.

Starbucks (SBUX) August weekly call option implied volatility is at 53, August is at 35; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on August 2.

Uber (UBER) August weekly call option implied volatility is at 108, August is at 78; compared to its 52-week range of 37 to 78 into the expected release of quarter results before the bell on August 2.

Options with decreasing option implied volatility: TDOC AMZN NCR META ETSY UPS HOG TMUS TXN
Increasing unusual option volume: FSLR INVH ICLN NOVA GETY SRPT FAZE ABB SLCA
Increasing unusual call option volume: CHPT PBR FSLR WPM SRPT GETY SLCA ABB EVFM BHC
Increasing unusual put option volume: GOOG ARKG FSLR INVH AVYA ROKU NTES MOMO
Active options: AMZN AAPL TSLA CHPT INTC AMD META PBR ROKU NVDA BABA F MSFT XOM GOOGL NFLX GOOG AMC OXY MU