Mid-session IV Report February 1, 2023

Mid-session IV Report February 1, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option

Option IV increases: UVIX AI LCID ZM OKTA JWN TGT AEO BURL DLTR KR ROST DELL APLS YEXT LPSN SYF

Popular stocks with increasing volume: AMC PTON SOFI RIG INTC F BA M CVNA BIDU COIN

Option IV into quarter results and FOMC meeting

Meta Platforms (META) February weekly call option implied volatility is at 163, February is at 73; compared to its 52-week range of 37 to 79 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put with focus on February weekly 150 calls.

Amazon (AMZN) February weekly call option implied volatility is at 130, February is at 60; compared to its 52-week range of 29 to 61 into the expected release of quarter results after the bell on February 2. Call put ratio 1.9 calls to 1 put.

Ford Motor (F) February weekly call option implied volatility is at 100, February is at 49; compared to its 52-week range of 35 to 63 into the expected release of quarter results after the bell on February 2. Call put ratio 2.9 calls to 1 put.

Apple (AAPL) February weekly call option implied volatility is at 76, February is at 39; compared to its 52-week range of 23 to 45 into the expected release of quarter results after the bell on February 2.

Alphabet (GOOG) February weekly call option implied volatility is at 93, February is at 45; compared to its 52-week range of 26 to 49 into the expected release of quarter results after the bell on February 2.

ConocoPhillips (COP) February weekly call option implied volatility is at 67, February is at 41; compared to its 52-week range of 33 to 56 into the expected release of quarter results before the bell on February 2. Call put ratio 1.7 calls to 1 put.

Eli Lilly (LLY) February weekly call option implied volatility is at 60, February is at 31; compared to its 52-week range of 25 to 38 into the expected release of quarter results before the bell on February 2. Call put ratio 2 calls to 1 put.

Merck (MRK) February weekly call option implied volatility is at 46, February is at 26; compared to its 52-week range of 20 to 29 into the expected release of quarter results before the bell on February 2. Call put ratio 3.3 calls to 1 put.

Bristol Meyers (BMY) February weekly call option implied volatility is at 38, February is at 24; compared to its 52-week range of 18 to 30 into the expected release of quarter results before the bell on February 2. Call put ratio 3.9 calls to 1 put.

Starbucks (SBUX) February weekly call option implied volatility is at 90, February is at 39; compared to its 52-week range of 25 to 44 into the expected release of quarter results after the bell on February 2.

Honeywell (HON) February weekly call option implied volatility is at 56, February is at 28; compared to its 52-week range of 18 to 35 into the expected release of quarter results before the bell on February 2.

Gilead (GILD) February weekly call option implied volatility is at 74, February is at 33; compared to its 52-week range of 19 to 40 into the expected release of quarter results after the bell on February 2. Call put ratio 4.3 calls to 1 put.

Hershey (HSY) February weekly call option implied volatility is at 50, February is at 27; compared to its 52-week range of 17 to 27 into the expected release of quarter results before the bell on February 2.

Ralph Lauren (RL) February call option implied volatility is at 54, March is at 40; compared to its 52-week range of 35 to 96 into the expected release of quarter results on February 2.

United States Steel (X) February weekly call option implied volatility is at 113, February is at 69; compared to its 52-week range of 48 to 78 into the expected release of quarter results after the bell on February 2.

Harley-Davidson (HOG) February weekly call option implied volatility is at 123, February is at 54; compared to its 52-week range of 33 to 61 into the expected release of quarter results before the bell on February 2. Call put ratio 1.7 calls to 1 put.

Penn Entertainment (PENN) February weekly call option implied volatility is at 138, February is at 59; compared to its 52-week range of 46 to 80 into the expected release of quarter results before the bell on February 2. Call put ratio 13.9 calls to 1 put.

MicroStrategy (MSTR) February weekly call option implied volatility is at 123, February is at 99; compared to its 52-week range of 70 to 221 into the expected release of quarter results after the bell on February 2.

Canada Goose (GOOS) February weekly call option implied volatility is at 200, February is at 94; compared to its 52-week range of 47 to 93 into the expected release of quarter results before the bell on February 2. Call put ratio 1 call to 4.6 puts.

Deckers Outdoor (DECK) February call option implied volatility is at 59, March is at 42; compared to its 52-week range of 37 to 102 into the expected release of quarter results after the bell on February 2. Call put ratio 1 call to 2.9 puts.

Estee Lauder (EL) February call option implied volatility is at 44, March is at 34; compared to its 52-week range of 28 to 89 into the expected release of quarter results before the bell on February 2. Call put ratio 1 call to 4.5 puts.

Skechers (SKX) February weekly call option implied volatility is at 130, February is at 57; compared to its 52-week range of 33 to 66 into the expected release of quarter results after the bell on February 2. Call put ratio 2.9 calls to 1 put.

Cirrus (CRUS) February call option implied volatility is at 55, March is at 42; compared to its 52-week range of 29 to 104 into the expected release of quarter results after the bell on February 2.

SkyWest (SKYW) February call option implied volatility is at 67, March is at 54; compared to its 52-week range of 33 to 88 into the expected release of quarter results after the bell on February 2.

GoPro (GPRO) February weekly call option implied volatility is at 167, February is at 70; compared to its 52-week range of 31 to 79 into the expected release of quarter results after the bell on February 2. Call put ratio 2.8 calls to 1 put.

Cigna (CI) February weekly call option implied volatility is at , February is at ; compared to its 52-week range of into the expected release of quarter results before the bell on February 3.

Option IV for card companies amid CFPB proposes lowering excessive credit card late fee cap to $8

Synchrony Financial (SYF) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 57 amid CFPB proposes lowering excessive credit card late fee cap to $8. Call put ratio 1 call to 4.1 puts as shares sell off 6.6%.

American Express (AXP) 30-day option implied volatility is at 26; compared to its 52-week range of 24 to 49. Call put ratio 1 call to 2.3 puts.

Capital One Financial (COF) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 53 as shares sell off 2.5%.

Visa (V) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 43.

MasterCard (MA) 30-day option implied volatility is at 24; compared to its 52-week range of 22 to 44.

Discover Financial Services (DFS) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 54.

Affirm Holdings (AFRM) 30-day option implied volatility is at 129; compared to its 52-week range of 91 to 214.

PayPal (PYPL) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 84.

Upstart Holdings (UPST) 30-day option implied volatility is at 140; compared to its 52-week range of 86 to 166. Call put ratio 4.4 calls to 1 put.

Options with decreasing option implied volatility: SNAP WOLF CFLT SOFI SPOT INTC UPS STX IBM GLW CMCSA CSX C TMUS V
Increasing unusual option volume: XM SAN AI SVC TMC APLS EA GETY BOOT ETNB
Increasing unusual call volume: RVNC AI XM EA TMC UBS LAC ETNB PTON HUYA
Increasing unusual put option volume: APLS AI BMBL RETA SBLK EA JCI RVLV SCO SYF
Active options: AMD TSLA SNAP NVDA AAPL AMZN META AMC PTON SOFI RIG INTC F BABA BA M MSFT CVNA BIDU COIN