Mid-session IV Report January 19, 2024

Mid-session IV Report January 19, 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: DWAC MOR MANU TTD HLF UPWK TWLO PLTR CAR ANET DKNG SHOP GNRC TRIP DASH NTNX GDDY DE XOP

Popular stocks with increasing volume: PYPL TSM SMCI BABA BA AVGO NIO W

Large Cap Tech option IV as share prices near record high

Alphabet (GOOGL) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 43 as share price near record high.

Meta Platforms (META) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 60 as share price at new high.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 25; compared to its 52-week range of 22 to 36 as share price up 1.5%.

Option IV into release quarter results

United Airlines (UAL) January weekly call option implied volatility is at 60, February is at 45; compared to its 52-week range of 30 to 54 into the expected release of quarter results after the bell on January 22.

Zions Bancorp (ZION) January weekly call option implied volatility is at 57, February is at 45; compared to its 52-week range of 27 to 205 into the expected release of quarter results after the bell on January 22.

Logitech (LOGI) February call option implied volatility is at 39, March is at 34; compared to its 52-week range of 19 to 81 into the expected release of quarter results after the bell on January 22.

Johnson & Johnson (JNJ) January weekly call option implied volatility is at 22, February is at 18; compared to its 52-week range of 11 to 21 into the expected release of quarter results before the bell on January 23. Call put ratio 7.8 calls to 1 put with focus on March calls.

Proctor & Gamble (PG) January weekly call option implied volatility is at 27, February is at 18; compared to its 52-week range of 12 to 24 into the expected release of quarter results before the bell on January 23.

Netflix (NFLX) January weekly call option implied volatility is at 73, February is at 45; compared to its 52-week range of 24 to 59 into the expected release of quarter results after the bell on January 23.

Verizon (VZ) January weekly call option implied volatility is at 33, February is at 23; compared to its 52-week range of 15 to 34 into the expected release of quarter results before the bell on January 23.

Texas Instruments (TXN) January weekly call option implied volatility is at 45, February is at 30; compared to its 52-week range of 19 to 34 into the expected release of quarter results after the bell on January 23.

General Electric (GE) January weekly call option implied volatility is at 49, February is at 31; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on January 23.

Intuitive Surgical (ISRG) January weekly call option implied volatility is at 53, February is at 35; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on January 23. Call put ratio 7.5 calls to 1 put.

RTX (RTX) January weekly call option implied volatility is at 37, February is at 27; compared to its 52-week range of 15 to 33 into the expected release of quarter results before the bell on January 23. Call put ratio 6.9 calls to 1 put with focus on February calls.

Lockheed Martin (LMT) January weekly call option implied volatility is at 28, February is at 21; compared to its 52-week range of 13 to 28 into the expected release of quarter results before the bell on January 23.

Tesla (TSLA) January weekly call option implied volatility is at 64, February is at 50; compared to its 52-week range of 42 to 74 into the expected release of quarter results after the bell on January 24.

Options with decreasing option implied volatility: DFS SCHW FAST JPM X UNG HA BITO BK
Increasing unusual option volume: TNK IRBT NTES JBHT TRV SATS ERJ NOV
Increasing unusual call option volume: BHC IRBT TRV TNK SATS NTES ENTG ERIC SAVE GCT
Increasing unusual put option volume: NTES IRBT BB JBHT PSNY BALL HIVE SAVE STT
Active options: AMD TSLA NVDA AAPL SAVE AMZN MSFT PYPL TSM META SMCI MARA BABA BA AMC GOOGL GOOG AVGO NIO IRBT
Active ETFs: SPY IWM QQQ XME SARK EMB EEM EWZ IWN