Mid-session IV Report July 30, 2020

Mid-session IV Report July 30, 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: TGTX INSG CGC FIT CRBP BLNK KIRK PRPL SYF MIK FB AMZN AAPL GOOG F SHAK LYV CL

Popular stocks with increasing unusual volume: QCOM UPS PYPL KODK NIO GE
Option implied volatility into quarter results

Facebook (FB) July weekly call option implied volatility is at 128, August is at 46; compared to its 52-week range of 20 to 81 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Amazon (AMZN) July weekly call option implied volatility is at 123, August is at 48; compared to its 52-week range of 16 to 68 into expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Apple (AAPL) July weekly call option implied volatility is at 88, August is at 35; compared to its 52-week range of 18 to 90 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Alphabet (GOOGL) July weekly call option implied volatility is at 100, August is at 35; compared to its 52-week range of 14 to 75 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Altice (ATUS) August call option implied volatility is at 46, September is at 40; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 5.4 calls to 1 put with focus on August 24 and 27calls.

Electronic Arts (EA) July weekly call option implied volatility is at 112, August is at 41; compared to its 52-week range of 21 to 80 into the expected release of quarter results today. Call put ratio 3.8 calls to 1 put.

Ford (F) July weekly call option implied volatility is at 125, August is at 58; compared to its 52-week range of 20 to 195 into the expected release of quarter results today after the bell.

Gilead (GILD) July weekly call option implied volatility is at 75, August is at 33; compared to its 52-week range of 19 to 108 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Live Nation (LYV) August call option implied volatility is at 61, September is at 59; compared to its 52-week range of 22 to 198 into the expected release of quarter results today after the bell.

MGM Resorts (MGM) July weekly call option implied volatility is at 177, August is at 76; compared to its 52-week range of 20 to 337 into the expected release of quarter results today after the bell.

Shake Shack (SHAK) July weekly call option implied volatility is at 175, August is at 68; compared to its 52-week range of 31 to 185 into the expected release of quarter results today after the bell.

Petro Bras (PBR) July weekly call option implied volatility is at 85, August is at 55; compared to its 52-week range of 25 to 225 into the expected release of quarter results. Call put ratio 1 call to 2.6 puts.

United States Steel (X) July weekly call option implied volatility is at 177, August is at 78; compared to its 52-week range of 48 to 173 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

XPO Logistics (XPO) August call option implied volatility is at 55, September is at 50; compared to its 52-week range of 30 to 154 into the expected release of quarter results today after the bell on July 30. Call put ratio 3 call to 1 put.

AbbVie (ABBV) July weekly call option implied volatility is at 66, August is at 29; compared to its 52-week range of 20 to 77into the expected release of quarter results before the bell on July 31.

Caterpillar (CAT) July weekly call option implied volatility is at 74, August is at 39; compared to its 52-week range of 20 to 96 into the expected release of quarter results before the bell on July 31.

Charter (CHTR) July weekly call option implied volatility is at 84, August is at 35; compared to its 52-week range of 17 to 59 into the expected release of quarter results before the bell on July 31.

Chevron (CVX) July weekly call option implied volatility is at 75, August is at 45; compared to its 52-week range of 15 to 113 into the expected release of quarter results before the bell on July 31.

Goodyear Tire (GT) July weekly call option implied volatility is at 130, August is at 71; compared to its 52-week range of 30 to 181 into the expected release of quarter results before the bell on July 31.

Merck (MRK) July weekly call option implied volatility is at 67, August is at 34; compared to its 52-week range of into 15 to 64 the expected release of quarter results before the bell on July 31.

Nokia (NOK) July weekly call option implied volatility is at 155, August is at 88; compared to its 52-week range of 24 to 115 into the expected release of quarter results before the bell on July 31. Call put ratio 1.8 calls to 1 put with focus on July weekly and August weekly 4.5 calls.

Increasing unusual option volume: KNDI ELAN BLNK ADMA PRPL
Increasing unusual call option volume: KNDI ELAN BLNK ADMA PRPL WKHS
Increasing unusual put option volume: EWG XLC FCAU MNK
Options with decreasing option implied volatility: APRN TUP ACI SKX CAR SHOP SPOT
Active options: AMD QCOM AAPL MSFT UPS PYPL BA BAC TSLA KODK INTC NIO GE FB JPM WFC MU BBBY PCG IDEX