Mid-session IV Report July 31, 2020

Mid-session IV Report July 31, 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 FIT RDHL CLVS CCH FIZZ GSK EXAS

Popular stocks with increasing unusual volume: ROKU SPCE DKNG PINS QCOM NOK INTC OPK

IV comes in for large tech

Facebook (FB) August weekly call option implied volatility is at 35, August is at 33; compared to its 52-week range of 20 to 81 after quarter results. Call put ratio 2 calls to 1 put.

Amazon (AMZN) August weekly call option implied volatility is at 36, August is at 35; compared to its 52-week range of 16 to 68 after quarter results. Call put ratio 1.5 calls to 1 put.

Apple (AAPL) August weekly call option implied volatility is at 32, August is at 30; compared to its 52-week range of 18 to 90 after quarter results. Call put ratio 2.1 calls to 1 put.

Alphabet (GOOGL) August weekly call option implied volatility is at 29, August is at 28; compared to its 52-week range of 14 to 75 after quarter results. Call put ratio 1.4 calls to 1 put.

Technology Select Sector Spdr Fund (XLK) July weekly call option implied volatility is at 44, August is at 26; compared to its 52-week range of 13 to 93. Call put ratio 1.3 calls to 1 put.

DraftKings (DKNG) July weekly call option implied volatility is at 147, August is at 91; compared to its 52-week range of 54 to 142. Call put ratio 1.5 calls to 1 put with focus on July weekly 35 and 35.50 calls as shares sell off 2.6%.

Option implied volatility into quarter results

American International Group (AIG) August weekly call option implied volatility is at 62, August is at 52; compared to its 52-week range of 18 to 144 into expected release of quarter results after the bell on August 3.

Berkshire Hathaway (BRK.B) August weekly call option implied volatility is at 18, August is at 20; compared to its 52-week range of 12 to 79 into expected release of quarter results on August 3. Call put ratio 2.3 calls to 1 put.

Cirrus (CRUS) August weekly call option implied volatility is at 70, August is at 51; compared to its 52-week range of 27 to 93 into expected release of quarter results after the bell on August 3. Call put ratio 4.5 calls to 1 put with focus on August 60 calls.

Clorox (CLX) August weekly call option implied volatility is at 45, August is at 33; compared to its 52-week range of 15 to 81 into expected release of quarter results before the bell on August 3. Call put ratio 6 calls to 1 put with focus on August weekly calls.

Continental Resources (CLR) August weekly call option implied volatility is at 77, August is at 74; compared to its 52-week range of 36 to 253 into expected release of quarter results after the bell on August 3.

Hyatt Hotels (H) August weekly call option implied volatility is at 56, August is at 55; compared to its 52-week range of 18 to 214 into expected release of quarter results after the bell on August 3.

KLA Corp (KLAC) August weekly call option implied volatility is at 50, August is at 43; compared to its 52-week range of 26 to 96 into expected release of quarter results after the bell on August 3.

Take-Two Interactive (TTWO) August weekly call option implied volatility is at 68, August is at 48; compared to its 52-week range of 25 to 80 into expected release of quarter results after the bell on August 3.

Tyson (TSN) August weekly call option implied volatility is at 49, August is at 40; compared to its 52-week range of 21 to 113 into expected release of quarter results before the bell on August 3.

Virgin Galactic (SPCE) August weekly call option implied volatility is at 112, August is at 104; compared to its 52-week range of 39 to 237 into expected release of quarter results after the bell on August 3. Call put ratio 1.6 calls to 1 put.

Increasing unusual option volume: ZN KNDI PHM PRPL ELAN TAN SC BLNK XPO FIZZ
Increasing unusual call option volume: ZN KNDI PHM PRPL ELAN XPO COOP
Increasing unusual put option volume: WKHS UPWK SC EWH OPK ZEN XPO
Options with decreasing option implied volatility: TUP ACI APRN EXPE SPOT SHOP AMD KHC
Active options: AAPL FB AMD F MSFT AMZN GE TSLA PINS KODK NOK BA INTC QCOM NVDA OPK BAC ROKU WFC