Mid-session IV Report January 13, 2022

Mid-session IV Report January 13, 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: VXRT SEAH RBAC DWAC JPM C BAC WFC

Popular stocks with increasing volume: SNAP PFE BYND LCID

Boeing (BA) calls active as shares move up

Boeing (BA) January weekly call option implied volatility is at 42, January is at 31; compared to its 52-week range of 29 to 54 amid BA to resume 737 Max service in China as soon as this month, Bloomberg says. Call put ratio 3.7 calls to 1 put as share rally 3%.

IV into quarter results

JPMorgan (JPM) January weekly call option implied volatility is at 52, January is at 27; compared to its 52-week range of 19 to 38 into the expected release of quarter results before the bell on January 14. Call put ratio 2 calls to 1 put.

Citigroup (C) January weekly call option implied volatility is at 64, January is at 31; compared to its 52-week range of 22 to 43 into the expected release of quarter results before the bell on January 14. Call put ratio 3.4 calls to 1 put.

Blackrock (BLK) January weekly call option implied volatility is at 69, January is at 36; compared to its 52-week range of 19 to 35 into the expected release of quarter results before the bell on January 14.

Well Fargo (WFC) January weekly call option implied volatility is at 82, January is at 37; compared to its 52-week range of 26 to 45 into the expected release of quarter results before the bell on January 14. Call put ratio 2 calls to 1 put.

Private Equity option IV into TPG Partners (TPG) comes public today

Blackstone (BX) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 46 into TPG Partners (TPG) comes public today. Call put ratio 3.1 calls to 1 put as shares sell off 1.5%

The Carlyle Group (CG) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 54 into TPG Partners (TPG) comes public today.

KKR & Co. (KKR) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 47 into TPG Partners (TPG) comes public today.

Apollo Global Management (APO) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 51 into TPG Partners (TPG) comes public today.

Movers

SolarEdge Technologies (SEDG) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 95 as shares rally 1.5%

GrowGeneration Corp. (GRWG) 30-day option implied volatility is at 83; compared to its 52-week range of 61 to 125 as shares sell off 11% after lowering its quarterly outlook. Call put ratio 4.6 calls to 1 put with focus on January and February calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 88; compared to its 52-week range of 63 to 230 as shares sell off 14%. Call put ratio 1.2 calls to 1 put after announcing a fund raising.

Increasing unusual option volume: KBH CYRX NXTD OTLY AVCT GRWG SPCE DWAC
Increasing unusual call option volume: KBH OTLY NXTD SLG VALE
Increasing unusual put option volume: KBH SEAH XPDI GFS BMLB
Options with decreasing option implied: ARQQ ILMN BIIB BENE TSM DAL
Active options: AAPL TSM TSLA AMD F NVDA BA MU BBIG SPCE BAC LCID BABA MSFT SNAP DAL PFE NIO FB BYND