Mid-session IV Report January 26, 2024

Mid-session IV Report January 26, 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: CART MANU ADM VTRS WMT IOVA JBLU

Popular stocks with increasing volume: INTC BA SAVE AAL IBM COIN PYPL SOFI AXP V

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 10 to 24 into FOMC meeting next week on January 30 with a policy decision on January 31.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 29 into FOMC meeting next week on January 30 with a policy decision on January 31.

Option IV into release quarter results

Nucor (NUE) February weekly call option implied volatility is at 48, February is at 36; compared to its 52-week range of 31 to 49 into the expected release of quarter results after the bell on January 29. Call put ratio 2.8 calls to 1 put with focus on September 200 calls.

Super Micro Computer (SMCI) February weekly call option implied volatility is at 110, February is at 82; compared to its 52-week range of 53 to 108 into the expected release of quarter results after the bell on January 29.

Cleveland Cliffs (CLF) February weekly call option implied volatility is at 61, February is at 47; compared to its 52-week range of 34 to 61 into the expected release of quarter results after the bell on January 29.
F5 (FFIV) February call option implied volatility is at 33, March is at 25; compared to its 52-week range of 16 to 61 into the expected release of quarter results after the bell on January 29.

SoFi Technologies (SOFI) February weekly call option implied volatility is at 170, February is at 119; compared to its 52-week range of 47 to 100 into the expected release of quarter results before the bell on January 29.

Whirlpool (WHR) February weekly call option implied volatility is at 64, February is at 46; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on January 29.

Crane Company (CR) February call option implied volatility is at 43, March is at 33; compared to its 52-week range of 20 to 38 into the expected release of quarter results after the bell on January 29.

Microsoft (MSFT) February weekly call option implied volatility is at 43, February is at 30; compared to its 52-week range of 18 to 33 into the expected release of quarter results after the bell on January 30.

Alphabet (GOOG) February weekly call option implied volatility is at 51, February is at 35; compared to its 52-week range of 19 to 43 into the expected release of quarter results after the bell on January 30.

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 83, February is at 61; compared to its 52-week range of 34 to 57 into the expected release of quarter results after the bell on January 30.

Options with decreasing option implied volatility: IOVA IRBT XOP EDU STX INTC UAL LRCX GE HA ISRG TXN T NOW
Increasing unusual option volume: TDS AXP XRX LEVI SKLZ ACIC BHC AMSC
Increasing unusual call option volume: AXP DWAC BHC LEVI RUM TDS IBM
Increasing unusual put option volume: DWAC IOVA NTES LEVI XRX PSEC INTC BE
Active options: TSLA INTC AMD NVDA AMZN MARA AAPL BA SAVE AAL IBM COIN NFLX PYPL META SOFI GOOGL MSFT AXP V