Mid-session IV Report January 21, 2025

Mid-session IV Report January 21, 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: AKAM FTAI TEM BKSY BYON CVNA AUR ZETA ANET VRT SHOP NEM ABR Z PANW WSC TOST

Popular stocks with increasing volume: SOFI INTC MSTR PLTR AVGO RIOT BABA NIO

Active options: TSLA NVDA AAPL AMZN GOOGL SOFI INTC AMD MSTR DJT MARA RGTI RKLB PLTR GOOG META AVGO RIOT BABA NIO

Option IV into quarter results

Netflix (NFLX) January 24 weekly call option implied volatility is at 111, February is at 43; compared to its 52-week range of 21 to 51 into the expected release of quarter results today after the bell.

Capital One (COF) January 24 weekly call option implied volatility is at 74, February is at 36; compared to its 52-week range of 21 to 48 into the expected release of quarter results today after the bell.

United Airlines (UAL) January 24 weekly call option implied volatility is at 135, February is at 57; compared to its 52-week range of 33 to 59 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Seagate (STX) January 24 weekly call option implied volatility is at 94, February is at 41; compared to its 52-week range of 27 to 46 into the expected release of quarter results after the bell on January 21.

Proctor & Gamble (PG) January 24 weekly call option implied volatility is at 43, February is at 23; compared to its 52-week range of 10 to 22 into the expected release of quarter results before the bell on January 22. Call put ratio 1.6 calls to 1 put with a focus on February 162.50 and 165 calls into quarter results and outlook.

Johnson & Johnson (JNJ) January 24 weekly call option implied volatility is at 35, February is at 18; compared to its 52-week range of 12 to 23 into the expected release of quarter results before the bell on January 22. Call put ratio 3.5 calls to 1 put with a focus on January 24 weekly 155 calls.

Abbott Laboratories (ABT) January 24 weekly call option implied volatility is at 44, February is at 21; compared to its 52-week range of 15 to 28 into the expected release of quarter results before the bell on January 22. Call put ratio 3.4 calls to 1 put with a focus on January 31 weekly 121 calls.

GE Vernova (GEV) January 24 weekly call option implied volatility is at 86, February is at 52; compared to its 52-week range of 37 to 61 into the expected release of quarter results before the bell on January 22.

Kinder Morgan (KMI) January 24 weekly call option implied volatility is at 54, February is at 30; compared to its 52-week range of 12 to 29 into the expected release of quarter results after the bell on January 22. Call put ratio 7.7 calls to 1 put with a focus on January 22 and 30 calls.

Las Vegas Sands (LVS) January 24 weekly call option implied volatility is at 43, February is at 40; compared to its 52-week range of 24 to 42 into the expected release of quarter results on January 22.

Halliburton (HAL) January 24 weekly call option implied volatility is at 55, February is at 32; compared to its 52-week range of 24 to 41 into the expected release of quarter results before the bell on January 22.

Alcoa (AA) January 24 weekly call option implied volatility is at 95, February is at 51; compared to its 52-week range of 42 to 61 into the expected release of quarter results after the bell on January 22.

Comerica (CMA) January 24 weekly call option implied volatility is at 70, February is at 34; compared to its 52-week range of 25 to 45 into the expected release of quarter results before the bell on January 22.

SL Green (SLG) February call option implied volatility is at 38, March is at 36; compared to its 52-week range of 32 to 92. Call put ratio 2.7 calls to 1 put as share price up 2.5%.

Movers

XP Inc. (XP) 30-day option implied volatility is at 67; compared to its 52-week range of 31 to 81. Call put ratio 1 call to 11.8 puts with a focus on February 10 puts as share price down 4.4%.

Tempus AI (TEM) 30-day option implied volatility is at 133; compared to its 52-week range of 62 to 129. Call put ratio 3 calls to 1 put with as share price up 39%.

FTAI Aviation (FTAI) 30-day option implied volatility is at 109; compared to its 52-week range of 30 to 119. Call put ratio 1 call to 1.9 puts as share price down 26%.

Options with decreasing option implied volatility: PCLE NNOX AEHR MNKD APLD GME TGTX UNG JWN CAPR PCT NTLA VFC ACMR
Increasing unusual option volume: LW CNH VERU FTAI TMC EDU CRUS INVZ WMB SENS RVPH WEN TEM XP
Increasing unusual call option volume: VERU BANC TMC ZK INVZ NAK TEM FLUT RDW ONDS RVPH MMM WMB WPC FTAI MSTU
Increasing unusual put option volume: LW FTAI WMB WEN XP FAST CFG RGTI CLMT IYR TEM