Mid-session IV Report January 23, 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: CNVA EVEX IOVA U BYND W FL SQ DPZ ATVI YPF FL AAP DPZ WMT
Popular stocks with increasing volume: SQ NIO AMC SHOP BBBY W CRM COIN AFRM W
Option IV into quarter results
Microsoft (MSFT) January weekly call option implied volatility is at 58, February is at 33; compared to its 52-week range of 22 to 47 into the expected release of quarter results after the bell on January 24. Call put ratio 2.3 calls to 1 put.
Texas Instruments (TXN) January weekly call option implied volatility is at 56, 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 3.6 calls to 1 put.
Johnson & Johnson (JNJ) January weekly call option implied volatility is at 27, 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 61, 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 48, 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 38, February is at 26; compared to its 52-week range of 20 to 36 into the expected release of quarter results before the bell on January 24. Call put ratio 5.4 calls to 1 put.
Union Pacific (UNP) January weekly call option implied volatility is at 46, 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.
Lockheed Martin (LMT) January weekly call option implied volatility is at 42, February is at 26; 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 58, February is at 36; compared to its 52-week range of 29 to 251 into the expected release of quarter results before the bell on January 24. Call put ratio 1 call to 10.5 puts.
Intuitive Surgical (ISRG) January weekly call option implied volatility is at 64, 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 57, February is at 45; 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 91, February is at 44; compared to its 52-week range of 28 to 48 into the expected release of quarter results after the bell on January 24. Call put ratio 1 call to 4.8 puts.
Capital One (COF) January weekly call option implied volatility is at 69, February is at 41; 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 25, March is at 21; compared to its 52-week range of 19 to 74 into the expected release of quarter results after the bell on January 24. Call put ratio 7 calls to 1 put.
Tesla (TSLA) January weekly call option implied volatility is at 108, March is at 70; compared to its 52-week range of 49 to 96 into the expected release of quarter results after the bell on January 25.
Boeing (BA) January weekly call option implied volatility is at 55, February is at 37; compared to its 52-week range of into the expected release of quarter results before the bell on January 25.
Abbott Labs (ABT) January weekly call option implied volatility is at 40, February is at 27; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on January 25.
AT&T (T) January weekly call option implied volatility is at 53, February is at 28; compared to its 52-week range of 19 to 36 into the expected release of quarter results before the bell on January 25.
NextEra (NEE) February call option implied volatility is at 29, March is at 27; compared to its 52-week range of 21 to 61 into the expected release of quarter results before the bell on January 25.
U.S. Bancorp (USB) January weekly call option implied volatility is at 40, February is at 26; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 25.
General Dynamics (GD) January weekly call option implied volatility is at 39, February is at 26; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on January 25. Call put ratio 2.9 calls to 1 put.
Norfolk Southern (NSC) January weekly call option implied volatility is at 48, February is at 30; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on January 25.
Hess (HES) January weekly call option implied volatility is at 54, February is at 40; compared to its 52-week range of 37 to 61 into the expected release of quarter results before the bell on January 25.
Kimberly-Clark (KMB) January weekly call option implied volatility is at 46, February is at 24; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on January 25.
Nasdaq (NDAQ) February call option implied volatility is at 28, March is at 25; compared to its 52-week range of 19 to 64 into the expected release of quarter results before the bell on January 25.
IBM (IBM) January weekly call option implied volatility is at 52, February is at 29; compared to its 52-week range of 18 to 44 into the expected release of quarter results after the bell on January 25.
Service Now (NOW) January weekly call option implied volatility is at 90, February is at 54; compared to its 52-week range of 39 to 67 into the expected release of quarter results after the bell on January 25.
CSX (CSX) January weekly call option implied volatility is at 55, February is at 31; compared to its 52-week range of 22 to 40 into the expected release of quarter results after the bell on January 25. Call put ratio 20 calls to 1 put.
Lam Research (LRCX) January weekly call option implied volatility is at 66, February is at 46; compared to its 52-week range of 40 to 64 into the expected release of quarter results after the bell on January 25.
Las Vegas Sands (LVS) January weekly call option implied volatility is at 67, February is at 42; compared to its 52-week range of 39 to 72 into the expected release of quarter results on January 25.
Seagate (STX) January weekly call option implied volatility is at 87, February is at 50; compared to its 52-week range of 31 to 58 into the expected release of quarter results after the bell on January 25.
Levi Strauss (LEVI) February call option implied volatility is at 50, March is at 45; compared to its 52-week range of 34 to 99 into the expected release of quarter results after the bell on January 25. Call put ratio 8.6 calls to 1 put.
Options with decreasing option implied volatility: SI TAL NFLX COUP
Increasing unusual option volume: IGT ABEV IRBT KDP FCG BKKT INVZ EVGO
Increasing unusual call volume: IGT KDP XRX INVZ ATER W EVGO SKX VUZI GNUS
Increasing unusual put option volume: BKKT IGT AGQ EVGO FSM WISH OCGN CPB
Active options: TSLA AAPL AMD NVDA AMZN SQ META NFLX MSFT NIO AMC SHOP BBBY W GOOGL CRM COIN LCID MARA AFRM
