Mid-session IV Report January 23, 2025

Mid-session IV Report January 23, 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: CVNA HIMX AKAM MELI BKNG EA PANW PARA WMT EA NEP GME MGNI EDR ITCI SUM

Popular stocks with increasing volume: AAPL PLTR AAL MSTR ARM MU GE COIN

Active options: NVDA TSLA AAPL PLTR AAL AMD NFLX MSTR ARM AMZN MARA RIOT MU GE GE COIN MSFT RGTI ASTS META

Tech option IV steady amid reduced Tik Tok headlines

Meta Platforms (META) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 53. Call put ratio 2.2 calls to 1 put with focus on January 24 weekly calls.

Pinterest (PINS) 30-day option implied volatility is at 65; compared to its 52-week range of 23 to 75. Call put ratio 1 call to 1 put with focus on February 29 and 31.50 calls.

Snap (SNAP) 30-day option implied volatility is at 91; compared to its 52-week range of 39 to 120. Call put ratio 3.1 calls to 1 put with focus on January 24 weekly 11.50 calls.

Reddit (RDDT) 30-day option implied volatility is at 85; compared to its 52-week range of 51 to 165. Call put ratio 2.6 calls to 1 put.

Alphabet (GOOGL) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 39. Call put ratio 3.1 calls to 1 put with focus on January 31 weekly 210 calls.

Option IV into quarter results

American Express (AXP) January 24 weekly call option implied volatility is at 92, February is at 29; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on January 24. Call put ratio 6.2 calls to 1 put with focus on January 2026 320 calls and January 2027 430 calls.

Verizon (VZ) January 24 weekly call option implied volatility is at 85, February is at 24; compared to its 52-week range of 15 to 26 into the expected release of quarter results before the bell on January 24. Call put ratio 4.9 calls to 1 put with a focus on January 24 weekly 39.50 calls.

NextEra Energy (NEE) January 24 weekly call option implied volatility is at 98, February is at 31; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on January 24. Call put ratio 5.4 calls to 1 put with a focus on July 95 calls.

Options with decreasing option implied volatility: PLCE NNOX QUBT GRRR FTAI DJT MNKD NFLX CDE UAL ELV ALLY
Increasing unusual option volume: KOPN ALGM EA HIMX BNGO HOG TAL SABR
Increasing unusual call option volume: HIMX KOPN HOT TAL EA XLP TRIP COF BDX MVIS NOVA
Increasing unusual put option volume: ALK EA HOG HAS BSX TSLY VFC REAL TKO TXRH