Mid-session IV Report January 13, 2025

Mid-session IV Report January 13, 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: AMKR EIX GRRR HPP ARKB CAL LODE OPTT SENS INVZ RGTI CRK HOLX QSI OPFI ACI PTLO ADMA STEM

Popular stocks with increasing volume: PLTR SMCI MSTR MRNA AVGO SOFI MU X INTC
Active options: NVDA TSLA AAPL AMD PLTR SMCI MSTR MRNA META AMZN RGTI AVGO SOFI MU X INTC GOOGL GME MSFT MARA

Movers

Meta Platforms (META) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 53. Call put ratio 1.8 calls to 1 put with focus on January calls.

Snap (SNAP) 30-day option implied volatility is at 105; compared to its 52-week range of 39 to 120. Call put ratio 2.2 calls to 1 put with focus on January 14.50 and 15 calls.

Palantir (PLTR) 30-day option implied volatility is at 76; compared to its 52-week range of 36 to 87. Call put ratio 1.4 calls to 1 put as share price down 3.9%.

AppLovin (APP) 30-day option implied volatility is at 87; compared to its 52-week range of 38 to 94. Call put ratio 1 call to 1.1 puts as share price down 2.2%.

Option IV into quarter results

JPMorgan (JPM) January call option implied volatility is at 45, February is at 27; 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 1.6 calls to 1 put as share price up 1.1%.

Citigroup (C) January call option implied volatility is at 50, 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 1.4 calls to 1 put.

Charles Schwab (SCHW) January call option implied volatility is at 38, February is at 33; 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 55, February is at 33; 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 1.3 puts.

Wells Fargo (WFC) January call option implied volatility is at 59, 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 15. Call put ratio 1 call to 1.4 puts.

BlackRock (BLK) January call option implied volatility is at 45, February is at 29; compared to its 52-week range of 17 to 29 into the expected release of quarter results before the bell on January 15.

Tech Energy option IV

NANO Nuclear Energy (NNE) 30-day option implied volatility is at 110; compared to its 52-week range of 21 to 203. Call put ratio 1.9 calls to 1 put as share price down 16%.

Vistra Energy (VST) 30-day option implied volatility is at 64; compared to its 52-week range of 23 to 75. Call put ratio 6.7 calls to 1 put with focus on January 180 calls.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 118; compared to its 52-week range of 74 to 184. Call put ratio 1 call to 1.4 puts as share price down 5.6%.

Oklo Inc (OKLO) 30-day option implied volatility is at 114; compared to its 52-week range of 46 to 246. Call put ratio 1.2 calls to 1 put as share price down 8%.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 55; compared to its 52-week range of 44 to 82. Call put ratio 1.9 calls to 1 put with focus on January and February calls.

Options with decreasing option implied volatility: CAPR CVNA WBA JWN PARA
Increasing unusual option volume: SRE EIX AMKR GRRR IMPP OPTT RSP
Increasing unusual call option volume: SRE GRRR OPTT ACI CRK SENS INVZ TSEM OPFI ADMA
Increasing unusual put option volume: RGTI RSP KULR FIS PCG PTLO FUBO GDS INDA QBTS