Mid-session IV Report January 16, 2025

Mid-session IV Report January 16, 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: FTAI UPST LYFT KODK APP TTD CDE DASH GENI PCG CSCO GEHC KHC SPIR SYM

Popular stocks with increasing volume: C WFC SNAP BABA MS XOM SQ UNH USB VALE TEVA T SCHW RDDT TGT CMG

Active options: TSLA C WFC SNAP BABA QBTS MS XOM SQ NVDA UNH USB VALE TEVA T SCHW RDDT TGT CMG

Option IV into quarter results

Truist Financial (TFC) January call option implied volatility is at 81, February is at 26; compared to its 52-week range of 21 to 39 into the expected release of quarter results before the bell on January 17.

Schlumberger (SLB) January call option implied volatility is at 90, February is at 31; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on January 17.

Fastenal (FAST) January call option implied volatility is at 124, February is at 28; compared to its 52-week range of 15 to 62 into the expected release of quarter results before the bell on January 17. Call put ratio 1 call to 1.2 puts.

State Street (STT) January call option implied volatility is at 100, February is at 28; compared to its 52-week range of 17 to 66 into the expected release of quarter results before the bell on January 17. Call put ratio 1 call to 2 puts.

Huntington Bancshares (HBAN) January call option implied volatility is at 80, February is at 29; compared to its 52-week range of 19 to 71 into the expected release of quarter results before the bell on January 17. Call put ratio 12.5 calls to 1 put with a focus on January 16, January 17 and July 19 calls.

Regions (RF) January call option implied volatility is at 98, February is at 31; compared to its 52-week range of 19 to 42 into the expected release of quarter results before the bell on January 17. Call put ratio 2.1 calls to 1 put.

Citizens Financial (CFG) January call option implied volatility is at 99, February is at 33; compared to its 52-week range of 23 to 41 into the expected release of quarter results before the bell on January 17. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: AEHR WBA GME ADMA MNKD AUF EXAS ZI TGTX EW DAL BK WFC UNH GS JPM MS PARA BAC
Increasing unusual option volume: AMLP TMC SPIR FROG CNXC EWY OPFI SNV DRIP IGT FTAI
Increasing unusual call option volume: TMC SPIR CNXC ALHC FROG KBH SNV AGL DRIP OPFI MT IP GOTU CRNC
Increasing unusual put option volume: EWY RGTI FTAI VNQ DNN QBTS ASPN DUK XP