Mid-session IV Report January 31, 2024

Mid-session IV Report January 31, 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: RILY U AI PARA OKTA DELL NYCB CPNG NTAP ZM DPZ BBY WDAY CRM TJX BUD IMGN VLY RF KW

Popular stocks with increasing volume: SOFI BA SBUX C NIO INTC SMCI BAC

Option IV into release quarter results and FOMC policy decision

Qualcomm (QCOM) February weekly call option implied volatility is at 98, February is at 43; 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 1.1 puts.

Apple (AAPL) February weekly call option implied volatility is at 65, February is at 31; 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 1.4 calls to 1 put.

Amazon (AMZN) February weekly call option implied volatility is at 112, February is at 49; compared to its 52-week range of 23 to 54 into the expected release of quarter results after the bell on February 1. Call put ratio 2.9 calls to 1 put.
Meta (META) February weekly call option implied volatility is at 112, February is at 50; compared to its 52-week range of 24 to 60 into the expected release of quarter results after the bell on February 1. Call put ratio 2.8 calls to 1 put.

Merck (MRK) February weekly call option implied volatility is at 38, February is at 21; compared to its 52-week range of 17 to 26 into the expected release of quarter results before the bell on February 1.

Honeywell (HON) February weekly call option implied volatility is at 50, February is at 25; compared to its 52-week range of 15 to 26 into the expected release of quarter results before the bell on February 1.

Ferrari N.V (RACE) February weekly call option implied volatility is at 62, February is at 31; compared to its 52-week range of17 to 30 into the expected release of quarter results before the bell on February 1. Call put ratio 4.4 calls to 1 put.

Altria (MO) February weekly call option implied volatility is at 49, February is at 24; compared to its 52-week range of 13 to 24 into the expected release of quarter results before the bell on February 1.

Royal Caribbean (RCL) February weekly call option implied volatility is at 106, February is at 51; compared to its 52-week range of 30 to 57 into the expected release of quarter results before the bell on February 1.

Sirius XM (SIRI) February weekly call option implied volatility is at 142, February is at 85; compared to its 52-week range of 27 to 158 into the expected release of quarter results before the bell on February 1. Call put ratio 1 call to 7.5 puts with focus on March 4.5 and 5 puts.

Skechers USA (SKX) February call option implied volatility is at 52, March is at 37; compared to its 52-week range of 22 to 72 into the expected release of quarter results after the bell on February 1.

Exxon Mobil (XOM) February weekly call option implied volatility is at 38, February is at 25; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on February 2. Call put ratio 3.9 calls to 1 put.

Chevron (CVX) February weekly call option implied volatility is at 39, February is at 25; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on February 2.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 12; compared to its 52-week range of 10 to 24 into FOMC policy decision.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 29

iShares Russell 2000 (RUT) 30-day option implied volatility is at 16; compared to its 52-week range of 16 to 30. Call put ratio 1 call to 1.6 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 61.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 81. Call put ratio 1 call to 2.8 puts as share price down 3.1%.

Option IV amid Senate Judiciary Committee hearing

Meta Platforms (META) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 60 amid Senate Judiciary Committee hearing and quarter results.

Snap (SNAP) 30-day option implied volatility is at 96; compared to its 52-week range of 41 to 116 amid Senate Judiciary Committee hearing. Call put ratio 2.3 calls to 1 put as share price down 1.9%.

Options with decreasing option implied volatility: MANU IRBT SOFI LQDA XRX SMCI STX MTCH WDC TSLA INTC SBUX EA WHR CMCSA TEVA
Increasing unusual option volume: AMAM ITUB NDAQ VLY EXTR NYCB BMBL RILY
Increasing unusual call option volume: ASO AMSC NYCB EXTR RILY VLY
Increasing unusual put option volume: NDAQ VLY NYCB HBAN RF BMBL VNO WAL SYY VNET MTB SQM GSK MULN MAXN
Active options: TSLA AMD MSFT AAPL GOOGL NVDA SOFI BA SBUX GOOG AMZN C META NIO VLY INTC SMCI BAC MARA NFLX