Mid-session IV Report July 29, 2024

Mid-session IV Report July 29, 2024

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: ALAB BHC ANF FL DELL NVDA OKRA SPR BBWI DLTR LULU ULTA CRM NTAP PRCT RXST GKOS NOVA CMPS IOVA STAA ANF BYND FL PBI

Popular stocks with increasing volume: COIN GME INTC PFE BABA

Active options: NVDA TSLA AAPL AMD F PFE MARA SOFI MCD AMZN PLTR BABA MSFT GOOGL COIN RIOT CRWD CLSK GME INTC

Option IV into quarter results and FOMC meeting

Microsoft (MSFT) August weekly call option implied volatility is at 61, August is at 36; compared to its 52-week range of 16 to 34 into expected release of quarter results after the bell on July 30.

Advanced Micro (AMD) August weekly call option implied volatility is at 104, August is at 66; compared to its 52-week range of 34 to 58 into expected release of quarter results after the bell on July 30. Call put ratio 2 calls to 1 put.

Proctor & Gamble (PG) August weekly call option implied volatility is at 34, August is at 19; compared to its 52-week range of 10 to 24 into expected release of quarter results before the bell on July 30.

Merck (MRK) August weekly call option implied volatility is at 55, August is at 31; compared to its 52-week range of i15 to 26 into expected release of quarter results before the bell on July 30.

Pfizer (PFE) August weekly call option implied volatility is at 58, August is at 33; compared to its 52-week range of 19 to 34 into expected release of quarter results before the bell on July 30.

Stryker (SYK) August call option implied volatility is at 37, September is at 26; compared to its 52-week range of 15 to 62 into expected release of quarter results before the bell on July 30.

Rio Tinto (RIO) August call option implied volatility is at 31, September is at 23; compared to its 52-week range of 21 to 64 into expected release of quarter results after the bell on July 30.

American Tower (AMT) August call option implied volatility is at 30, September is at 26; compared to its 52-week range of 20 to 33 into expected release of quarter results before the bell on July 30.

BP (BP) August weekly call option implied volatility is at 48, August is at 29; compared to its 52-week range of 17 to 33 into expected release of quarter results before the bell on July 30.

Modelez (MDLZ) August weekly call option implied volatility is at 42, August is at 26; compared to its 52-week range of 12 to 29 into expected release of quarter results after the bell on July 30.

Starbucks (SBUX) August weekly call option implied volatility is at 89, August is at 49; compared to its 52-week range of 15 to 43 into expected release of quarter results after the bell on July 30.

PayPal (PYPL) August weekly call option implied volatility is at 100, August is at 56; compared to its 52-week range of 27 to 57 into expected release of quarter results after the bell on July 30.

Corning (GLW) August weekly call option implied volatility is at 69, August is at 48; compared to its 52-week range of 14 to 35 into expected release of quarter results before the bell on July 30.

Electronic Arts (EA) August weekly call option implied volatility is at 70, August is at 38; compared to its 52-week range of 14 to 30 into expected release of quarter results after the bell on July 30.

Options with decreasing option implied volatility: TSLL GME VKTX ALGN AMC SPOT HE ENPH QS HOG
Increasing unusual option volume: GXO ARLP AMRN FOSL NDAQ SGMO ACI
Increasing unusual call option volume: AMRN ARLP NDAQ FOSL ACI SGMO DXCM
Increasing unusual put option volume: CERE GFI ITB NDAQ BEN EMB MVIS LSCC TELL NWL