Mid-session IV Report January 22, 2025

Mid-session IV Report January 22, 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: KODK TEM CVNA FTAI AKAM MELI BKNG WMT PDYN TSSI SOC RXRX AAOI ARM ANET PEN SDGR SEMR CIEN

Popular stocks with increasing volume: ORCL ARM PLTR SOFI AVGO SMCI MSTR TSM

Active options: NVDA TSLA AAPL NFLX ORCL MSFT AMD ARM AMZN ET PLTR SOFI AVGO RIOT META RGTI SMCI GOOGL MSTR TSM

Chip option IV into amid price movement up

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 89. Call put ratio 3.2 calls to 1 put with a focus on January 31 weekly calls.

Broadcom (AVGO) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 67. Call put ratio 3.4 calls to 1 put with a focus on February 250 calls.

AMD (AMD) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 64. Call put ratio 2.5 calls to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 73. Call put ratio 2.6 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 73; compared to its 52-week range of 43 to 171. Call put ratio 2.4 calls to 1 put as share price up 17%.

Intel (INTC) 30-day option implied volatility is at 63; compared to its 52-week range of 30 to 77. Call put ratio 3 calls to 1 put with a focus on January 24 weekly 25 calls.

Oracle (ORCL) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 46. Call put ratio 4 calls to 1 put with a focus on February 185 and 200 calls as share price up 7.1%.

Option IV into quarter results and outlook

Intuitive Surgical (ISRG) January 24 weekly call option implied volatility is at 84, February is at 30; compared to its 52-week range of 18 to 39into the expected release of quarter results before the bell on January 23. Call put ratio 2 calls to 1 put as share price up 1%.

GE Aerospace (GE) January 24 weekly call option implied volatility is at 96, February is at 35; compared to its 52-week range of 21 to 43 into the expected release of quarter results before the bell on January 23.

Elevance (ELV) February call option implied volatility is at 37, March is at 32; compared to its 52-week range of 12 to 44 into the expected release of quarter results before the bell on January 23.

CSX (CSX) January 24 weekly call option implied volatility is at 59, February is at 26; compared to its 52-week range of 15 to 40 into the expected release of quarter results after the bell on January 23. Call put ratio 1 call to 5.8 puts.

Texas Instruments (TXN) January 24 weekly call option implied volatility is at 91, February is at 34; compared to its 52-week range of 18 to 41 expected release of quarter results after the bell on January 23.

Fair Issac (FICO) February call option implied volatility is at 40, March is at 36; compared to its 52-week range of 26 to 56 into the expected release of quarter results on January 23.

American Airlines (AAL) January 24 weekly call option implied volatility is at 114, February is at 47; compared to its 52-week range of 33 to 57into the expected release of quarter results before the bell on January 23.

Alaska Air (ALK) February call option implied volatility is at 44, March is at 40; compared to its 52-week range of 27 to 79 into the expected release of quarter results before the bell on January 23. Call put ratio 20 calls to 1 put with a focus on February 72.50 calls.

Union Pacific (UNP) January 24 weekly call option implied volatility is at 58, February is at 24; compared to its 52-week range of 15 to 29 into the expected release of quarter results before the bell on January 23.

Freeport McMoran (FCX) January 24 weekly call option implied volatility is at 70, February is at 35; compared to its 52-week range of 30 to 48 into the expected release of quarter results before the bell on January 23. Call put ratio 3.2 calls to 1 put with a focus on February and March 41 calls.

Options with decreasing option implied volatility: PLCE NNOX RGTI MNKD DJT GRRR APLD PCT GME ARDX GENI NFLX CDE CAPR TECL
Increasing unusual option volume: CHD VNET EDU ITA XP COMM SDGR TXT ABSI MTZ REKR
Increasing unusual call option volume: VNET SDGR MTZ ABSI HIMX CRNC SNDX TEM IBKR ONDS EWW DBRG
Increasing unusual put option volume: CHD MLCO XP PCG TSLY RGTI ROST TEM STX TRV CRNC RF