Mid-session IV Report February 1, 2024

Mid-session IV Report February 1, 2024

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Options with increasing option implied volatility: OKTA NTAP DELL WDAY DPZ IMGN BUD TJX IOVA NYCB

Popular stocks with increasing volume: QCOM BA SOFI T BAC CCL AAL

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 2.9 puts as share price down 4.3%.

Option IV into release quarter results

Apple (AAPL) February weekly call option implied volatility is at 82, February is at 38; compared to its 52-week range of 16 to 34 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Amazon (AMZN) February weekly call option implied volatility is at 144, February is at 62; compared to its 52-week range of 23 to 54 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Meta (META) February weekly call option implied volatility is at 139, February is at 62; compared to its 52-week range of 24 to 60 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Skechers USA (SKX) February call option implied volatility is at 55, March is at 40; compared to its 52-week range of 22 to 72 into the expected release of quarter results today after the bell.

Exxon Mobil (XOM) February weekly call option implied volatility is at 45, February is at 26; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on February 2. Call put ratio 2.7 calls to 1 put.

Chevron (CVX) February weekly call option implied volatility is at 48, February is at 28; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on February 2.

AbbVie (ABBV) February weekly call option implied volatility is at 70, February is at 32; compared to its 52-week range of 16 to 28 into the expected release of quarter results before the bell on February 2. Call put ratio 1 call to 1.8 puts.

Bristol-Meyers Squib (BMY) February weekly call option implied volatility is at 96, February is at 44; compared to its 52-week range of 17 to 30 into the expected release of quarter results before the bell on February 2.

Cigna (CI) February weekly call option implied volatility is at 84, February is at 39; compared to its 52-week range of 17 to 30 into the expected release of quarter results before the bell on February 2.

Charter Communications (CHTR) February weekly call option implied volatility is at 133, February is at 56; compared to its 52-week range of 24 to 43 into the expected release of quarter results before the bell on February 2.

Options with decreasing option implied volatility: SOFI MANU WOLF GOOS ALGN SMCI MTCH INTC AAMD
Increasing unusual option volume: LXRX BALL THC BKR SAN PBI RUM QRVO NXT RKLB
Increasing unusual call option volume: THC LXRX BALL RUM NXT ALGN DWAC
Increasing unusual put option volume: BKR RKLB FHN BALL HON VLY CTVA THC WAL ZION FIS CMA FITB
Active options: TSLA MSFT GOOGL NVDA AMD AAPL PLUG QCOM AMZN BA SOFI SPWR T GOOG BAC CCL META SMCI MARA AAL