Mid-session IV Report July 8, 2020

Mid-session IV Report July 8, 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: NIO ETSY ET TEVA ASHR WMT

Popular stocks with increasing unusual volume: NIO WMT BABA NKLA ROKU PINS TWTR SNAP BABA BIIB UBER LYFT

Momentum

Twitter (TWTR) July weekly call option implied volatility is at 91, July is at 71; compared to its 52-week range of 38 to 126 as shares rally 7.5%. Call put ratio 10.8 calls to 1 put with focus on July calls.

Snap (SNAP) July weekly call option implied volatility is at 80, July is at 63; compared to its 52-week range of 27 to 127 as shares rally 5%. Call put ratio 3.3 calls to put.

Pinterest (PINS) 30-day option implied volatility is at 74; compared to its 26-week range of 39 to 154 as shares rally 4%. Call put ratio 4.2 calls to 1 put with focus on July and August calls.

Alibaba (BABA) 30-day option implied volatility is at 41; compared to its 52-week range of 22 to 63 into reports Alibaba’s Ant Financial is planning a Hong Kong IPO. Call put ratio 4 calls to 1 put with focus on January and June 2021 calls as shares rally 7%.

NVIDIA (NVDA) 30-day option implied volatility is at 42, compared to its 52-week range of 28 to 109 as shares at record high. Call put ratio 4.5 calls to 1 put with focus on July weekly and July calls.

Option implied volatility for Communication Services Sector SPDR ETF (XLC) Holdings

Services Sector SPDR ETF (XLC) Holdings 30-day option implied volatility is at 29, compared to its 52-week range of 12 to 68.

Walt Disney (DIS) 30-day option implied volatility is at 40, compared to its 52-week range of 18 to 103. Call put ratio 4.1 calls to 1 put with focus on July weekly calls.

Facebook (FB) 30-day option implied volatility is at 48, compared to its 52-week range of 21 to 82. Call put ratio 1.9 calls to 1 put with focus on July weekly 245 calls.

Alphabet (GOOGL) 30-day option implied volatility is at 35, compared to its 52-week range of 14 to 76. Call put ratio 4.4 calls to 1 put with focus on short duration calls.

Alphabet (GOOG) 30-day option implied volatility is at 35, compared to its 52-week range of 14 to 75. Call put ratio 3.3 calls to 1 put with focus on July weekly and July calls as shares rally 1%.

Walt Disney (DIS) 30-day option implied volatility is at 40, compared to its 52-week range of 18 to 103. Call put ratio 3.9 calls to 1 put with focus on July calls.

Charter Communications (CHTR) 30-day option implied volatility is at 33, compared to its 52-week range of 17 to 59.

AT&T (T) 30-day option implied volatility is at 32, compared to its 52-week range of 15 to 80. Call put ratio 2.3 calls to 1 put with focus on ATM July weekly and July calls.

Activision Blizzard (ATVI) 30-day option implied volatility is at 45, compared to its 52-week range of 23 to 89. Call put ratio 5.2 calls to 1 put with focus on June 2021 80 calls.

Verizon (VZ) 30-day option implied volatility is at 24, compared to its 52-week range of 12 to 72 amid tight seven-year trading range.

NetFlix (NFLX) 30-day option implied volatility is at 53, compared to its 52-week range of 27 to 99 as shares near record high. Call put ratio 3.4 calls to 1 put with focus on July weekly calls.

Ishares Msci Mexico Capped Etf (EWW) July weekly call option implied volatility is at 42, July is at 36, August is at 36; compared to its 52-week range of 15 to 105 into Mexico’s President Andrés Manuel López Obrador will visit the White House today. Call put ratio 1 call to 1.2 puts into Obrador’ s third trip abroad.

Increasing unusual option volume: CLNE WKHS AAP EB URBN FTI LEVI ASHR TME MHK
Increasing unusual call option volume: CLNE WKHS AAP EB URBN TME FTI SNPL ANGI PZZA
Increasing unusual put option volume: ERIC EB LEVI URBN WTRH URBN MITT NKLA GDS BIIB TME VAC NIO
Options with decreasing option implied volatility: INO BPY FDX STZ TIF GIS UUP
Active options: NIO AAPL WMT BABA NKLA TSLA MSFT FB BA AAL AMD SQ AMZN BAC TME TWTR ROKU SNAP JPM NVDA