Mid-session IV Report February 1, 2022

Mid-session IV Report February 1, 2022

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By monitoring this market data, traders can create strategies that capitalize on this often over looked information.

Options with increasing option implied volatility: VXRT BOIL PCG UNG IPOF CERN PCG AMD KIND GNRC QCOM AMZN PYPL FUN SEAS

Popular stocks with increasing volume: SOFI DKNG UPS BA

Option IV into quarter results and outlook

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 112, February is at 71; compared to its 52-week range of 29 to 73 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put with focus on February weekly 115 calls.

PayPal (PYPL) February weekly call option implied volatility is at 100, February is at 57; compared to its 52-week range of 24 to 56 into the expected release of quarter results today after the bell.

Electronic Arts (EA) February weekly call option implied volatility is at 84, February is at 46; compared to its 52-week range of 20 to 44 into the expected release of quarter results today after the bell.

Gilead (GILD) February weekly call option implied volatility is at 65, February is at 34; compared to its 52-week range of 17 to 40 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2 puts.

Match (MTCH) February weekly call option implied volatility is at 121, February is at 69; compared to its 52-week range of 32 to 66 into the expected release of quarter results today after the bell.

Starbucks (SBUX) February weekly call option implied volatility is at 67, February is at 38; compared to its 52-week range of 18 to 39 into the expected release of quarter results today after the bell.

General Motors (GM) February weekly call option implied volatility is at 74, February is at 52; compared to its 52-wo eek range of 29 to 66 into the expected release of quarter results today after the bell. Call put rati4 calls to 1 put.

Canadian Goose (GOOS) February weekly call option implied volatility is at 123, February is at 90; compared to its 52-week range of into the expected release of quarter results after the bell on February 2. Call put ratio 6 calls to 1 put with focus on February weekly 31 calls.

Capri (CPRI) February weekly call option implied volatility is at 133, February is at 75; compared to its 52-week range of 40 to 77 into the expected release of quarter results before the bell on February 2. Call put ratio 5.7 calls to 1 put.

Spotify (SPOT) February weekly call option implied volatility is at 131, February is at 79; compared to its 52-week range of 34 to 75 into the expected release of quarter results after the bell on February 2.

T-Mobile (TMUS) February weekly call option implied volatility is at 71, February is at 43; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on February 2. Call put ratio 1 call to 11 puts.

Wynn Resorts (WNYN) February weekly call option implied volatility is at 64, February is at 56; compared to its 52-w range of 33 to 66 into the expected release of quarter results on February 2. Call put ratio 3.6 calls to 1 put.

Snap (SNAP) February weekly call option implied volatility is at 235, February is at 118; compared to its 52-week range of 43 to 102 into the expected release of quarter results after the bell on February 2.

Ford (F) February weekly call option implied volatility is at 97, February is at 61; compared to its 52-week range of 33 to 75 into the expected release of quarter results after the bell on February 2.

Qualcomm (QCOM) February weekly call option implied volatility is at 100, February is at 58; compared to its 52-week range of 22 to 58 into the expected release of quarter results after the bell on February 2. Call put ratio 3 calls to 1 put.

Meta Platforms (FB) February weekly call option implied volatility is at 83, February is at 42; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on February 2.

Honeywell (HON) February weekly call option implied volatility is at 45, February is at 31; compared to its 52-week range of 17 to 31 into the expected release of quarter results after the bell on February 2. Call put ratio 1 call to 5.6 puts.

Amazon (AMZN) February weekly call option implied volatility is at 68, February is at 42; compared to its 52-week range of 19 to 46 into the expected release of quarter results after the bell on February 3.

Energy stocks IV amid WTI oil near 7-year highs and into OPEC+

EOG Resources (EOG) 30-day option implied volatility is a 45; compared to its 52-week range of 35 to 61 as shares rally 2.5% amid WTI oil near 7-year highs and into OPEC+.

Diamondback Energy (FANG) 30-day option implied volatility is at 58; compared to its 52-week range of 46 to 77. Call put ratio 4.5 calls to 1.

Schlumberger Ltd. (SLB) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 58. Call put ratio 3.9 calls to 1 put with focus on February 40.50 calls amid WTI oil near 7-year high end into OPEC+.

Halliburton (HAL) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 64.

Increasing unusual option volume: GES UBS ED IO PDSB
Increasing unusual call option volume: ED IO WM CRUS WTI UPS
Increasing unusual put option volume: ESSC MNST ITUB UPS HA BP AVXL
Options with decreasing option implied: CTXS UVXY LC FPAC HOOD TSLA TEAM WOLF MSFT NOW
Active options: T TSLA AAPL AMC NVDA AMD NIO XOM F UPS LCID PLTR SOFI FB MSFT BAC NFLX SQ HOOD BBIG