Mid-session IV Report July 8, 2022

Mid-session IV Report July 8, 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: ACAD RDBX SRG TH PRPB IPOD PSTH REV MX

Popular stocks with increasing volume: RBLX NIO AFRM OXY C BBBY TWTR GME XOM

Faraday Future Intelligent Electric Inc (FFIE) 30-day option implied volatility is at 180; compared to its 52-week range of 93 to 296. Call put ratio 1 call to 1.2 puts.

Revlon (REV) 30-day option implied volatility is at 564; compared to its 52-week range of 55 to 615. Call put ratio 1.4 calls to 1 put.

Veru, Inc. (VERU) 30-day option implied volatility is at 185; compared to its 52-week range of 76 to 256. Call put ratio 1.1 calls to 1 put.

Humanigen Inc. (HGEN) 30-day option implied volatility is at 353; compared to its 52-week range of 106 to 342. Call put ratio 2.1 calls to 1 put as shares rally 17%.

Redbox Entertainment (RDBX) 30-day option implied volatility is at 652; compared to its 52-week range of 125 to 796. Call put ratio 35 calls to 1 put as shares rally 3.5%.

VistaGen Therapeutics (VTGN) 30-day option implied volatility is at 280; compared to its 52-week range of 20 to 433. Call put ratio 667 calls to 1 put with focus on November calls.

Options with decreasing option implied volatility: SOS KSS MU
Increasing unusual option volume: SWIR LEVI EWW SRG DBD SRG
Increasing unusual call option volume: EWW LEVI VS SRG UDN CLVS
Increasing unusual put option volume: IP SRG LEVI DISH EDU BBBY
Active options: TSLA AAPL AMZN RBLX NVDA AMC UPST AMD NIO META MARA MSFT AFRM OXY BAC BBBY TWTR BABA GME XOM