Mid-session IV Report January 27, 2023

Mid-session IV Report January 27, 2023

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

Option IV increases: AMC MPW HZNP DIA AI VTRS PSTG BKLN COUP

Popular stocks with increasing volume:

IV movers

Tesla (TSLA) February weekly call option implied volatility is at 69, February is at 63; compared to its 52-week range of 49 to 96.

Option IV into quarter results

NXP Semiconductor (NXPI) February weekly call option implied volatility is at 55, March is at 42; compared to its 52-week range of 36 to 56 into the expected release of quarter results after the bell on January 30. Call put ratio 3.7 calls to 1 put.

Whirlpool (WHR) February weekly call option implied volatility is at 53, March is at 41; compared to its 52-week range of 30 to 53 into the expected release of quarter results after the bell on January 30. Call put ratio 3.3 calls to 1 put.

SoFi (SOFI) February weekly call option implied volatility is at 130, March is at 88; compared to its 52-week range of 60 to 121 into the expected release of quarter results after the bell on January 30.

General Motors (GM) February weekly call option implied volatility is at 58, March is at 44; compared to its 52-week range of 34 to 60 into the expected release of quarter results before the bell on January 31. Call put ratio 3.1 calls to 1 put.

Exxon Mobil (XOM) February weekly call option implied volatility is at 35, March is at 29; compared to its 52-week range of 27 to 47 into the expected release of quarter results before the bell on January 31.

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 75, March is at 56; compared to its 52-week range of 44 to 73 into the expected release of quarter results after the bell on January 31.

Spotify (SPOT) February weekly call option implied volatility is at 101, March is at 71; compared to its 52-week range of 48 to 89 into the expected release of quarter results before the bell on January 31.

Caterpillar (CAT) February weekly call option implied volatility is at 47, March is at 35; compared to its 52-week range of 25 to 45 into the expected release of quarter results before the bell on January 31.

UPS (UPS) February weekly call option implied volatility is at 58, March is at 39; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on January 31.

McDonalds (MCD) February weekly call option implied volatility is at 30, March is at 22; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on January 31.

Pfizer (PFE) February weekly call option implied volatility is at 37, March is at 29; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 2 puts.

Electronic Arts (EA) February weekly call option implied volatility is at 50, March is at 35; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on January 31. Call put ratio 1 call to 7.8 puts.

Chubb (CB) February call option implied volatility is at 24, March is at 20; compared to its 52-week range of 17 to 69 into the expected release of quarter results after the bell on January 31.

Mondelez (MDLZ) February weekly call option implied volatility is at 31, March is at 24; compared to its 52-week range of 16 to 32 into the expected release of quarter results after the bell on January 31.

Marathon (MPC) February weekly call option implied volatility is at 41, March is at 34; compared to its 52-week range of 32 to 53 into the expected release of quarter results before the bell on January 31. Call put ratio 2.6 calls to 1 put.

Corning (GLW) February weekly call option implied volatility is at 49, March is at 32; compared to its 52-week range of 23 to 41 into the expected release of quarter results before the bell on January 31.

Boston Properties (BXP) February weekly call option implied volatility is at 34, March is at 28; compared to its 52-week range of 21 to 80 into the expected release of quarter results after the bell on January 31. Call put ratio 1 call to 2.6 puts.

PulteGroup (PHM) February call option implied volatility is at 34, March is at 30; compared to its 52-week range of 32 to 94 into the expected release of quarter results before the bell on January 31.

Sysco (SYY) February weekly call option implied volatility is at 40, March is at 30; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 5.1 puts.

Canadian Pacific (CP) February weekly call option implied volatility is at 31, March is at 28; compared to its 52-week range of 22 to 73 into the expected release of quarter results after the bell on January 31. Call put ratio 3.5 calls to 1 put.

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 45 into the expected release of quarter results after the bell on February 2.

Alphabet (GOOG) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 49 into the expected release of quarter results after the bell on February 2.

Amazon (AMZN) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 61 into the expected release of quarter results after the bell on February 2.

Options with decreasing option implied volatility: SAVA GS WOLF STX INTC NOW SYF ISRG
Increasing unusual option volume: BKLN KD XM EGO DLR AI HAS RETA XM PSTG
Increasing unusual call volume: HAS AI KD IBN ITUB MAT CNX EGO EXC
Increasing unusual put option volume: BKLN PSTG IBN EXC RETA HAS DLR AXP DISH PSTG RETA HAS EA
Active options: TSLA AAPL AMZN NVDA MSFT AMD META GOOGL NIO RIVN NFLX BBBY NFLX SHOP IBM LCID AAL GOOG AMC BAC ET