Mid-session IV Report January 3, 2024

Mid-session IV Report January 3, 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: SNAP APLS BILL SOFI WOLF ALGN TEAM META CLX AMZN WHR UPS TSLY HES SBUX QCOM EA GLW CAH

Popular stocks with increasing volume: PFE CSCO COIN C PLTR RIVN SOFI BAC INTC T

Finance tech option IV as share prices sell off

Upstart Holdings (UPST) 30-day option implied volatility is at 97; compared to its 52-week range of 73 to 159 as share price down 8.3%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 131 as share price down 5%.

Block (SQ) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 80 as share price down 5%.

PayPal (PYPL) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 59 as share price down 4.6%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 91; compared to its 52-week range of 47 to 100 as share price down 13.4%.

Option IV into quarter results

Cal-Maine Foods (CALM) January call option implied volatility is at 48, February is at 45; compared to its 52-week range of 23 to 88 into the expected release of quarter results today after the bell. Call put ratio 1 call to 15.5 puts with focus on January 47.50 puts.

Walgreens Boots (WBA) January weekly call option implied volatility is at 139, February is at 60; compared to its 52-week range of 21 to 55 into the expected release of quarter results before the bell on January 4. Call put ratio 2 calls to put.

ConAgra (CAG) January weekly option implied volatility is at 71, February is at 31; compared to its 52-week range of 14 to 31 to the expected release of quarter results before the bell on January 4. Call put ratio 4.8 calls to 1 put.

Lamb Weston (LW) January call option implied volatility is at 40, February is at 29; compared to its 52-week range of 17 to 81 into the expected release of quarter results before the bell on January 4.

Constellation Brands (STZ) January weekly call option implied volatility is at 59, February is at 28; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on January 5. Call put ratio 3.7 calls to 1 put.

Options with decreasing option implied volatility: SIRI CYTK
Increasing unusual option volume: CAN ARQT VNET ESPR PSTG ATUS SYY PLNT ULCC KD SSRM HIVE PCAR
Increasing unusual call option volume: CAN ARQT PSTG ESPR SYY PCAR SSRM PBRA ARWR CPB OCGN ALT
Increasing unusual put option volume: VNET CALM PSTG RKLB
Active options: TSLA AAPL NVDA AMD AMZN MARA MSFT PFE BABA META NIO CSCO COIN C PLTR RIVN SOFI BAC INTC T