Mid-session IV Report January 24, 2023

Market Rebellion

This article was last updated on 01/24/2023.

Mid-session IV Report January 24, 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 AMPX FL DPZ WMT HZNP RIG MSFT T

Popular stocks with increasing volume: BBBY CZR RIG NIO GME VZ LCID SQ

Option IV into quarter results

Microsoft (MSFT) January weekly call option implied volatility is at 68, February is at 34; compared to its 52-week range of 22 to 47 into the expected release of quarter results today after the bell.

Texas Instruments (TXN) January weekly call option implied volatility is at 68, February is at 37; compared to its 52-week range of 23 to 44 into the expected release of quarter results today after the bell.

Capital One (COF) January weekly call option implied volatility is at 75, February is at 42; compared to its 52-week range of 21 to 42 into the expected release of quarter results today after the bell.

Tesla (TSLA) January weekly call option implied volatility is at 126, March is at 75; 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 65, February is at 38; 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 48, 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 58, February is at 32; 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. Call put ratio 7 calls to 1 put.

U.S. Bancorp (USB) January weekly call option implied volatility is at 47, February is at 27; 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 41, 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 53, February is at 31; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on January 25. Call put ratio 12.3 calls to 1 put.

Kimberly-Clark (KMB) January weekly call option implied volatility is at 61, February is at 25; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on January 25. Call put ratio 1 call to 2.5 puts.

IBM (IBM) January weekly call option implied volatility is at 62, February is at 32; 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 100, 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 61, February is at 32; 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 1 call to 3.2 puts.

Lam Research (LRCX) January weekly call option implied volatility is at 74, February is at 48; 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 72, February is at 42; compared to its 52-week range of 39 to 72 into the expected release of quarter results on January 25. Call put ratio 2.2 calls to 1 put.

Seagate (STX) January weekly call option implied volatility is at 98, February is at 51; compared to its 52-week range of 31 to 58 into the expected release of quarter results after the bell on January 25. Call put ratio 1 call to 31 puts.

Visa (V) January weekly call option implied volatility is at 52, February is at 26; compared to its 52-week range of 22 to 43 into the expected release of quarter results after the bell on January 26.

Intel (INTC) January weekly call option implied volatility is at 100, February is at 49; compared to its 52-week range of 27 to 58 into the expected release of quarter results after the bell on January 26.

Comcast (CMCSA) January weekly call option implied volatility is at 72, February is at 36; compared to its 52-week range of 23 to 47 into the expected release of quarter results before the bell on January 26.

Southwest Airlines (LUV) January weekly call option implied volatility is at 60, February is at 35; compared to its 52-week range of 30 to 58 into the expected release of quarter results before the bell on January 26.

American Airlines (AAL) January weekly call option implied volatility is at 74, February is at 47; compared to its 52-week range of 43 to 86 into the expected release of quarter results before the bell on January 26.

Options with decreasing option implied volatility: TAL NFLX PLD
Increasing unusual option volume: ARVL NWL UPWK BIGC CAKE FFIE PBI ATAI
Increasing unusual call volume: NWL UPWK BIGC LOGI CZR FFIE DFEN GOEV
Increasing unusual put option volume: NWL CAKE SBSW BKR SRPT CSX FFIE MMM
Active options: TSLA AAPL NVDA AMD AMZN BBBY NFLX META AMC MSFT GOOGL CZR GOOG RIG NIO GME MARA VZ LCID SQ

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