Mid-session IV Report January 22, 2021

Mid-session IV Report January 22, 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: F OLED TEVA WORK RL RSX

Popular stocks with increasing volume: BB IBM INTC MDLZ

Tesla, GM & F option implied volatility as share prices at upper end of range

Tesla (TSLA) January weekly (29) call option implied volatility is at 84, February is at 74; compared to its 52-week range of 53 to 154 into the expected release of quarter results after the bell on January 27, 2021. Call put ratio 1.2 calls to 1 put with focus on January weekly 835 calls.

General Motors (GM) January weekly (29) call option implied volatility is at 48, February is at 51; compared to its 52-week range of 21 to 188. Call put ratio 3.4 calls to 1 put with focus on January weekly 55 calls into the expected release of quarter results on February 10.

Ford (F) January weekly (29) call option implied volatility is at 70, February is at 63; compared to its 52-week range of 26 to 195. Call put ratio 4.1 calls to 1 put with focus on January weekly (29) 12 and 12.5 calls.
IV into quarter results.

IV into quarter results and outook

Kimberly-Clark (KMB) January weekly call option implied volatility is at 31, February is at 23; compared to its 52-week range of 16 to 90 into the expected release of quarter results before the bell on January 25.

3M (MMM) January weekly call option implied volatility is at 39, February is at 30; compared to its 52-week range of 20 to 77 into the expected release of quarter results before the bell on January 26.

Advanced Micro Devices (AMD) January weekly call option implied volatility is at 77, February is at 66; compared to its 52-week range of 43 to 117 into the expected release of quarter results after the bell on January 26.

Alaska Airlines (ALK) February call option implied volatility is at 45, March is at 45; compared to its 52-week range of 23 to 234 into the expected release of quarter results before the bell on January 26.

American Express (AXP) January weekly call option implied volatility is at 43, February is at 34; compared to its 52-week range of 17 to 123 into the expected release of quarter results before the bell on January 26.

Capital One (COF) January weekly call option implied volatility is at 51, February is at 41; compared to its 52-week range of 19 to 107 into the expected release of quarter results after the bell on January 26.

D.R. Horton (DHI) January weekly call option implied volatility is at 56, February is at 43; compared to its 52-week range of 22 to 141 into the expected release of quarter results before the bell on January 26.

Freeport-McMoRan (FCX) January weekly call option implied volatility is at 72, February is at 55; compared to its 52-week range of 37 to 184 into the expected release of quarter results before the bell on January 26. Call put ratio 2.5 calls to 1 put.

General Electric (GE) January weekly call option implied volatility is at 66, February is at 51; compared to its 52-week range of 29 to 142 into the expected release of quarter results before the bell on January 26. Call put ratio 3.4 calls to 1 put with focus on January weekly (29) 11.50 calls.

Johnson & Johnson (JNJ) January weekly call option implied volatility is at 35, February is at 26; compared to its 52-week range of 15to 70 into the expected release of quarter results before the bell on January 26. Call put ratio 4.4 calls to 1 put.

Lockheed Martin (LMT) January weekly call option implied volatility is at 30, February is at 28; compared to its 52-week range of 16 to 87 into the expected release of quarter results before the bell on January 26. Call put ratio 2.9 calls to 1 put with focus on January 340 calls.

Microsoft (MSFT) January weekly call option implied volatility is at 39, February is at 31; compared to its 52-week range of 20 to 90 into the expected release of quarter results after the bell on January 26. Call put ratio 5.2 calls to 1 put with focus on January weekly (29) 230 puts.

NextEra Energy (NEE) February call option implied volatility is at 27, March is at 26; compared to its 52-week range of 15to 91 into the expected release of quarter results before the bell on January 26. Call put ratio 7.6 calls to 1 put with focus on February 85 calls.

Polaris (PII) February call option implied volatility is at 44, March is at 43; compared to its 52-week range of 31 to 118 into the expected release of quarter results before the bell on January 26. Call put ratio 5.7 calls to 1 put.

Raytheon (RTX) January weekly call option implied volatility is at 36, February is at 34; compared to its 52-week range of 29 to 66 into the expected release of quarter results before the bell on January 26.

Rockwell Automation (ROK) January weekly call option implied volatility is at 33, February is at 32; compared to its 52-week range of 23 to 106 into the expected release of quarter results before the bell on January 26. Call put ratio 7 calls to 1 put.

Starbucks (SBUX) January weekly call option implied volatility is at 41, February is at 29; compared to its 52-week range of 20 to 109 into the expected release of quarter results after the bell on January 26.

Texas Instruments (TXN) January weekly call option implied volatility is at 44, February is at 31; compared to its 52-week range of 22 to 95 into the expected release of quarter results after the bell on January 26. Call put ratio 5 calls to 1 put with focus on January weekly 180 calls.

Verizon (VZ) January weekly call option implied volatility is at 24, February is at 19; compared to its 52-week range of 14 to 72 into the expected release of quarter results before the bell on January 26. Call put ratio 2 calls to 1 put.

Xilinx (XLNX) January weekly call option implied volatility is at 75, February is at 49; compared to its 52-week range of 28 to 85 into the expected release of quarter results on January 26.

Increasing unusual option volume: SENS QTT TRIT ADMP STWD SUNW MNST GME IBM INTC
Increasing unusual call option volume: SENS GSAT QTT ADMP STWD TM
Increasing unusual put option volume: STWD FIS MNST IWN ADVM ABC ISRG IBM CL RSX AEO KMB
Options with decreasing option implied: KERN BB IBM NFLX INTC GPRO NKLA ACB
Active options: AAPL TSLA FB NIO AMD NFLX MSFT BABA NVDA INTC IBM AMZN F