Mid-session IV Report February 2, 2022

Mid-session IV Report February 2, 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: BOIL QCOM KOLD IPOF QCON RIOT MARA COIN MSTR SNAP F

Popular stocks with increasing volume: AMD PYPL GM SOFI SBUX QCOM GOOG T SQ NIO

Option IV into quarter results and outlook

Meta Platforms (FB) February weekly call option implied volatility is at 105, February is at 46; compared to its 52-week range of 21 to 48 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put with focus on February weekly 325 calls.

Spotify (SPOT) February weekly call option implied volatility is at 185, February is at 91; compared to its 52-week range of 34 to 75 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

T-Mobile (TMUS) February weekly call option implied volatility is at 81, February is at 41; compared to its 52-week range of 18 to 41 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.7 puts with focus on February weekly (4) 83 puts.

Qualcomm (QCOM) February weekly call option implied volatility is at 136, February is at 61; compared to its 52-week range of 22 to 58 into the expected release of quarter results today after the bell. Call put ratio 4.1 calls to 1 put.

Snap (SNAP) February weekly call option implied volatility is at 296, February is at 120; compared to its 52-week range of 43 to 102 into the expected release of quarter results after the bell on February 3. Call put ratio 3 calls to 1 put as shares sell off 4.5%.

Ford (F) February weekly call option implied volatility is at 112, 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 3. Call put ratio 4.3 calls to 1 put.

Honeywell (HON) February weekly call option implied volatility is at 48, February is at 27; compared to its 52-week range of 17 to 31 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.5 puts.

Amazon (AMZN) February weekly call option implied volatility is at 87, February is at 43; compared to its 52-week range of 19 to 46 into the expected release of quarter results after the bell on February 3. Call put ratio 2.3 calls to 1 put.

IV and volume for fintech after PayPal (PYPL) results

Block (SQ) 30-day option implied volatility is a 76; compared to its 52-week range of 35 to 83 after PayPal (PYPL) results. Call put ratio 1.1 calls to 1 put as shares sell off 11%.

SoFi Technologies (SOFI) 30-day option implied volatility is a 103; compared to its 52-week range of 50 to 122. Call put ratio 1.8 calls to 1 put as shares sell off 8%.

Affirm Holdings (AFRM) 30-day option implied volatility is a 113; compared to its 52-week range of 61 to 132. Call put ratio 1.6 calls to 1 put.

Visa (V) 30-day option implied volatility is a 27; compared to its 52-week range of 19 to 38.

MasterCard (MA) 30-day option implied volatility is a 29; compared to its 52-week range of 20 to 41.

American Express (AXP) 30-day option implied volatility is a 28; compared to its 52-week range of 21 to 40 after PayPal (PYPL) results.

Marathon Digital Holdings (MARA) 30-day option implied volatility is a 112; compared to its 52-week range of 89 to 253 as Bitcoin pulls back. Call put ratio 1.3 calls to 1 put as shares sell off 10%.

Microstrategy, Inc. (MSTR) 30-day option implied volatility is a 187; compared to its 52-week range of 65 to 153 as Bitcoin pulls back. Call put ratio 1 call to 1.9 puts as shares sell off 8.5%.

Riot Blockchain (RIOT) 30-day option implied volatility is a 109; compared to its 52-week range of 87 to 276 as Bitcoin pulls back. Call put ratio 1.7 calls to 1 put as shares sell off 8%.

Coinbase (COIN) 30-day option implied volatility is a 76; compared to its 52-week range of 45 to 93 as Bitcoin pulls back. Call put ratio 1.3 calls to 1 put as shares sell off 6.5%.

Bit Digital (BTBT) 30-day option implied volatility is a 145; compared to its 52-week range of 104 to 266 as Bitcoin pulls back. Call put ratio 3.7 calls to 1 put as shares pull back 7%.

Increasing unusual option volume: HBI RRD PDSB ELMS IOT CLVT CPRI JOBY
Increasing unusual call option volume: RRD CHRW MOS PENN SU CLOU HBI PRTY
Increasing unusual put option volume: HBI JOBY NOK DDOG LW MJ LNC CPRI GRPN PYPL BSX GPS MTCH
Options with decreasing option implied: AMD EA CPRI VIX UVXY CTXS VXX GM TSLA NOW
Active options: AMD NVDA PYPL AAPL TSLA FB GOOGL MSFT F GM SOFI AMC NFLX SBUX QCOM GOOG T SQ AMZN NIO