Mid-session IV Report January 10, 2022

Mid-session IV Report January 10, 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: JOBY VXRT UVXY VXX GME CGC HOOD CPNG DDOG …..IV up across the board

Popular stocks with increasing volume: LCID SOFI VIAC ZNGA

Large cap tech stocks option implied volatility increases as shares pull back

Apple (AAPL) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 49. Cal put ratio 1.5 calls to 1 put as shares sell off 1.7%.

Netflix (NFLX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 50. Call put ratio 1.4 calls to 1 put as shares sell off 2.2%.

Alphabet (GOOG) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 43. Call put ratio 1 call to 1.7 puts as shares sell off 1.4%.

Amazon (AMZN) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 47. Call put ratio 1.4 calls to 1 put as shares sell off 3%.

Microsoft (MSFT) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 35. Call put ratio 2.3 calls to 1 put as shares sell off 2.2%.

Alibaba (BABA) 30-day option implied volatility is at 57; compared to its 52-week range of 24 to 83. Call put ratio 2.2 calls to 1 puts shares down 2.3%.

Meta Platforms (FB) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 51. Call put ratio 1.6 calls to 1 put as shares sell off 4.6%.

Tesla (TSLA) January weekly call option implied volatility is at 80, January is at 71; compared to its 52-week range of 36 to 961 Call put ratio 1 call to 1 put as shares sell off 2%.

Peloton (PTON) 30-day option implied volatility is at 103; compared to its 52-week range of 50 to 93. Call put ratio 1.1 calls to 1 put as shares sell off 8%.

Teladoc (TDOC) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 78. Call put ratio 1.1 calls to 1 put as shares sell off 6%.

Shopify (SHOP) 30-day option implied volatility is at 60; compared to its 52-week range of 35 to 68. Call put ratio 1 call to 1.1 puts as shares sell off 5%.

Zillow (Z) 30-day option implied volatility is at 67; compared to its 52-week range of 40 to 78. Call put ratio 1.9 calls to 1 put as shares sell off 1.9%.

Roku (ROKU) 30-day option implied volatility is at 79; compared to its 52-week range of 43 to 83. Call put ratio 1 call to 1.4 puts as shares sell off 1.2%.

Snap (SNAP) 30-day option implied volatility is at 81; compared to its 52-week range of 43 to 119. Call put ratio 1.7 calls to 1 put as shares sell off 4%.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 58; compared to its 52-week range of 36 to 73. Call put ratio 1.9 calls to 1 put as shares sell off 6.6%.

Pinterest (PINS) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 110. Call put ratio 1.4 calls to 1 put as shares sell off 2.5%.

Twitter (TWTR) 30-day option implied volatility is at 59; compared to its 52-week range of 32 to 91. Call put ratio 1.8 calls to 1 put as shares sell off 2.2%.

ARK Innovation ETF (ARKK) January weekly call option implied volatility is at 74, January is at 61; compared to its 52-week range of 28 to 71. Call put ratio 1 call to 1.5 puts as shares sell off 4.7%.

Consumer Disc Sel Spdr Fd (XLY) 30-day option implied volatility is at 29; compared to its 52-week range of 14 to 37. Call put ratio 1 call to 5.7 puts as shares sell off 2.9%.

Increasing unusual option volume: AVCT ETWO ESSC OPFI FSK XEL SRPT TTWO ZNGA
Increasing unusual call option volume: AVCT FSK OPFI XEL
Increasing unusual put option volume: NNOX XPDI TTWO FXE
Options with decreasing option implied: BBBY TLRY
Active options: AAPL TSLA NVDA F TLRY AMD ZNGA LCID BAC MSFT AMC FB PLTR AMZN NIO SOFI VIAC T GRAB BABA