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 KODK GENI HNST MSTY CONY ARQQ LTBR CRMD FUTU TIGR DNUT FOUR NMM DMRC FLNC QRVO NE SEI CWEB BEKE TRMD OC

Popular stocks with increasing volume: INTC MSTR COIN MARA BABA RIVN PLTR JD SOFI PDD

Active options: NVDA TSLA AAPL INTC MSTR AMD META AMZN COIN MARA BABA RIVN AGNC PLTR JD SOFI EQT PDD GOOGL MSFT

Option implied volatility after Tik Tok ruling

Meta Platforms (META) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 53. Call put ratio 2.2 calls to 1 put after Supreme Court rules against TikTok challenge of provisions of new law.

Reddit (RDDT) 30-day option implied volatility is at 89; compared to its 52-week range of 51 to 165. Call put ratio 3 calls to 1 put after Supreme Court rules against TikTok challenge of provisions of new law.

Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 39. Call put ratio 2.5 calls to 1 put after Supreme Court rules against TikTok challenge of provisions of new law.

Snap (SNAP) 30-day option implied volatility is at 97; compared to its 52-week range of 39 to 120. Call put ratio 1.7 calls to 1 put after Supreme Court rules against TikTok challenge of provisions of new law.

Pinterest (PINS) 30-day option implied volatility is at 66; compared to its 52-week range of 23 to 75. Call put ratio 2.2 calls to 1 put after Supreme Court rules against TikTok challenge of provisions of new law.

Trump Media & Technology Group (DJT) 30-day option implied volatility is at 119; compared to its 52-week range of 92 to 768. Call put ratio 3.5 calls to 1 put after Supreme Court rules against TikTok challenge of provisions of new law.

Straddle prices into quarter results

Netflix (NFLX) January 24 weekly call option implied volatility is at 79, February is at 43; compared to its 52-week range of 21 to 51 into the expected release of quarter results after the bell on January 21.

Capital One (COF) January 24 weekly call option implied volatility is at 49, February is at 33; compared to its 52-week range of 21 to 48 into the expected release of quarter results after the bell on January 21.

United Airlines (UAL) January 24 weekly call option implied volatility is at 49, February is at 33; compared to its 52-week range of 33 to 59 into the expected release of quarter results after the bell on January 21. Call put ratio 1 call to 1.2 puts.

Charles Schwab (SCHW) January 24 weekly call option implied volatility is at 98, February is at 61; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 21.

Options with decreasing option implied volatility: AEHR MNKD AVXL GME APLD TGTX ZI EXAS UNH JNPR URBN TSM X
Increasing unusual option volume: TMC JBHT CRK WRBY XLB ROIV TMC CRK SAN
Increasing unusual call option volume: ROIV TMC CRK OZK SAN ABR CI PAA PPL
Increasing unusual put option volume: EWY NMM XLB EQT LAC SMST FAST NEXT RGTI PTLO FUBO WW K