Mid-session IV Report January 25, 2023

Market Rebellion

This article was last updated on 01/25/2023.

Mid-session IV Report January 25, 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: DPZ FL VTRS WMT COUP HZNP BYND MPW DCT DIA

Popular stocks with increasing volume: SHOP BA SNAP AMC GME COIN MARA

Option IV into quarter results

Tesla (TSLA) January weekly call option implied volatility is at 145, March is at 76; compared to its 52-week range of 49 to 96 into the expected release of quarter results today after the bell.

IBM (IBM) January weekly call option implied volatility is at 74, February is at 32; compared to its 52-week range of 18 to 44 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.2 puts.

Service Now (NOW) January weekly call option implied volatility is at 117, February is at 55; compared to its 52-week range of 39 to 67 into the expected release of quarter results today after the bell.

Lam Research (LRCX) January weekly call option implied volatility is at 84, February is at 50; compared to its 52-week range of 40 to 64 into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 86, February is at 42; compared to its 52-week range of 39 to 72 into the expected release of quarter results today. Call put ratio 1.2 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 today after the bell.

Levi Strauss (LEVI) February call option implied volatility is at 57, March is at 46; compared to its 52-week range of 34 to 99 into the expected release of quarter results today after the bell.

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 125, February is at 51; 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 80, 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 68, February is at 39; compared to its 52-week range of 30 to 58 into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 2.5 puts.

American Airlines (AAL) January weekly call option implied volatility is at 97, February is at 51; compared to its 52-week range of 43 to 86 into the expected release of quarter results before the bell on January 26.

Mastercard (MA) January weekly call option implied volatility is at 59, February is at 30; compared to its 52-week range of 24 to 44 into the expected release of quarter results before the bell on January 26.

Northrop (NOC) January weekly call option implied volatility is at 51, February is at 32; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 26. Call put ratio 6.2 calls to 1 put.

Blackstone (BX) January weekly call option implied volatility is at 77, February is at 46; compared to its 52-week range of 35 to 59 into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 1.5 puts.

Valero (VLO) January weekly call option implied volatility is at 61, February is at 39; compared to its 52-week range of 35 to 61 into the expected release of quarter results before the bell on January 26.

Dow (DOW) January weekly call option implied volatility is at 52, February is at 32; compared to its 52-week range of 25 to 43 into the expected release of quarter results before the bell on January 26. Call put ratio 2.8 calls to 1 put.

Nucor (NUE) January weekly call option implied volatility is at 67, February is at 40; compared to its 52-week range of 36 to 60 into the expected release of quarter results before the bell on January 26.

Rockwell (ROK) February call option implied volatility is at 40, March is at 34; compared to its 52-week range of 24 to 87 into the expected release of quarter results before the bell on January 26.

Mobileye (MBLY) February call option implied volatility is at 83, March is at 77; compared to its 52-week range of 59 to 113 into the expected release of quarter results before the bell on January 26.

Tractor Supply (TSCO) January weekly call option implied volatility is at 37, February is at 31; compared to its 52-week range of 27 to 44 into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 17 puts.

Alaska Air (ALK) February call option implied volatility is at 35, March is at 34; compared to its 52-week range of 31 to 97 into the expected release of quarter results before the bell on January 26.

KLA Corp (KLAC) January weekly call option implied volatility is at 80, February is at 45; compared to its 52-week range of 36 to 58 into the expected release of quarter results after the bell on January 26.

Options with decreasing option implied volatility: UVIX VERU TAL NFLX GE SBSW DFS JEPI AUY DHR T VZ PG
Increasing unusual option volume: GLOB LSPD COMP GOEV LRN PGEN
Increasing unusual call volume: GOEV LSPD GLOB PGEN SMAR
Increasing unusual put option volume: GLW SAVE BLOK CRK ISRG GD INDA
Active options: MSFT TSLA AAPL AMZN NVDA AMD SHOP T GOOGL META BA BBBY MPW NFLX SNAP GOOG COIN MARA AMC GME

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