Mid-session IV Report July 30, 2024

Mid-session IV Report July 30, 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: BHC NVDL ALAB NVDA DELL FL MDB S OKTA BURL BBWI LULU MRVL DLTR ULTA NTAP CRM BBY SPR ALGM ACI SOUN

Popular stocks with increasing volume: SOFI PYPL CRWD PFE AMC BAC AVGO CVS AAL

Active options: NVDA TSLA SOFI PYPL CRWD AAPL PFE AMD TLRY AMZN AMC MSFT GOOGL BAC GOOG AVGO MARA MRK CVS AAL

Option IV into quarter results and FOMC meeting

Microsoft (MSFT) August weekly call option implied volatility is at 71, August is at 37; compared to its 52-week range of 16 to 34 into expected release of quarter results after the bell on July 30.

AMD (AMD) August weekly call option implied volatility is at 125, August is at 68; 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 2.4 calls to 1 put.

Starbucks (SBUX) August weekly call option implied volatility is at 95, August is at 47; compared to its 52-week range of 15 to 43 into expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

Pinterest (PINS) August weekly call option implied volatility is at 184, August is at 84; compared to its 52-week range of 23 to 74 into expected release of quarter results today after the bell.

First Solar (FSLR) August weekly call option implied volatility is at 114, August is at 69; compared to its 52-week range of 37 to 66 into expected release of quarter results today after the bell. Call put ratio 3.7 calls to 1 put with focus on August 2 weekly 240 calls.

Live Nation (LYV) August call option implied volatility is at 49, September is at 34; compared to its 52-week range of 23 to 77 into expected release of quarter results today after the bell. Call put ratio 4.5 calls to 1 put with focus on August 130 calls.

Skyworks (SWKS) August weekly call option implied volatility is at 94, August is at 50; compared to its 52-week range of 22 to 42 into expected release of quarter results today after the bell.

Qorvo (QRVO) August call option implied volatility is at 51, September is at 41; compared to its 52-week range of 23 to 47 into expected release of quarter results today after the bell.

Match Group (MTCH) August weekly call option implied volatility is at 103, August is at 57; compared to its 52-week range of 28 to 55 into expected release of quarter results today after the bell.

Meta Platforms (META) August weekly call option implied volatility is at 124, August is at 62; compared to its 52-week range of 24 to 53 into expected release of quarter results after the bell on July 31.

Mastercard (MA) August weekly call option implied volatility is at 52, August is at 58; compared to its 52-week range of 14 to 27 into expected release of quarter results before the bell on July 31.

T-Mobile (TMUS) August weekly call option implied volatility is at 57, August is at 32; compared to its 52-week range of 11 to 29 into expected release of quarter results before the bell on July 31.

Qualcomm (QCOM) August weekly call option implied volatility is at 106, August is at 57; compared to its 52-week range of 22 to 50 into expected release of quarter results after the bell on July 31.

Lam Research (LRCX) August weekly call option implied volatility is at 89, August is at 59; compared to its 52-week range of 26 to 48 into expected release of 26 to 47 quarter results after the bell on July 31. Call put ratio 1.7 calls to 1 put.

Boeing (BA) August weekly call option implied volatility is at 66, August is at 41; compared to its 52-week range of 22 to 39 into expected release of quarter results before the bell on July 31.

Carvana (CVNA) August weekly call option implied volatility is at 240, August is at 117; compared to its 52-week range of 61 to 130 into expected release of quarter results after the bell on July 31.

Options with decreasing option implied volatility: TSLL GME VKTX ALGN NYCB HOG BITI CHTR ENPH PYPL LW CMG TSLA IBM WHR GL AAL F NOW
Increasing unusual option volume: LUMN SFM IGT ALGM NSC ACI BN CERE HA LSCC LVS AM NEO EXC
Increasing unusual call option volume: SFM IGT LUMN LVS NSC HA MGA AM CP HWM TRU JBLU
Increasing unusual put option volume: JCI LSCC NSC EXC SYM MDLZ LUMN CRWD JBLU