Mid-session IV Report January 14, 2022

Mid-session IV Report January 14, 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: UAA SDS VXRT SEAH VOD RBAC DWAC ADPT

Popular stocks with increasing volume: WYNN LVS DIS LCID

Meta stocks option implied volatility

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49 into expected release of quarter results after the bell on January 27.

Intel (INTC) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 45 into expected release of quarter results on January 19.

Nvidia (NVDA) 30-day option implied volatility is at 52; compared to its 52-week range of 31 to 63.

Meta Platforms (FB) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 51.

Snowflake (SNOW) 30-day option implied volatility is at 57; compared to its 52-week range of 36 to 88.

Roblox (RBLX) 30-day option implied volatility is at 82; compared to its 52-week range of 46 to 131.

Unity Software (U) 30-day option implied volatility is at 73; compared to its 52-week range of 44 to 100.

Zoom (ZM) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 81 as shares near new 52-week low.

Microsoft (MSFT) 30-day option implied volatility is at 33; compared to its 52-week range of 16 to 35 as shares near October lows.

Matterport, Inc. (MTTR) 30-day option implied volatility is at 103; compared to its 52-week range of 54 to 136 as shares sell off 6%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 43 as shares near record highs.

IV into quarter results

Goldman Sachs (GS) January call option implied volatility is at 38, February is at 31; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on January 18.

Increasing unusual option volume: CZOO TECS RSX MLCO CHKP
Increasing unusual call option volume: CZOO RSX TECS MLCO
Increasing unusual put option volume: JOBY KBH SYY TRQ XPDI LVS
Options with decreasing option implied: BIIB BMRN BENE ZNGA
Active options: AAPL F BAC NVDA AMC JPM AMD WFC MSFT LCID C LVS BBIG TSM SNAP NIO FB DIS AMZN