Mid-session IV Report January 19, 2023

Market Rebellion

This article was last updated on 01/19/2023.

Mid-session IV Report January 19, 2023

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.

Option IV increases: AMC VERU YPF BITO ATVI JEPI ALLY

Popular stocks with increasing volume: ALL QCOM SOFI NIO BBBY AMC F AAL COIN CVNA

Option IV into quarter results

Netflix (NFLX) January call option implied volatility is at 215, February is at 73; compared to its 52-week range of 38 to 86 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

SLB (SLB) January call option implied volatility is at 93, February is at 42; compared to its 52-week range of 38 to 61 into the expected release of quarter results before the bell on January 20. Call put ratio 3 calls to 1 put.

State Street (STT) January call option implied volatility is at 101, February is at 38; compared to its 52-week range of 28 to 89 into the expected release of quarter results before the bell on January 20.

Ally Financial (ALLY) January call option implied volatility is at 174, February is at 58; compared to its 52-week range of 31 to 94 into the expected release of quarter results before the bell on January 20. Call put ratio 1 call to 7.5 puts as shares sell off 5.5%.

Regions Financial (RF) January call option implied volatility is at 88, February is at 36; compared to its 52-week range of 28 to 89 into the expected release of quarter results before the bell on January 20. Call put ratio 1 call to 2.7 puts.

Huntington Bancshares (HBAN) January call option implied volatility is at 83, February is at 33; compared to its 52-week range of 25 to 49 into the expected release of quarter results before the bell on January 20. Call put ratio 3.5 calls to 1 put.

Movers

Planet Fitness (PLNT) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 91. Call put ratio 1 call to 24 puts with focus on January 80 puts as shares sell off 2.2%.

FIS (FIS) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 208. Call put ratio 21 calls to put with focus on January calls as shares rally 1.3%.

Capital One Financial (COF) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 53 as shares sell off 5.8%.

American Express (AXP) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 2 puts as shares sell off 3%.

Synchrony Financial (SYF) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 57. Call put ratio 1 call to 4.3 puts as shares sell off 5%.

Bread Financial Holdings, Inc. (BFH) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 97 as shares sell off 3.9%.

Block (SQ) 30-day option implied volatility is at 65; compared to its 52-week range of 58 to 109 as shares sell off 3%.

PayPal (PYPL) 30-day option implied volatility is at 54; compared to its 52-week range of 42 to 84 as shares sell off 1.2%.

Upstart Holdings (UPST) 30-day option implied volatility is at 115; compared to its 52-week range of 86 to 166 as shares sell off 6.4%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 122; compared to its 52-week range of 91 to 214 as shares sell off 5.8%.

Allstate (ALL) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 72 as shares sell off 5.7%. Call put ratio 1 call to 5.6 puts with focus on January puts.

Options with decreasing option implied volatility: AMPX VTRS KBH HZNP BK EMB
Increasing unusual option volume: FIS VLTA LBTYA ZYME KOPN RACE SCHW EZU DFS NOTV ALL
Increasing unusual call volume: PLNT FIS FEZ VLTA SCHW ZYME KOPN RACE AMLX DFS
Increasing unusual put option volume: ALL MLCO LEVI CMRE FFIE KEY SRG RACE TPR OCGN DFS
Active options: TSLA AAPL AMZN AMD NVDA META BAC BBBY MSFT AMC F BABA SOFI AAL MARA COIN NFLX GOOG GOOGL CVNA

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