Mid-session IV Report January 2, 2025

Mid-session IV Report January 2, 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: U MBLY SOFI DECK IBM INTC META ASML UPS GLW GM SBUX PHM AMZN URA

Popular stocks with increasing volume: MSTR PLTR AMD RIVN AVGO INTC GME SMCI SOFI COIN BB CVNA CEG

Active options: NVDA TSLA MSTR AAPL PLTR AMD RIVN MARA AMZN RGTI AVGO SOUN INTC GME SMCI SOFI LCID COIN MSFT GOOGL

Movers

Tesla (TSLA) 30-day option implied volatility is at 71; compared to its 52-week range of 40 to 76. Call put ratio 1.2 calls to 1 put after reporting Q4 deliveries.

Carvana (CVNA) 30-day option implied volatility is at 75; compared to its 52-week range of 41 to 128. Call put ratio 1 call to 3.3 puts with a focus on January 3 weekly 207.50 puts, March 165 puts and March 185 puts.

Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 42; compared to its 52-week range of 27 to 75. Call put ratio 5.2 calls to 1 put with focus on January 300 calls shares up 6% after Bloomberg says reaches power deal with U.S.

CES Las Vegas

NVIDIA (NVDA) 30-day option implied volatility is at 46; compared to its 52-week range of 33 to 89. Call put ratio 2.3 calls to 1 put into Jensen Huang Founder and CEO, NVIDIA CES 2025 Keynote on January 6.

Sirius XM (SIRI) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 153 into Jennifer Witz CEO of SiriusXM CES 2025 Keynote on January 7. Call put ratio 7.9 calls to 1 put with focus on February 21 and 25 calls.

Delta Air Lines (DAL) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 53. Call put ratio 2.5 calls to 1 put into Ed Bastian CEO, Delta CES 2025 Keynote on January 7.

Accenture (ACN) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 40. Call put ratio 2.5 calls to 1 put into Julie Sweet Chair and CEO, Accenture CES 2025 Keynote on January 8.

Options with decreasing option implied volatility: MSTX QUBT RUM WSM JWN NTAP WDAY ROST
Increasing unusual option volume: BLMN OPTT CYH INVZ OTLY ERIC DRN NMRA LODE REAL
Increasing unusual call option volume: DRN OPTT OTLY REAL MODG DBI LODE STEM NMRA TSLS NAK KOS MSTU ZI
Increasing unusual put option volume: RGTI NMRA VERU SDS FFIE QBTS PLNT QUBT TCOM