Mid-session IV Report January 10, 2025

Mid-session IV Report January 10, 2025

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: SNAP FUBO IRBT ADMA TMDX SYM AFRM EL PCG NET MSTY SPOT PINS ZI RBLX FTNT ALGN LYFT ON EXPE PYPL BILL EW LLY NVO DIS CMG TTWO F EA DD LAES MCY PBRA LYFT TMDX UPST ALL MSTY PCG CONY TTD Z TRV

Popular stocks with increasing volume: PLTR MSTR INTC DAL GME SOFI TSM

Active options: NVDA TSLA AMD AAPL WBA RGTI PLTR MSTR FUBO META AMZN INTC GOOGL DAL GME SOFI TLRY TSM IONQ MARA

Option IV into quarter results

JPMorgan (JPM) January call option implied volatility is at 37, February is at 26; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on January 15. Call put ratio 2.8 calls to 1 put as share price down 1.3%.

Citigroup (C) January call option implied volatility is at 40, February is at 29; compared to its 52-week range of 21 to 40 into the expected release of quarter results before the bell on January 15. Call put ratio 2.1 calls to 1 put as share price down 2.3%.

Charles Schwab (SCHW) January call option implied volatility is at 30, February is at 29; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 15.

BNY Mellon (BK) January call option implied volatility is at 49, February is at 26; compared to its 52-week range of 15 to 63 into the expected release of quarter results before the bell on January 15. Call put ratio 1 call to 1.8 puts with a focus on March 65 puts.

Wells Fargo (WFC) January call option implied volatility is at 51, February is at 34; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on January 10. Call put ratio 2.3 calls to 1 put as share price down 2.4%.

BlackRock (BLK) January call option implied volatility is at 55, February is at 39; compared to its 52-week range of 17 to 29 into the expected release of quarter results before the bell on January 10.

Option IV amid Supreme Court hearing on Tik Tok

Meta Platforms (META) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 53. Call put ratio 2.1 calls to 1 put with focus on January calls.

Reddit (RDDT) 30-day option implied volatility is at 78; compared to its 52-week range of 51 to 166. Call put ratio 1 call to 1.8 puts with focus on July and August 95 puts as share price down 2.6%.

Pinterest (PINS) 30-day option implied volatility is at 64; compared to its 52-week range of 23 to 75. Call put ratio 28 calls to 1 put with focus on January 32 calls as share price up 1.9%.

Snap (SNAP) 30-day option implied volatility is at 108; compared to its 52-week range of 39 to 120. Call put ratio 5.1 calls to 1 put with focus on January 13 calls as share price up 6%.

Option IV for Real estate in LA

Avalonbay Communities (AVB) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 26.

Essex Property Trust (ESS) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 27.

Equity Residential (EQR) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 59. Call put ratio 1 call to 1.5 put.

Options with decreasing option implied volatility: X CAPR WBA PARA
Increasing unusual option volume: GRRR EIX OPTT BANC RGTI QSI PCG CRNC YINN MVST BAX FUBO VIR HMC
Increasing unusual call option volume: GRRR OPFI OPTT YINN HMC CMA MVST PCG TTE QSI BEKE
Increasing unusual put option volume: BAX RGTI PBI FUBO ALL ARKG PCG TMDX TER JEF PGY KULR QBTS EMB BBAI CB MVST