Daily IV Report
Mid-session IV Report July 6, 2022
Mid-session IV Report July 6, 2022 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. Option IV increases: CANO REV KOS BRCC VIX BHC UAA […]
Mid-session IV Report July 6, 2022
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.
Option IV increases: CANO REV KOS BRCC VIX BHC UAA LUMN CLX AKAM GLD
Popular stocks with increasing volume: RIVN NKLA PINS RIVN SNAP RBLX SOFI
Snap (SNAP) July call spreaders active
Snap (SNAP) 30-day option implied volatility is at 117; compared to its 52-week range of 43 to 128. Call put ratio 7.1 calls to 1 put with focus on July 17 and July weekly (22) 17 calls.
Airliner IV as WTI trades $95.50
American Airlines (AAL) 30-day option implied volatility is at 57; compared to its 52-week range of 39 to 87. Call put ratio 2 calls to 1 put.
Delta Air Lines (DAL) 30-day option implied volatility is at 70; compared to its 52-week range of 32 to 71. Call put ratio 4.3 calls to 1 put as shares sell off 1%.
Southwest Airlines (LUV) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 8. Call put ratio 3.6 calls to 1 put as shares sell off 1%.
United Airlines (UAL) 30-day option implied volatility is at 74; compared to its 52-week range of 37 to 87. Call put ratio 3 calls to 1 put as shares sell off 1.1%.
Solar stocks option IV as WTI Crude oil trades below $96
First Solar (FSLR) 30-day option implied volatility is at 58; compared to its 52-week range of 32 to 65.
Sunrun (RUN) 30-day option implied volatility is at 92; compared to its 52-week range of 57 to 136.
SunPower (SPWR) 30-day option implied volatility is at 84; compared to its 52-week range of 58 to 94.
Enphase Energy, Inc. (ENPH) 30-day option implied volatility is at 88; compared to its 52-week range of 49 to 97.
Options with decreasing option implied volatility: SOS KSS UMC
Increasing unusual option volume: RIVN RFP MOMO CANO EOSE TXMD
Increasing unusual call option volume: SNAP RFP CANO
Increasing unusual put option volume: MOMO WIX APRN
Active options: AAPL TSLA AMZN NKLA NVDA AMD META PINS RIVN MSFT SNAP LCID NIO F BABA RBLX TLRY MU AMC SOFI