Mid-session IV Report January 24, 2025

Mid-session IV Report January 24, 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: HIMX NNE OKLO TEM AAOI AKAM MELI BKNG FIS WMT MOMO

Popular stocks with increasing volume: PLTR MRNA VZ MSTR SOFI COIN AVGO INTC RIVN TSM

Active options: NVDA TSLA META PLTR AAPL MRNA AMD AMZN VZ MSFT MSTR SOFI COIN AVGO INTC RIVN TSM MARA GOOGL RGTI

Option IV into quarter results

AT&T (T) January 31 weekly call option implied volatility is at 41, February is at 21; compared to its 52-week range of 15to 29 into the expected release of quarter results before the bell on January 27. Call put ratio 2.6 calls to 1 put with a focus on January 24 weekly calls.

Nucor (NUE) January 31 weekly call option implied volatility is at 50, February is at 40; compared to its 52-week range of 23 to 44 into the expected release of quarter results after the bell on January 27. Call put ratio 2.1 calls to 1 put with a focus on January 24 weekly calls.

SoFi Technology (SOFI) January 31 weekly call option implied volatility is at 125, February is at 82; compared to its 52-week range of 40 to 99into the expected release of quarter results before the bell on January 27. Call put ratio 2.4 calls to 1 put with a focus on February 7 weekly 18 and 25 calls.

RTX Corporation (RTX) January 31 weekly call option implied volatility is at 43, February is at 27; compared to its 52-week range of 13 to 29 into the expected release of quarter results before the bell on January 28. Call put ratio 2 calls to 1 put with a focus on January 24 weekly 127 calls.

Quantum computing stocks option IV

D-Wave Quantum (QBTS) 30-day option implied volatility is at 153; compared to its 52-week range of 21 to 254. Call put ratio 4.7 calls to 1 put as share price up 14%.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 163; compared to its 52-week range of 20 to 332. Call put ratio 1.9 calls to 1 put as share price up 12%.

Rigetti Computing (RGTI) 30-day option implied volatility is at 174; compared to its 52-week range of 20 to 229. Call put ratio 2.3 calls to 1 put with a focus on January 31 weekly calls as share price up 17%.

Options with decreasing option implied volatility: QUBT PLCE BOIL DJT KOLD NNOX HNST NFLX UAL CDE MMM APH GE STX ALLY RF HCA ELV
Increasing unusual option volume: AMKR WELL GRND FEZ GES ERIC SANA REKR COMM
Increasing unusual call option volume: FEZ GRND ERIC REKR COMM HIMX XP SENS EA FWRD
Increasing unusual put option volume: AMKR BBWI BTG HOG DB QSR ISRG TWLO EA HIMX