Mid-session IV Report January 24, 2022

Mid-session IV Report January 24, 2022

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: IV up across the board

Popular stocks with increasing volume: NFLX KSS ABNB ARKK AAL DIS BA VALE PTON AMC SOFI

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 39; compared to its 52-week range 13 to 34 as shares sell off 3.3%. Call put ratio 1 call to 1.6 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 39; compared to its 52-week range 13 to 34 as shares sell off 3.3%. Call put ratio 1 call to 1.6 puts.

IV up as shares sell off into quarter results & FOMC meeting

American Express (AXP) January weekly call option implied volatility is at 69, February is at 45; compared to its 52-week range of 21 to 40 into the expected release of quarter results before the bell on January 25.

Johnson & Johnson (JNJ) January weekly call option implied volatility is at 40, February is at 25; compared to its 52-week range of 14 to31 into the expected release of quarter results before the bell on January 25.

Lockheed Martin (LMT) January weekly call option implied volatility is at 61, February is at 35; compared to its 52-week range of 16 to 36 into the expected release of quarter results before the bell on January 25.

Microsoft (MSFT) January weekly call option implied volatility is at 83, February is at 46; compared to its 52-week range of 16 to 40 into the expected release of quarter results after the bell on January 25.

Polaris (PII) February call option implied volatility is at 58, March is at 48; compared to its 52-week range of 30 to 54 into the expected release of quarter results before the bell on January 25.

Raytheon (RTX) January weekly call option implied volatility is at 58, February is at 36; compared to its 52-week range of 19 to 45 into the expected release of quarter results before the bell on January 25.

Texas Instruments (TXN) January weekly call option implied volatility is at 75, February is at 44; compared to its 52-week range of 19 to 36 into the expected release of quarter results after the bell on January 25.

Verizon (VZ) January weekly call option implied volatility is at 42, February is at 26; compared to its 52-week range of 12 to 22 into the expected release of quarter results before the bell on January 25.

Apple (AAPL) January weekly call option implied volatility is at 71, February is at 45; compared to its 52-week range of 19 to 49 into the expected release of quarter results after the bell on January 26.

Increasing unusual option volume: QQQ HOFV ATNX
Increasing unusual call option volume: HOFV PIXY RGS CSPR
Increasing unusual put option volume: ENDP OSH EWU EWG
Options with decreasing option implied: CSPR ATVI BENE
Active options: TSLA AAPL NVDA F AMD NIO SOFI PLTR AMC MSFT LCID PTON BAC FB NFLX PFE AMZN DAL FCX HOOD