Mid-session IV Report January 24, 2024

Mid-session IV Report January 24, 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 DWAC LQDA CART ADM WMT DD

Popular stocks with increasing volume: NFLX T SNOW SOFI PYPL PLTR VZ UAL MMM DIS VALE DWAC BAC

Option IV into release quarter results

Tesla (TSLA) January weekly call option implied volatility is at 115, February is at 55; compared to its 52-week range of 42 to 74 into the expected release of quarter results today after the bell.

International Business Machines (IBM) January weekly call option implied volatility is at 69, February is at 27; compared to its 52-week range of 13 to 29 into the expected release of quarter results today after the bell.

Service Now (NOW) January weekly call option implied volatility is at 87, February is at 37; compared to its 52-week range of 23 to 50 into the expected release of quarter results today after the bell.

Lam Research (LRCX) January weekly call option implied volatility is at 93, February is at 42; compared to its 52-week range of 26 to 47 into the expected release of quarter results today after the bell.

CSX Corp. (CSX) January weekly call option implied volatility is at 60, February is at 24; compared to its 52-week range of 15 to 32 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 97, February is at 41; compared to its 52-week range of 26 to 44 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put.

Seagate (STX) January weekly call option implied volatility is at 108, February is at 46; compared to its 52-week range of 25 to 45 into the expected release of quarter results today after the bell.

Visa (V) January weekly call option implied volatility is at 47, February is at 21; compared to its 52-week range of 13 to 27 into the expected release of quarter results after the bell on January 25.

Intel (INTC) January weekly call option implied volatility is at 114, February is at 47; compared to its 52-week range of 28 to 47 into the expected release of quarter results after the bell on January 25. Call put ratio 3.2 calls to 1 put.

T-Mobile (TMUS) January weekly call option implied volatility is at 52, February is at 22; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on January 25.

Comcast (CMCSA) January weekly call option implied volatility is at 73, February is at 32; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on January 25.
Union Pacific (UNP) January weekly call option implied volatility is at 53, February is at 23; compared to its 52-week range of 15 to 30 into the expected release of quarter results before the bell on January 25.
NextEra Energy (NEE) January weekly call option implied volatility is at 65, February is at 33; compared to its 52-week range of 17 to 69 into the expected release of quarter results before the bell on January 25.

Blackstone (BX) January weekly call option implied volatility is at 67, February is at 33; compared to its 52-week range of 25 to 60 into the expected release of quarter results before the bell on January 25.

KLA Corp (KLAC) January weekly call option implied volatility is at 86, February is at 38; compared to its 52-week range of 26 to 42 into the expected release of quarter results after the bell on January 25.

Northrop Gruman (NOC) January weekly call option implied volatility is at 50, February is at 24; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on January 25.

Capital One (COF) January weekly call option implied volatility is at 81, February is at 37; compared to its 52-week range of 24 to 54 into the expected release of quarter results after the bell on January 25.

Southwest Airlines (LUV) January weekly call option implied volatility is at 86, February is at 42; compared to its 52-week range of 25 to 46 into the expected release of quarter results before the bell on January 25.

American Airlines (AAL) January weekly call option implied volatility is at 80, February is at 43; compared to its 52-week range of 28 to 55 into the expected release of quarter results before the bell on January 25.

Levi Strauss (LEVI) February call option implied volatility is at 51, March is at 43; compared to its 52-week range of 25 to 99 into the expected release of quarter results after the bell on January 25.

Alaska Airlines (ALK) February call option implied volatility is at 41, March is at 37; compared to its 52-week range of 26 to 94 into the expected release of quarter results before the bell on January 25.

Mobileye (MBLY) February call option implied volatility is at 53, March is at 49; compared to its 52-week range of 33 to 106 into the expected release of quarter results before the bell on January 25. Call put ratio 3.9 calls to 1 put.

JetBlue (JBLU) January weekly call option implied volatility is at 100, February is at 76; compared to its 52-week range of 35 to 108 into the expected release of quarter results on January 25.

Options with decreasing option implied volatility: EDR NFLX DFS ALLY UAL GE ISRG RF PGR TSM FAST T TFC TXN
Increasing unusual option volume: DWAC LXRX ERIC COMM RUM BYD OVV ADMA HRTX ASML
Increasing unusual call option volume: DWAC LXRX RUM COMM ASML ADMA OVV LRN ASHR CWEB
Increasing unusual put option volume: KMB DWAC RUM MKC LOGI DD ACMR
Active options: TSLA BABA NVDA AMZN SAVE NIO T META SNOW SOFI PYPL PLTR MARA VZ UAL MMM DIS VALE DWAC BAC