Mid-session IV Report January 29, 2024

Mid-session IV Report January 29, 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: NTAP DELL DPZ BUD ARLP CDLX U CELH AI SNOW DEO ZS WDAY CRM DNN PDD TJX

Popular stocks with increasing volume: SOFI INTC COIN PFE PDD DOS

The FOMC policy decision is on January 31

Microsoft (MSFT) February weekly call option implied volatility is at 55, February is at 32; compared to its 52-week range of 18 to 33 into the expected release of quarter results after the bell on January 30. Call put ratio 2.7 calls to 1 put.

Alphabet (GOOG) February weekly call option implied volatility is at 65, February is at 37; 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 110, February is at 69; compared to its 52-week range of 34 to 57 into the expected release of quarter results after the bell on January 30.

Danaher (DHR) February weekly call option implied volatility is at 51, February is at 32; compared to its 52-week range of 18 to 33 into the expected release of quarter results before the bell on January 30.

Pfizer (PFE) February weekly call option implied volatility is at 51, February is at 33; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on January 30.

United Parcel Service (UPS) February weekly call option implied volatility is at 78, February is at 38; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on January 30.

Stryker (SYK) February call option implied volatility is at 28, March is at 22; compared to its 52-week range of 16 to 67 into the expected release of quarter results after the bell on January 30.

Starbucks (SBUX) February weekly call option implied volatility is at 70, February is at 37; compared to its 52-week range of 15 to 34 into the expected release of quarter results after the bell on January 30.

Mondelez (MDLZ) February weekly call option implied volatility is at 38, February is at 22; compared to its 52-week range of 12 to 29 into the expected release of quarter results after the bell on January 30.

Chubb (CB) February call option implied volatility is at 24, March is at 19; compared to its 52-week range of 14 to 67 into the expected release of quarter results after the bell on January 30.

Canadian Pacific (CP) February call option implied volatility is at 24, March is at 21; compared to its 52-week range of 16 to 66 into the expected release of quarter results after the bell on January 30.

Marathon Petroleum (MPC) February weekly call option implied volatility is at 45, February is at 33; compared to its 52-week range of 23 to 45 into the expected release of quarter results before the bell on January 30.

General Motors (GM) February weekly call option implied volatility is at 60, February is at 39; compared to its 52-week range of 26 to 46 into the expected release of quarter results before the bell on January 30.

Sysco (SYY) February call option implied volatility is at 24, March is at 19; compared to its 52-week range of 11 to 65 into the expected release of quarter results before the bell on January 30. Call put ratio 1 call to 2 puts.

Electronic Arts (EA) February weekly call option implied volatility is at 63, February is at 34; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on January 30.

Corning (GLW) February weekly call option implied volatility is at 54, February is at 31; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on January 30.

Match Group (MTCH) February weekly call option implied volatility is at 115, February is at 64; compared to its 52-week range of 35 to 68 into the expected release of quarter results after the bell on January 30.

Polaris (PII) February call option implied volatility is at 49, March is at 38; compared to its 52-week range of 23 to 97into the expected release of quarter results before the bell on January 30.

Options with decreasing option implied volatility: DWAC IRBT AVXL NFLX EDU WDC UAL
Increasing unusual option volume: CDLX BKR IRBT EVA FRSH RUM KKR
Increasing unusual call option volume: FRSH IRBT KKR MSOX ARLP WDC CX
Increasing unusual put option volume: BAX BKR IMGN IRBT SYY CIFR
Active options: SOFI TSLA NVDA AMD AAPL AMZN MSFT MARA INTC META COIN NFLX WDC PLTR PFE PDD DIS IRBT BABA AMC