Mid-session IV Report January 22, 2024

Mid-session IV Report January 22, 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: ADM DWAC CVNA SMCI QS MOR IRBT MANU DWAC HLF M PLTR TTD UPWK ROKU ADM ANET SHOP TDOC TWLO TRIP DDOG NU MELI WBD HD ETSY

Popular stocks with increasing volume: PYPL BABA SOFI SMCI INTC CVNA SAVE COIN BAC AFRM

Stock movers option IV

Affirm Holdings (AFRM) 30-day option implied volatility is at 103; compared to its 52-week range of 64 to 138. Call put ratio 2.6 calls to 1 put as share price up 8%.

Palantir (PLTR) 30-day option implied volatility is at 72; compared to its 52-week range of 48 to 93. Call put ratio 3.8 calls to 1 put as share price up 5.7%.

iShares MSCI China ETF (MCHI) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 67. Call put ratio 4.5 calls to 1 put as share price down 3%.

Archer Daniels Midland (ADM) 30-day option implied volatility is at 40; compared to its 52-week range of 17 to 29. Call put ratio 1.1 calls to 1 put as share price down 19% after analyst downgrades.

Gilead Sciences (GILD) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 29. Call put ratio 1.1 calls to 1 put as share price down 9% after Phase 3 study fails to meet endpoint.

Option IV into release quarter results

United Airlines (UAL) January weekly call option implied volatility is at 80, February is at 48; compared to its 52-week range of 30 to 54 into the expected release of quarter results today after the bell on January 22.

Zions Bancorp (ZION) January weekly call option implied volatility is at 69, February is at 45; compared to its 52-week range of 27 to 205 into the expected release of quarter results today after the bell on January 22. Call put ratio 4 calls to 1 put.

Logitech (LOGI) February call option implied volatility is at 45, March is at 36; compared to its 52-week range of 19 to 81 into the expected release of quarter results today after the bell.

Johnson & Johnson (JNJ) January weekly call option implied volatility is at 27, 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.

Proctor & Gamble (PG) January weekly call option implied volatility is at 34, 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 96, February is at 47; 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 42, February is at 24; compared to its 52-week range of 15 to 34 into the expected release of quarter results before the bell on January 23. Call put ratio 3.5 calls to 1 put.

Texas Instruments (TXN) January weekly call option implied volatility is at 55, February is at 31; 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 59, 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 66, 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.

RTX (RTX) January weekly call option implied volatility is at 47, 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.

Lockheed Martin (LMT) January weekly call option implied volatility is at 38, 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.

Canadian National Railroad (CNI) February call option implied volatility is at 23, March is at 20; compared to its 52-week range of 14 to 68 into the expected release of quarter results after the bell on January 23. Call put ratio 1 call to 4.3 puts.

3M (MMM) January weekly call option implied volatility is at 53, February is at 29; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on January 23.

D.R. Horton (DHI) January weekly call option implied volatility is at 55, February is at 32; compared to its 52-week range of 24 to 40 into the expected release of quarter results before the bell on January 23.
Paccar (PCAR) February call option implied volatility is at 28, March is at 26; compared to its 52-week range of 19 to 60 into the expected release of quarter results before the bell on January 23.

Baker Hughs (BKR) February call option implied volatility is at 33, March is at 29; compared to its 52-week range of 24 to 89 into the expected release of quarter results after the bell on January 23.

Halliburton (HAL) January weekly call option implied volatility is at 47, February is at 36; compared to its 52-week range of 27 to 55 into the expected release of quarter results before the bell on January 23.
Steel Dynamics (STLD) February call option implied volatility is at 34, March is at 32; compared to its 52-week range of 27 to 93 into the expected release of quarter results after the bell on January 23.

Tesla (TSLA) January weekly call option implied volatility is at 80, February is at 51; 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: JBLU HA DFS FAST
Increasing unusual option volume: ATUS MCHI DWAC PAGP OUST VNOM RUM TDS NAK
Increasing unusual call option volume: BALL MCHI ATUS DWAC RUM OUST VNOM
Increasing unusual put option volume: MPLX IREN MRTX SSRM DWAC SSRM DHT
Active options: AMD NVDA AAPL TSLA PLTR AMZN PYPL BABA SOFI AMC META MARA MSFT SMCI INTC CVNA SAVE COIN BAC AFRM