Mid-session IV Report February 6, 2024

Mid-session IV Report February 6, 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: MANU NYCB SGML ANF ABR SE CPRI MDB BURL TGT CRWD RF ACI HBAN KR X

Popular stocks with increasing volume: BABA SMCI SOFI SNAP AMC COIN RIVN

Option IV into release quarter results

Chipotle Mexican (CMG) February weekly call option implied volatility is at 80, February is at 42; compared to its 52-week range of 15 to 40 into the expected release of quarter results today after the bell.

Amgen (AMGN) February weekly call option implied volatility is at 47, February is at 34; compared to its 52-week range of 16 to 27 into the expected release of quarter results today after the bell.

Snap (SNAP) February weekly call option implied volatility is at 273, February is at 161; compared to its 52-week range of 41 to 116 into the expected release of quarter results today after the bell.

Alibaba (BABA) February weekly call option implied volatility is at 88, February is at 59; compared to its 52-week range of 30 to 54 into the expected release of quarter results before the bell on February 7. Call put ratio 5.6 calls to 1 put with focus on February weekly calls.

Walt Disney (DIS) February weekly call option implied volatility is at 78, February is at 50; compared to its 52-week range of 20 to 39 into the expected release of quarter results after the bell on February 7. Call put ratio 2.5 calls to 1 put.

Uber (UBER) February weekly call option implied volatility is at 101, February is at 69; compared to its 52-week range of 30 to 60 into the expected release of quarter results before the bell on February 7.

CVS Health (CVS) February weekly call option implied volatility is at 67, February is at 40; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on February 7.

Arm Holdings (ARM) February weekly call option implied volatility is at 123, February is at 85; compared to its 52-week range of 35 to 69 into the expected release of quarter results after the bell on February 7.

McKesson (MCK) February weekly call option implied volatility is at 58, February is at 37; compared to its 52-week range of 16 to 27 into the expected release of quarter results after the bell on February 7.

PayPal (PYPL) February weekly call option implied volatility is at 110, February is at 69; compared to its 52-week range of 27 to 57 into the expected release of quarter results after the bell on February 7. Call put ratio 3.4 calls to 1 put.

Hilton (HLT) February call option implied volatility is at 35, March is at 24; compared to its 52-week range of 18 to 73 into the expected release of quarter results before the bell on February 7. Call put ratio 1 call to 5.7 puts.

Coty (COTY) February weekly call option implied volatility is at 103, February is at 63; compared to its 52-week range of 24 to 56 into the expected release of quarter results after the bell on February 7.

Mattel (MAT) February call option implied volatility is at 65, March is at 41; compared to its 52-week range of 23 to 51 into the expected release of quarter results after the bell on February 7.

China Movers as share price up

Pinduoduo (PDD) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 77. Call put ratio 2.2 calls to 1 pt as share price up 4%.

JD.com (JD) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 58. Call put ratio 5 calls to 1 put as share price up 6.3%.

Options with decreasing option implied volatility: MOR GOOS ALGN WOLF SYF TEAM PLTR SPOT MTCH EL TEVA AMZN SBUX IEP AMD ON META GOOG GOOGL
Increasing unusual option volume: CHGG NYCB ITUB PZZA EU URNJ CIEN GLNG TM SPOT CVNA
Increasing unusual call option volume: CNHI ITUB CNHI URNJ EU TM GLNG NVDS NYCB SPHR SPOT DWAC
Increasing unusual put option volume: RKLB CHGG RKLB FI NYCB LUMN COHR BYON SPR YUM HTZ EMB SYY PLTR SPOT DNB
Active options: TSLA NVDA ET AAPL PLTR META AMZN AMD GOOGL F MSFT BABA SMCI MARA GOOG SOFI SNAP AMC COIN RIVN