Mid-session IV Report February 2, 2023
The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option
Option IV increases: CVNA AI SI LCID ZM AEO VTRS TGT DLTR ROST SJR BTI AMC CVNA SI DIA
Popular stocks with increasing volume: SNAP AMC PTON SOFI CVNA INTC F COIN WFC PLTR BBBY
Tesla (TSLA) 30-day option implied volatility is at 74; compared to its 52-week range of 49 to 96. Call put ratio 2 calls put 1 as shares rally 7.5%.
Meta Platforms (META) February weekly call option implied volatility is at 94, February is at 53; compared to its 52-week range of 37 to 79 after quarter results and outlook. Call put ratio 1.7 calls to 1 put as shares rally 25%.
Option IV into quarter results and January jobs report
Amazon (AMZN) February weekly call option implied volatility is at 179, February is at 63; compared to its 52-week range of 29 to 61 into the expected release of quarter today results after the bell. Call put ratio 2.4 calls to 1 put as shares rally 5.4%.
Ford Motor (F) February weekly call option implied volatility is at 129, February is at 50; compared to its 52-week range of 35 to 63 into the expected release of quarter results today after the bell. Call put ratio 2.9 calls to 1 put as shares rally 3.4%.
Apple (AAPL) February weekly call option implied volatility is at 86, February is at 36; compared to its 52-week range of 23 to 45 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put as shares rally 2.8%.
Alphabet (GOOG) February weekly call option implied volatility is at 120, February is at 45; compared to its 52-week range of 26 to 49 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put as shares rally 6.5%.
Starbucks (SBUX) February weekly call option implied volatility is at 121, February is at 40; compared to its 52-week range of 25 to 44 into the expected release of quarter results today after the bell.
United States Steel (X) February weekly call option implied volatility is at 139, February is at 60; compared to its 52-week range of 48 to 78 into the expected release of quarter results today after the bell.
MicroStrategy (MSTR) February weekly call option implied volatility is at 186, February is at 107; compared to its 52-week range of 70 to 221 into the expected release of quarter results today after the bell.
Deckers Outdoor (DECK) February call option implied volatility is at 60, March is at 47; compared to its 52-week range of 37 to 102 into the expected release of quarter results today after the bell.
Skechers (SKX) February weekly call option implied volatility is at 163, February is at 55; compared to its 52-week range of 33 to 66 into the expected release of quarter results today after the bell.
Cirrus (CRUS) February call option implied volatility is at 53, March is at 41; compared to its 52-week range of 29 to 104 into the expected release of quarter results today after the bell.
SkyWest (SKYW) February call option implied volatility is at 65, March is at 58; compared to its 52-week range of 33 to 88 into the expected release of quarter results today after the bell.
GoPro (GPRO) February weekly call option implied volatility is at 190, February is at 68; compared to its 52-week range of 31 to 79 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put.
Cigna (CI) February weekly call option implied volatility is at 93, February is at 34; compared to its 52-week range of 21 to 36 into the expected release of quarter results before the bell on February 3. Call put ratio 2.7 calls to 1 put.
Options with decreasing option implied volatility: SNAP BEKE SOFI ALGN SPOT META SMCI UPS INTC SWK GSK EA TMUS GLW BSX CL COUP
Increasing unusual option volume: FUBO IAU XLC FLEX AI HIVE VRM ICLN SVC
Increasing unusual call volume: IAU XLC HIVE AI ICLN VRM SMAR FLEX ALGN
Increasing unusual put option volume: AI ALGN UBS SHLS HBI TECK
Active options: TSLA AMD AAPL NVDA AMZN META SNAP AMC PTON SOFI MSFT CVNA INTC F COIN LAZR WFC PLTR BBBY NFLX
