Mid-session IV Report January 20, 2021

Mid-session IV Report January 20, 2021

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: BB GME UMC GRPN OLED PCTI UAA UAL

Popular stocks with increasing volume: CRM PLUG GM F NFLX BABA

Alibaba (BABA) January weekly call option implied volatility is at 45, February is at 41; compared to its 52-week range of 22 to 63 after Jack Ma makes first public appearance in three months. Call put ratio 2.7 calls to 1 put.

IV into quarter release

Alcoa (AA) January weekly call option implied volatility is at 109, February is at 61; compared to its 52-week range of 36 to 182 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put.

Kinder Morgan (KMI) January weekly call option implied volatility is at 43, February is at 31; compared to its 52-week range of 16 to 141 into the expected release of quarter results today after the bell.

United Airlines (UAL) January weekly call option implied volatility is at 68, February is at 57; compared to its 52-week range of 25 to 421 into the expected release of quarter results today after the bell.

FuelCell (FCEL) February call option implied volatility is at 144, March is at 145; compared to its 52-week range of 98 to 266 into the expected release of quarter results on January 21.

Intel (INTC) January weekly call option implied volatility is at 92, February is at 39; compared to its 52-week range of 23 to 99 into the expected release of quarter results after the bell on January 21.

IBM (IBM) January weekly call option implied volatility is at 69, February is at 31; compared to its 52-week range of 16 to 85 into the expected release of quarter results after the bell on January 21. Call put ratio 5.3 calls to 1 put.

Bank OZK (OZK) February call option implied volatility is at 42, March is at 41; compared to its 52-week range of 24 to 142 into the expected release of quarter results after the bell on January 21.

CSX (CSX) January weekly call option implied volatility is at 58, February is at 29; compared to its 52-week range of 17 to 96 into the expected release of quarter results after the bell on January 21. Call put ratio 1 call to 1.5 puts.

Intuitive Surgical (ISRG) January weekly call option implied volatility is at 53, February is at 29; compared to its 52-week range of 22 to 101 into the expected release of quarter results after the bell on January 21.

JetBlue (JBLU) February call option implied volatility is at 52, March is at 52; compared to its 52-week range of 27 to 221 into the expected release of quarter results on January 21.

KeyCorp (KEY) January weekly call option implied volatility is at 51, February is at 38; compared to its 52-week range of 21 to 178 into the expected release of quarter results before the bell on January 21.

Union Pacific (UNP) January weekly call option implied volatility is at 52, February is at 28; compared to its 52-week range of 19 to 94 into the expected release of quarter results on January 21.

Baker Hughes (BKR) January weekly call option implied volatility is at 42, February is at 42; compared to its 52-week range of 29 to 169 into the expected release of quarter results on January 21.

Truist Financial (TFC) February call option implied volatility is at 33, March is at 34; compared to its 52-week range of 19 to 117 into the expected release of quarter results on January 21.

Northern Trust (NTRS) February call option implied volatility is at 31, March is at 30; compared to its 52-week range of 21 to 127 into the expected release of quarter results on January 21.

Teladoc (TDOC) January weekly call option implied volatility is at 61, February is at 50; compared to its 52-week range of 40 to 109 into the expected release of quarter results on February 24. Call put ratio 4.4 calls to 1 put with focus on January weekly 250 calls.

Increasing unusual option volume: GSAT CRNT ADMP TRXC ETRN BB EPR TDOC
Increasing unusual call option volume: GSAT ADMP TRXC CRNT GHIV IVZ TM K BB
Increasing unusual put option volume: EPR IPOE SLG BB EHTH AEO SPI VIPS NFLX
Options with decreasing option implied: APT BHVN SOLO VIPS KNDI NFLX
Active options: AAPL NFLX BABA TSLA MSFT BB AMZN NIO FB AMC F GM AMD PLTR GME PLUG NVDA XPEV TWTR CRM