Mid-session IV Report January 25, 2024

Mid-session IV Report January 25, 2024

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Mid-session IV Report January 25, 2024

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.

Options with increasing option implied volatility: CART ADM WMT MANU HUM UNH NANOS INTC BA

Popular stocks with increasing volume: AAL BA IBM INTC MARA RIVN T PYPL

Tesla option IV

Tesla (TSLA) January weekly call option implied volatility is at 74, February is at 51; compared to its 52-week range of 42 to 74 after quarter results. Call put ratio 1.1 calls to 1 put as share price down 10.4%.

General Motors (GM) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 46 into expected release of quarter results on January 30.

Ford Motor (F) 30-day option implied volatility is at 37; compared to its 52-week range of 26 to 566 into the expected release of quarter results on February 6.

Stellantis (STLA) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 422. Call put ratio 1 call to 4 puts with a focus on September puts.

Option IV into release quarter results

Visa (V) January weekly call option implied volatility is at 61, February is at 21; compared to its 52-week range of 13 to 27 into the expected release of quarter results today after the bell.

Intel (INTC) January weekly call option implied volatility is at 166, February is at 52; compared to its 52-week range of 28 to 47 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put.

T-Mobile (TMUS) January weekly call option implied volatility is at 74, February is at 24; compared to its 52-week range of 14 to 30 into the expected release of quarter results today after the bell.

KLA Corp (KLAC) January weekly call option implied volatility is at 110, February is at 39; compared to its 52-week range of 26 to 42 into the expected release of quarter results today after the bell.

Capital One (COF) January weekly call option implied volatility is at 110, February is at 37; compared to its 52-week range of 24 to 54 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Levi Strauss (LEVI) February call option implied volatility is at 51, March is at 43; compared to its 52-week range of 25 to 99 into the expected release of quarter results today after the bell.

American Express (AXP) January weekly call option implied volatility is at 77, February is at 28; compared to its 52-week range of 17 to 39 into the expected release of quarter results before the bell on January 26. Call put ratio 1 call to 1.3 puts.

Colgate-Palmolive (CL) January weekly call option implied volatility is at 63, February is at 19; compared to its 52-week range of 12 to 55 into the expected release of quarter results before the bell on January 26. Call put ratio 3.3 calls to 1 put with a focus on January weekly 79 calls.

Norfolk Southern (NSC) January weekly call option implied volatility is at 73, February is at 26; compared to its 52-week range of 19 to 34 into the expected release of quarter results before the bell on January 26. Call put ratio 8.4 calls to 1 put with a focus on January and February weekly calls.

Options with decreasing option implied volatility: JOBY IOVA EDR NFLX ALLY EDU HA GEO UAL STX GE ISRG ELV LUV RF HBAN T TXN CMCSA
Increasing unusual option volume: HEAR VLY XEL AMSC DWAC LQDA IBM HWM EWW HUM
Increasing unusual call option volume: AMSC HEAR IBM DWAC EWW NOK MODG ASML LLAP NOW
Increasing unusual put option volume: IMGN DWAC VLY EWW FXE NANOS IBM LUMN RUM XRX
Active options: TSLA AMD NVDA AAL AMZN BA AAPL IBM NFLX INTC GOOGL MARA RIVN META MSFT BABA T PYPL NIO GOOG

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