Mid-session IV Report January 27, 2022

Mid-session IV Report January 27, 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: TGTX GRPN JMIA BLNK CHPT MTTR CVNA

Popular stocks with increasing volume: BABA SQ SOFI XOM HOOD

IV into quarter results

Apple (AAPL) January weekly call option implied volatility is at 90, February is at 38; compared to its 52-week range of 19 to 49 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Visa (V) January weekly call option implied volatility is at 93, February is at 37; compared to its 52-week range of 19 to 38 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put.

Valero Energy (VLO) January weekly call option implied volatility is at 64, February is at 43; compared to its 52-week range of 32 to 55 into the expected release of quarter results today after the bell. Call put ratio 6 calls to 1 put with focus on January weekly 85 and 86 calls.

US Steel (X) January weekly call option implied volatility is at 199, February is at 81; compared to its 52-week range of 49 to 108 into the expected release of quarter results today after the bell.

Stryker (SYK) February call option implied volatility is at 39, March is at 34; compared to its 52-week range of 18 to 38 into the expected release of quarter results today after the bell.

KLA Corp (KLAC) January weekly call option implied volatility is at 140, February is at 63; compared to its 52-week range of 28 to 55 into the expected release of quarter results today after the bell.

Canadian Pacific (CP) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 39 into the expected release of quarter results today after the bell.

VF Corp (VFC) January weekly call option implied volatility is at , February is at ; compared to its 52-week range of 23 to 45 into the expected release of quarter results before the bell on January 28.

RobinHood (HOOD) January weekly call option implied volatility is at 360, February is at 130; compared to its 52-week range of 51 to 226 into the expected release of quarter results today after the bell.

Caterpillar (CAT) January weekly call option implied volatility is at 77, February is at 35; compared to its 52-week range of 23 to 42 into the expected release of quarter results before the bell on January 28.

Colgate (CL) January weekly call option implied volatility is at 70, February is at 27; compared to its 52-week range of 14 to 35 into the expected release of quarter results before the bell on January 28.

Chevron (CVX) January weekly call option implied volatility is at 54, February is at 31; compared to its 52-week range of 23 to 46 into the expected release of quarter results before the bell on January 28.

Charter Communications (CHTR) January weekly call option implied volatility is at 145, February is at 50; compared to its 52-week range of 19 to 40 into the expected release of quarter results before the bell on January 28. Call put ratio 2.7 calls to 1 put.

Phillips 66 (PSX) January weekly call option implied volatility is at 88, February is at 45; compared to its 52-week range of 30 to 52 into the expected release of quarter results before the bell on January 28.

Increasing unusual option volume: ASPN PSQ LEVI LNC GRUB TACO DSX FLEX XM
Increasing unusual call option volume: ASPN PSQ LEVI DSX GRUB XM FLEX FLWS
Increasing unusual put option volume: LNC STLA DAC RDSB TSP URBN TER
Options with decreasing option implied: BENE CMCSA LUV BX TXN
Active options: TSLA AAPL INTC NVDA T MSFT NIO NFLX LCID F AMD BAC AMC BABA BBIG SQ FB SOFI XOM HOOD