Mid-session IV Report January 15, 2025

Mid-session IV Report January 15, 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: NNOX QUBT RGTI PCG LYFT UPST FTAI APP TTD DASH TOST GNRC SHOP CSCO DE GEHC DE SONY DLR KHC HEES

Popular stocks with increasing volume: SOFI BAC PLTR JPM C MSTR FSLR AAL GME

Active options: NVDA TSLA RGTI AMZN SOFI AAPL META AMD BAC KODK PLTR GOOGL MARA JPM C MSTR RIOT FSLR AAL GME

Option IV into quarter results

Taiwan Semiconductor (TSM) January call option implied volatility is at 100, February is at 43; compared to its 52-week range of 25 to 48 into the expected release of quarter results before the bell on January 16. Call put ratio 2.5 calls to 1 put with a focus on January 24 weekly 205 calls.

UnitedHealthcare (UNH) January call option implied volatility is at 80, 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 2.1 calls to 1 put with a focus on January 590 and 600.

Bank of America (BAC) January call option implied volatility is at 55, February is at 24; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on January 16. Call put ratio 2.4 calls to 1 put.

Morgan Stanely (MS) January call option implied volatility is at 64, February is at 30; compared to its 52-week range of 18 to 37 into the expected release of quarter results before the bell on January 16.

PNC Financial (PNC) January call option implied volatility is at 59, February is at 27; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on January 16. Call put ratio 1.9 call to 1 put with a focus on January 200 calls.

U.S. Bancorp (USB) January call option implied volatility is at 68, February is at 30; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on January 16.

M&T Bank (MTB) January call option implied volatility is at 67, February is at 33; compared to its 52-week range of 20 to 74 into the expected release of quarter results before the bell on January 16.

J.B. Hunt (JBHT) January call option implied volatility is at 84, February is at 31; compared to its 52-week range of 20 to 64 into the expected release of quarter results after the bell on January 16. Call put ratio 1 call to 4.7 puts with a focus on January 175 and 180 puts.

First Horizon National (FHN) January call option implied volatility is at 57, February is at 33; compared to its 52-week range of 19 to 46 into the expected release of quarter results before the bell on January 16. Call put ratio 7 calls to 1 put with a focus on January 21 and 22 calls.

Bank of Ozark (OZK) January call option implied volatility is at 83, February is at 35; compared to its 52-week range of 24 to 50 into the expected release of quarter results after the bell on January 16. Call put ratio 1.9 calls to 1 put.

Options with decreasing option implied volatility: AEHR AUR GME ADMA CONY WBA CVNA EXAS DAL M ACI
Increasing unusual option volume: AM EIX ICLN KNX XP BCS GENI RGTI PCG CFG ETR SNV
Increasing unusual call option volume: ICLN AM KNX XP XLB BCS CFG PCG ETR MFC SNV CMA
Increasing unusual put option volume: KODK RGTI MLCO CSGP GH FUBO XP QBTS XLRE SWKS PCG CLMT