Mid-session IV Report January 11, 2023

Mid-session IV Report January 11, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option implied volatilities. By this often over looked information.

Option IV increases: GME C JPM BAC WFC UNH

Popular stocks with increasing volume: BBBY WBD COIN GME BABA FCX RIOT NIO

Option IV into CPI

Tesla (TSLA) January weekly call option implied volatility is at 89, January is at 72; compared to its 52-week range of 43 to 96 as shares rally 4%.

Advanced Micro Devices (AMD) 30-day option implied volatility is at 56; compared to its 52-week range of 44 to 73.

Nvidia (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 45 to 82.

Option IV into CPI and quarter results

Taiwan Semiconductor (TSM) January weekly call option implied volatility is at 82, January is at 47; compared to its 52-week range of 30 to 53 into the expected release of quarter results on January 12. Call put ratio 7.7 calls to 1 put.

JPMorgan (JPM) January weekly call option implied volatility is at 60, January is at 34; compared to its 52-week range of 23 to 44 into the expected release of quarter results on before the bell on January 13.

Bank of America (BAC) January weekly call option implied volatility is at 71, January is at 41; compared to its 52-week range of 25 to 48 into the expected release of quarter results on before the bell on January 13.

Wells Fargo (WFC) January weekly call option implied volatility is at 80, January is at 45; compared to its 52-week range of 26 to 51 into the expected release of quarter results on before the bell on January 13. Call put ratio 2 calls to 1 put.

BlackRock (BLK) January weekly call option implied volatility is at 67, January is at 40; compared to its 52-week range of 25 to 47 into the expected release of quarter results on before the bell on January 13.

Citigroup (C) January weekly call option implied volatility is at 72, January is at 43; compared to its 52-week range of 25 to 51 into the expected release of quarter results on before the bell on January 13. Call put ratio 2.3 calls to 1 put.

The Bank of New York (BK) January weekly call option implied volatility is at 68, January is at 36; compared to its 52-week range of 23 to 45 into the expected release of quarter results on before the bell on January 13. Call put ratio 8.6 calls to 1 put.

Delta Airlines (DAL) January weekly call option implied volatility is at 75, January is at 47; compared to its 52-week range of 35 to 71 into the expected release of quarter results on before the bell on January 13. Call put ratio 1.5 calls to 1 put.

UnitedHealth Group (UNH) January weekly call option implied volatility is at 48, January is at 30; compared to its 52-week range of 21 to 34 into the expected release of quarter results on before the bell on January 13. Call put ratio 2 calls to 1 put.

Option Movers

Coterra Energy (CTRA) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 61. Call put ratio 17 calls to 1 put with focus on January and February calls.

Turkcell Iletisim Hizmetleri A.S. (TKC) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 52 as shares sell off 3.2%.

iShares MSCI Turkey ETF (TUR) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 80 as shares sell off 4.2%. Call put ratio 1 call to 4.1 puts.

Options with decreasing option implied volatility: GE AEHR PSNY BIIB WBA SIRI CAG STZ
Increasing unusual option volume: WWE PRTY BZUN BIOR MBLY GDS JMIA BCTX PLTR GOOS
Increasing unusual call volume: WWE BIOR WOOF JMIA GDS DBI BCTX YOU EVGO
Increasing unusual put option volume: BNGO CL GDS TPR EA KBH BBBY JKS CHRW VRM DECK
Active options: TSLA AMZN BBBY AAPL MSFT NVDA AMC WBD COIN AMD META GME BABA NFLX MARA GOOGL PRTY FCX RIOT NIO