Mid-session IV Report January 25, 2022

Mid-session IV Report January 25, 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: BA FCX AJRD T GLW WHR TSLA AAPL MSFT CWEB JMIA FSR

Popular stocks with increasing volume: PLTR DKNG SNAP AAL

IV into quarter results, FOMC & Russia headlines

Microsoft (MSFT) January weekly call option implied volatility is at 91, February is at 51; compared to its 52-week range of 16 to 42 into the expected release of quarter results after the bell on January 25.

Boeing (BA) January weekly call option implied volatility is at 83, February is at 53; compared to its 52-week range of 29 to 55 into the expected release of quarter results before the bell on January 26.

Tesla (TSLA) January weekly call option implied volatility is at 138, February is at 99; compared to its 52-week range of 36 to 86 into the expected release of quarter results after the bell on January 26.

AT&T (T) January weekly call option implied volatility is at 61, February is at 36; compared to its 52-week range of 15 to 32 into the expected release of quarter results before the bell on January 26. Call ratio 3.6 calls to 1 put with focus on February weekly (4) calls.

General Dynamics (GD) January weekly call option implied volatility is at 67, February is at 34; compared to its 52-week range of 17 to 30 into the expected release of quarter results before the bell on January 26.

Freeport-McMoRan (FCX) January weekly call option implied volatility is at 99, February is at 61; compared to its 52-week range of 41 to 64 into the expected release of quarter results before the bell on January 26. Call put ratio 2.6 calls to 1 put.

Corning (GLW) January weekly call option implied volatility is at 96, February is at 55; compared to its 52-week range of 22 to 57 into the expected release of quarter results before the bell on January 26.

Norfolk Southern (NSC) January weekly call option implied volatility is at 65, February is at 39; compared to its 52-week range of 20 to 34 into the expected release of quarter results before the bell on January 26.

Intel (INTC) January weekly call option implied volatility is at 97, February is at 52; compared to its 52-week range of 21 to 46 into the expected release of quarter results after the bell on January 26.

Whirlpool (WHR) January weekly call option implied volatility is at 101, February is at 53; compared to its 52-week range of 26 to 53 into the expected release of quarter results on January 26. Call put ratio 1 call to 2.5 puts.

Lam Research (LRCX) January weekly call option implied volatility is at 125, February is at 62; compared to its 52-week range of 28 to 67 into the expected release of quarter results on January 26.

Seagate (STX) January weekly call option implied volatility is at 114, February is at 59; compared to its 52-week range of 27 to 64 into the expected release of quarter results after the bell on January 26. Call put ratio 1 call to 2.5 puts.

Levi Strauss (LEVI) February call option implied volatility is at 55, March is at 45; compared to its 52-week range of 31 to 67 into the expected release of quarter results before the bell on January 26.

Las Vegas Sands (LVS) January weekly call option implied volatility is at 100, February is at 65; compared to its 52-week range of 34 to 61 into the expected release of quarter results on January 26.

Xilinx (XLNX) January weekly call option implied volatility is at 133, February is at 84; compared to its 52-week range of 95 to 91 into the expected release of quarter results after the bell on January 26.

Alaska Air (ALK) February call option implied volatility is at 52, March is at 51; compared to its 52-week range of 34 to 59 into the expected release of quarter results on January 26.

Apple (AAPL) January weekly call option implied volatility is at 74, February is at 44; 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: LOGI PETS PLAB ERIC
Increasing unusual call option volume: LOGI AJRD PIXY ERIC PLAB IVZ
Increasing unusual put option volume: LOGI ERIC FXE EQX FAZ SDOW RDSB IBM CME
Options with decreasing option implied: IBM JNJ PII ATVI
Active options: TSLA AAPL NVDA F BBIG IBM MSFT SOFI AMD NIO AMC FB MRNA PLTR DKNG PFE BAC VZ JD BABA