Mid-session IV Report January 14, 2025

Mid-session IV Report January 14, 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: MSTY TIGR MESO UPST LYFT APP FTAI TTD DASH SHOP BTU GNRC ABR USO GEHC DLR GENI CSCO DE KHC PCG DJT

Popular stocks with increasing volume: PLTR MSTR HOOD BABA SOFI AVGO SMCI RIVN

Active options: TSLA NVDA PLTR AMD AAPL RGTI META MSTR AMZN DJT HOOD MARA APLD RIOT SOUN BABA SOFI AVGO SMCI RIVN

Option IV into quarter results

JPMorgan (JPM) January call option implied volatility is at 51, February is at 25; 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 2.2 calls to 1 put with a focus on January 245 and 250 calls.

Citigroup (C) January call option implied volatility is at 58, February is at 33; 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 calls to 1 put.

Charles Schwab (SCHW) January call option implied volatility is at 39, February is at 30; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 15.

Goldman Sachs (GS) January call option implied volatility is at 58, February is at 30; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on January 15. Call put ratio 1 call to 1.2 puts.

BNY Mellon (BK) January call option implied volatility is at 65, 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 1.1 calls to 1 put.

Wells Fargo (WFC) January call option implied volatility is at 64, February is at 35; 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 3.4 calls to 1 put with a focus on January 72.50 calls.

BlackRock (BLK) January call option implied volatility is at 47, February is at 26; compared to its 52-week range of 17 to 29 into the expected release of quarter results before the bell on January 15.

Bank of America (BAC) January call option implied volatility is at 55, February is at 29; compared to its 52-week range of 18 to 36 into the expected release of quarter results before the bell on January 16. Call put ratio 1.6 calls to 1 put.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 19; compared to its 52-week range of 11 to 26. Call put ratio 1.7 calls to 1 put into bank earnings and outlook.

UnitedHealth Group (UNH) January call option implied volatility is at 65, February is at 31; compared to its 52-week range of 17 to 40 into the expected release of quarter results before the bell on January 16. Call put ratio 1.4 calls to 1 put.

Options with decreasing option implied volatility: AEHR MNKD WBA CVNA JWN PARA EW ACI
Increasing unusual option volume: FEZ EIX INVZ OPFI PCG AZEK STEM GRRR HMC WCC UUP QSI SIG KBH RGTI PSQH XRAY IQV FTRE
Increasing unusual call option volume: INVZ OPFI PCG WCC STEM PSQH XRAY KBH GRRR QSI HBI
Increasing unusual put option volume: FEZ RGTI UUP SIG BURL AEHR KULR CRNC KBH SMST APLD