Mid-session IV Report January 26, 2023

Mid-session IV Report January 26, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option

Option IV increases: MPW BKLN COUP HZNP AMC

Popular stocks with increasing volume: RIVN BBBY SHOP IBM LCID AAL AMC BAC

IV movers

Tesla (TSLA) January weekly call option implied volatility is at 93, February is at 36; compared to its 52-week range of 49 to 96 after quarter results. Call put ratio 1.1 calls to 1 put as shares rally 8%.

Option IV into quarter results

Visa (V) January weekly call option implied volatility is at 75, February is at 27; compared to its 52-week range of 22 to 43 into the expected release of quarter results today after the bell.

Intel (INTC) January weekly call option implied volatility is at 148, February is at 52; compared to its 52-week range of 27 to 58 into the expected release of quarter results today after the bell.

KLA Corp (KLAC) January weekly call option implied volatility is at 101, February is at 55; compared to its 52-week range of 36 to 58 into the expected release of quarter results today after the bell.

Chevron (CVX) January weekly call option implied volatility is at 55, February is at 28; compared to its 52-week range of 26 to 46 into the expected release of quarter results before the bell on January 27.

American Express (AXP) January weekly call option implied volatility is at 87, February is at 35; compared to its 52-week range of 26 to 49 into the expected release of quarter results before the bell on January 27.

Charter (CHTR) January weekly call option implied volatility is at 115, February is at 43; compared to its 52-week range of 25 to 54 into the expected release of quarter results before the bell on January 27.

Colgate (CL) February call option implied volatility is at 25, March is at 20; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on January 27.

Movers in 2023

Exact Sciences (EXAS) 30-day option implied volatility is at 62; compared to its 52-week range of 56 to 127. Call put ratio 12 calls to 1 put.

Kingsoft Cloud Holdings Limited (KC) 30-day option implied volatility is at 91; compared to its 52-week range of 58 to 185.

BigCommerce (BIGC) 30-day option implied volatility is at 71; compared to its 52-week range of 66 to 142. Call put ratio 9.9 calls to 1 put.

Porch Group (PRCH) 30-day option implied volatility is at 96; compared to its 52-week range of 78 to 150.

Farfetch Limited (FTCH) 30-day option implied volatility is at 104; compared to its 52-week range of 82 to 165. Call put ratio 6.4 calls to 1 put with focus on March 10 calls.

C3.ai (AI) 30-day option implied volatility is at 62; compared to its 52-week range of 54 to 128. Call put ratio 13.3 calls to 1 put with focus on January weekly calls.

Oak Street Health (OSH) 30-day option implied volatility is at 84; compared to its 52-week range of 64 to 136. Call put ratio 20 calls to 1 put with focus on February and April 42 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 79; compared to its 52-week range of 60 to 122.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 87; compared to its 52-week range of 68 to 120. Call put ratio 1.8 calls to 1 put.

Roblox (RBLX) 30-day option implied volatility is at 80; compared to its 52-week range of 72 to 154. Call put ratio 2.7 calls to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 73. Call put ratio call 6.9 calls to 1 put with focus on January weekly 42.5 calls as shares rally 5%.

Petrobras (PBR) 30-day option implied volatility is at 47; compared to its 52-week range of 37 to 103 into trading halt. Call put ratio 10.2 calls to 1 put.

Options with decreasing option implied volatility: TGTX YPF STNG NFLX WOLF ALLY ISRG MSFT DHR T GE TXN KMB VZ ABT JNJ
Increasing unusual option volume: ESTC XM TAP SHW CYH
Increasing unusual call volume: ESTC TAP XM SHW PBR
Increasing unusual put option volume: CRK SHLS AGQ SHW BCS ARRY
Active options: TSLA AAPL AMZN NVDA MSFT AMD META GOOGL NIO RIVN NFLX BBBY NFLX SHOP IBM LCID AAL GOOG AMC BAC ET