Mid-session IV Report January 20, 2023

Market Rebellion

This article was last updated on 01/20/2023.

Mid-session IV Report January 20, 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: YPF ATVI VOO CSCO

Popular stocks with increasing volume: BBBY SLB AMC INTC COIN RIOT F DIS ALLY

Option IV into quarter results

Baker Hughes Company (BKR) February call option implied volatility is at 44, March is at 41; compared to its 52-week range of 34 to 100 into the expected release of quarter results before the bell on January 23. Call put ratio 5 calls to 1 put.

Logitech (LOGI) February call option implied volatility is at 43, March is at 37; compared to its 52-week range of 32 to 96 into the expected release of quarter results after the bell on January 23.

Zions (ZION) February call option implied volatility is at 35, March is at 32; compared to its 52-week range of 28 to 94 into the expected release of quarter results after the bell on January 23.

Microsoft (MSFT) January weekly call option implied volatility is at 47, February is at 35; compared to its 52-week range of 22 to 47 into the expected release of quarter results after the bell on January 24.

Texas Instruments (TXN) January weekly call option implied volatility is at 45, February is at 36; compared to its 52-week range of 23 to 44 into the expected release of quarter results after the bell on January 24. Call put ratio 1 call to 2 puts.

Johnson & Johnson (JNJ) January weekly call option implied volatility is at 22, February is at 18; compared to its 52-week range of 13 to 24 into the expected release of quarter results before the bell on January 24.

Danaher (DHR) January weekly call option implied volatility is at 47, February is at 34; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on January 24.

Verizon (VZ) January weekly call option implied volatility is at 42, February is at 29; compared to its 52-week range of 17 to 36 into the expected release of quarter results before the bell on January 24.

Raytheon Technologies (RTX) January weekly call option implied volatility is at 32, February is at 25; compared to its 52-week range of 20 to 36 into the expected release of quarter results before the bell on January 24.

Union Pacific (UNP) January weekly call option implied volatility is at 38, February is at 28; compared to its 52-week range of 20 to 37 into the expected release of quarter results before the bell on January 24. Call put ratio 1 call to 1.3 puts.

Lockheed Martin (LMT) January weekly call option implied volatility is at 33, February is at 25; compared to its 52-week range of 19 to 39 into the expected release of quarter results before the bell on January 24.

General Electric (GE) January weekly call option implied volatility is at 48, February is at 38; compared to its 52-week range of 29 to 251 into the expected release of quarter results before the bell on January 24.

Intuitive Surgical (ISRG) January weekly call option implied volatility is at 52, February is at 40; compared to its 52-week range of 30 to 52 into the expected release of quarter results after the bell on January 24.

Haliburton (HAL) January weekly call option implied volatility is at 48, February is at 44; compared to its 52-week range of 41 to 63 into the expected release of quarter results before the bell on January 24.

F5 (FFIV) January weekly call option implied volatility is at 74, February is at 49; compared to its 52-week range of 28 to 48 into the expected release of quarter results after the bell on January 24.

3M Co. (MMM) January weekly call option implied volatility is at 40, February is at 31; compared to its 52-week range of 21 to 42 into the expected release of quarter results before the bell on January 24.

Capital One (COF) January weekly call option implied volatility is at 57, February is at 45; compared to its 52-week range of 21 to 42 into the expected release of quarter results after the bell on January 24.

Canadian Railroad (CNI) February call option implied volatility is at 26, March is at 22; compared to its 52-week range of 19 to 74 into the expected release of quarter results after the bell on January 24.

Options with decreasing option implied volatility: CVNA SI AMPX GME TAL NFLX COUP
Increasing unusual option volume: TXT ALLY SCI DBI RL GGB
Increasing unusual call volume: TXT RL ALLY DBI PHM ABB PAA PD GGB PPG
Increasing unusual put option volume: LYB TIGR ALLY BHC KHC SPWR OCGN SIVB
Active options: TSLA NFLX AAPL GOOGL AMZN GOOG META NVDA BABA MSFT BBBY AMD SLB AMC INTC COIN RIOT F DIS ALLY

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