Mid-session IV Report January 30, 2024

Mid-session IV Report January 30, 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: OKTA IOVA DELL CPNG BBY NTAP ZM DPZ WDAY HPQ BUD TJX SANM

Popular stocks with increasing volume: RIVN INTC PFE COIN PLTR BABA DIS GM

Option IV into earnings, outlook, FOMC policy decision and January employment report

Microsoft (MSFT) February weekly call option implied volatility is at 62, February is at 32; compared to its 52-week range of 18 to 33 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

Alphabet (GOOG) February weekly call option implied volatility is at 77, February is at 39; compared to its 52-week range of 19 to 43 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 126, February is at 69; compared to its 52-week range of 34 to 57 into the expected release of quarter results today after the bell.

Starbucks (SBUX) February weekly call option implied volatility is at 81, February is at 40; compared to its 52-week range of 15 to 34 into the expected release of quarter results today after the bell.

Electronic Arts (EA) February weekly call option implied volatility is at 73, February is at 35; compared to its 52-week range of 14 to 30 into the expected release of quarter results after the bell on January 30.

Match Group (MTCH) February weekly call option implied volatility is at 127, February is at 66; compared to its 52-week range of 35 to 68 into the expected release of quarter results after the bell on January 30. Call put ratio 1 call to 4 puts with focus on February weekly (2) 37.50 puts.

Nova Nordisk (NVO) February weekly call option implied volatility is at 74, February is at 41; compared to its 52-week range of 20 to 67 into the expected release of quarter results before the bell on January 31.

Mastercard (MA) February weekly call option implied volatility is at 40, February is at 23; compared to its 52-week range of 14 to 30 into the expected release of quarter results before the bell on January 31.

Novartis (NVS) February call option implied volatility is at 25, March is at 18; compared to its 52-week range of 13 to 70 into the expected release of quarter results before the bell on January 31.

Thermo Fisher Scientific (TMO) February weekly call option implied volatility is at 54, February is at 30; compared to its 52-week range of 18 to 31 into the expected release of quarter results before the bell on January 31.

Qualcomm (QCOM) February weekly call option implied volatility is at 80, February is at 41; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on January 31. Call put ratio 1 call to 3.9 puts.

Boeing (BA) February weekly call option implied volatility is at 65, February is at 40; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on January 31.

Boston Scientific (BSX) February weekly call option implied volatility is at 52, February is at 27; compared to its 52-week range of 17 to 33 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 3.3 puts.

Phillips 66 (PSX) February weekly call option implied volatility is at 41, February is at 27; compared to its 52-week range of 22 to 45 into the expected release of quarter results before the bell on January 31. Call put ratio 3.9 calls to 1 put.

Teva (TEVA) February weekly call option implied volatility is at 112, February is at 97; compared to its 52-week range of 25 to 53 into the expected release of quarter results before the bell on January 31. Call put ratio 27 calls to 1 put with focus on February 12 calls.

Apple (AAPL) February weekly call option implied volatility is at 50, February is at 28; compared to its 52-week range of 16 to 34 into the expected release of quarter results after the bell on February 1. Call put ratio 1 call to 1 put.

Amazon (AMZN) February weekly call option implied volatility is at 91, February is at 45; compared to its 52-week range of 23 to 54 into the expected release of quarter results after the bell on February 1.

Options with decreasing option implied volatility: DWAC IRBT MANU SOFI XRX NFLX SIRI STX T INTC CMCSA ELV ISRG
Increasing unusual option volume: NXE OPI ATUS ALTO UPS WHR
Increasing unusual call option volume: MPLX ALTO PTEN NXE
Increasing unusual put option volume: BKR SABR WULF WHR JOBY UPS VRT NXT
Active options: TSLA SOFI NVDA AAPL AMD MARA LCID MSFT RIVN INTC PFE COIN PLTR META GOOGL BABA DIS NFLX GM