Mid-session IV Report January 19, 2022

Mid-session IV Report January 19, 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: CSPR RBOT RSX TTD UAL PPC AAL

Popular stocks with increasing volume: SOFI LCID F VALE ATVI AMC MS DKNG USB

SoFi Technologies (SOFI) 30-day option implied volatility is at 88; compared to its 52-week range of 50 to 151 after gets regulatory approval to become national bank. Call put ratio 3.8 calls to 1 put.

Option IV elevated into quarter results

Alcoa (AA) January call option implied volatility is at 126, February is at 65; compared to its 52-week range of 49 to 74 into the expected release of 49 to 74 into quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

United Airlines (UAL) January call option implied volatility is at 84, February is at 46; compared to its 52-week range of 49 to 74 into the expected release of 37 to 71 into quarter results today after the bell. Call put ratio 7.7 calls to 1 put.

American Airlines (AAL) January call option implied volatility is at 92, February is at 52; compared to its 52-week range of 39 to 117 into the expected release of quarter results before the bell on January 20.

Bank of OZK (OZK) January call option implied volatility is at 79, February is at 34; compared to its 52-week range of 26 to 82 into the expected release of quarter results after the bell on January 20.

CSX (CSX) January call option implied volatility is at 60, February is at 38; compared to its 52-week range of 19 to 35 into the expected release of quarter results after the bell on January 20. Call put ratio 5.5 calls to`1 put.

Netflix (NFLX) January call option implied volatility is at 117, February is at 45; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on January 20.

Union Pacific (UNP) January call option implied volatility is at 53, February is at 26; compared to its 52-week range of 18 to 33 into the expected release of quarter results on January 20.

Ally Financial (ALLY) January call option implied volatility is at 75, February is at 41; compared to its 52-week range of 29 to 52 into the expected release of quarter results before the bell on January 21.

Huntington Bancshares (HBAN) January call option implied volatility is at 62, February is at 36; compared to its 52-week range of 25 to 44 into the expected release of quarter results before the bell on January 21.

Schlumberger Ltd. (SLB) January call option implied volatility is at 66, February is at 53; compared to its 52-week range of 36 to 63 into the expected release of quarter results before the bell on January 21. Call put ratio 10.7 calls to 1 put with focus on January 40 calls.

Movers

Farfetch Limited (FTCH) call put ratio 11 calls to 1 put as shares pull back 2%

Digital World Acquisition Corp (DWAC) call put ratio 1.5 calls to 1 put as shares pull back 8%.

Increasing unusual option volume: CARG FATH UL RWT AZEK PLAN JPHT KD IBKR
Increasing unusual call option volume: UL PLAN TGNA SGBX EVTL
Increasing unusual put option volume: ITB USB IGT HYZN SONY UL ICLN
Options with decreasing option implied: USB ATVI
Active options: SOFI BAC AAPL TSLA BBIG LCID F MSFT NVDA VALE AMD ATVI FB AMC MS DKNG DWAC BA AMZN JPM