Mid-session IV Report July 31, 2024

Mid-session IV Report July 31, 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: IOVA NVDL ANF DELL S BURL OKTA LULU ULTA NTAP BBY CRM

Popular stocks with increasing volume: PYPL AVGO MU PINS SBUX PFE SOFI PLTR INTC CRWD TSM BA

Active options: MSFT AAPL PYPL AMZN AVGO MU PINS SBUX PFE SOFI PLTR INTC CRWD META TSM BA

Option IV into quarter results, FOMC meeting and last day of month

Meta Platforms (META) August weekly call option implied volatility is at 139, August is at 61; compared to its 52-week range of 24 to 53 into expected release of quarter results today after the bell.

Qualcomm (QCOM) August weekly call option implied volatility is at 122, August is at 56; compared to its 52-week range of 22 to 50 into expected release of quarter results today after the bell.

Carvana (CVNA) August weekly call option implied volatility is at 245, August is at 111; compared to its 52-week range of 61 to 130 into expected release of quarter results today after the bell.

Apple (AAPL) August weekly call option implied volatility is at 66, August is at 32; compared to its 52-week range of 16 to 30 into expected release of quarter results after the bell on August 1.

Amazon (AMZN) August weekly call option implied volatility is at 112, August is at 51; compared to its 52-week range of 22 to 49 into expected release of quarter results after the bell on August 1.

Intel (INTC) August weekly call option implied volatility is at 133, August is at 61; compared to its 52-week range of 28 to 50 into expected release of quarter results after the bell on August 1.

Bookings (BKNG) August weekly call option implied volatility is at 90, August is at 40; compared to its 52-week range of 20 to 38 into expected release of quarter results after the bell on August 1.

Coinbase (COIN) August weekly call option implied volatility is at 136, August is at 81; compared to its 52-week range of 59 to 103 into expected release of quarter results before the bell on August 1.

Moderna (MRNA) August weekly call option implied volatility is at 131, August is at 69; compared to its 52-week range of 40 to 66 into expected release of quarter results before the bell on August 1.

DoorDash (DASH) August weekly call option implied volatility is at 189, August is at 79; compared to its 52-week range of 32 to 69 into expected release of quarter results after the bell on August 1.

Block (SQ) August weekly call option implied volatility is at 195, August is at 84; compared to its 52-week range of 37 to 80 into expected release of quarter results after the bell on August 1.

MicroStrategy (MSTR) August weekly call option implied volatility is at 113, August is at 89; compared to its 52-week range of 55 to 165 into expected release of quarter results after the bell on August 1.

Rocket (RKT) August weekly call option implied volatility is at 176, August is at 73; compared to its 52-week range of 36 to 68 into expected release of quarter results after the bell on August 1. Call put ratio 50 calls to 1 put with focus on August 2 weekly 15 to 19 calls.

Roblox (RBLX) August weekly call option implied volatility is at 199, August is at 83; compared to its 52-week range of 34 to 87 into expected release of quarter results before the bell on August 1.

Options with decreasing option implied volatility: BHC GRPN LMND ACB PINS VKTX BYON ALGN QS CMG SYM CHTR BITO PYPL HOG
Increasing unusual option volume: CERE ABEV COMM TKO MCHI IGT ALGM LUMN DBI POWL
Increasing unusual call option volume: TKO GTHK DBI LUMN HSBC FVRR AEHR CMG BCS CIEN DAR GFI EGY GRPN NOG CNK
Increasing unusual put option volume: FGEN LSCC GPN SHW MAR TELL ALAB