Mid-session IV Report January 26, 2022

Mid-session IV Report January 26, 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: MGI JMIA APRN NEGG DB FSR AAPL TSLA STX HOOD

Popular stocks with increasing volume: SOFI INTC XOM PLTR PTON

IV elevated into quarter results, FOMC & Russia headlines

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 31 into FOMC policy meeting.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 33; compared to its 52-week range of 14 to 35 into FOMC policy meeting.

Apple (AAPL) January weekly call option implied volatility is at 75, February is at 40; compared to its 52-week range of 19 to 49 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

Tesla (TSLA) January weekly call option implied volatility is at 1350, February is at 85; compared to its 52-week range of 36 to 86 into the expected release of quarter results today after the bell.

Intel (INTC) January weekly call option implied volatility is at 117, February is at 51; compared to its 52-week range of 21 to 46 into the expected release of quarter results today after the bell.

Lam Research (LRCX) January weekly call option implied volatility is at 118, February is at 58; compared to its 52-week range of 28 to 67 into the expected release of quarter results today after the bell.

Seagate (STX) January weekly call option implied volatility is at 125, February is at 56; compared to its 52-week range of 27 to 64 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put.

Xilinx (XLNX) January weekly call option implied volatility is at 123, February is at 78; compared to its 52-week range of 95 to 91 into the expected release of quarter results today after the bell.

Blackstone (BX) January weekly call option implied volatility is at 87, February is at 49; compared to its 52-week range of 21 to 50 into the expected release of quarter results before the bell on January 27. Call put ratio 1 call to 1.5 puts.

Comcast (CMCSA) January weekly call option implied volatility is at 112, February is at 45; compared to its 52-week range of 18 to 41 into the expected release of quarter results before the bell on January 27. Call put ratio 1 call to 2.6 puts.

Master Card (MA) January weekly call option implied volatility is at 76, February is at 40; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 27. Call put ratio 3 calls to 1 put.

McDonalds (MCD) January weekly call option implied volatility is at 51, February is at 26; compared to its 52-week range of 14 to 32 into the expected release of quarter results before the bell on January 27.

Nucor (NUE) January weekly call option implied volatility is at 98, February is at 59; compared to its 52-week range of 31 to 59 into the expected release of quarter results before the bell on January 27.

RobinHood (HOOD) January weekly call option implied volatility is at 260, February is at 140; compared to its 52-week range of 51 to 226 into the expected release of quarter results after the bell on January 27.

Southwest Airlines (LUV) January weekly call option implied volatility is at 77, February is at 45; compared to its 52-week range of 28 to 55 into the expected release of quarter results before the bell on January 27.

Tractor Supply (TSCO) January weekly call option implied volatility is at 100, February is at 46; compared to its 52-week range of 22 to 40 into the expected release of quarter results before the bell on January 27.

Visa (V) January weekly call option implied volatility is at 75, February is at 36; compared to its 52-week range of 19 to 38 into the expected release of quarter results after the bell on January 27. Call put ratio 3.9 calls to 1 put.

Western Digital (WDC) January weekly call option implied volatility is at 145, February is at 63; compared to its 52-week range of 34 to 69 into the expected release of quarter results after the bell on January 27.

Increasing unusual option volume: DSX FFIV ARKF NAVI OTIS PZZA
Increasing unusual call option volume: OTIS MAT PIXY RDSB CCAV FFIV
Increasing unusual put option volume: ARKF KMB WEN XLNX PLNT
Options with decreasing option implied: IBM COH MSFT TXN
Active options: MSFT AAPL TSLA NVDA F DKNG BBIG T BA AMD NIO FB XOM INTC SOFI PLTR AMC PTON BAC AMZN