Mid-session IV Report January 27, 2025

Mid-session IV Report January 27, 2025

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: AAOI NNE HIMX NVDL TEM NVDX VRT BYON SMR ZETA BE LMND CLMT XP NVAX ANET AI VST ZI DELL NVDA CEG ASAN CDE SNOW AKAM AMBA TLN NRG NTAP ETSY WDAY PSTG CPNG WBD URBN TSM BKNG PANW ETN BBWI ZM HPE CRH FIS ET DLR HPQ CRM EBAY

Popular stocks with increasing volume: SOFI AVGO T META INTC MU COIN

Active options: NVDA TSLA AAPL PLTR AMZN SOFI AMD AVGO GOOGL MSFT MARA T META RIOT INTC MU OKLO COIN NIO SOUN

Option IV into quarter results

Boeing (BA) January 31 weekly call option implied volatility is at 53, February is at 26; compared to its 52-week range of 27 to 48 into the expected release of quarter results before the bell on January 28. Call put ratio 1.8 calls to 1 put with a focus on January 31 weekly 170 and 175 puts.

Lockheed Martin (LMT) January 31 weekly call option implied volatility is at 48, February is at 25; compared to its 52-week range of 12 to 26 into the expected release of quarter results before the bell on January 28.

Starbucks (SBUX) January 31 weekly call option implied volatility is at 77, February is at 38; compared to its 52-week range of 18 to 43 into the expected release of quarter results after the bell on January 28.

Royal Caribbean (RCL) January 31 weekly call option implied volatility is at 82, February is at 45; compared to its 52-week range of 27 to 47 into the expected release of quarter results before the bell on January 28. Call put ratio 2.5 calls to 1 put with a focus on 1K contracts of March 240 calls.

General Motors (GM) January 31 weekly call option implied volatility is at 79, February is at 44; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on January 28. Call put ratio 3.8 calls to 1 put with a focus on February 60 calls.

Chubb (CB) February call option implied volatility is at 24, March is at 22; compared to its 52-week range of 13 to 28 into the expected release of quarter results after the bell on January 28. Call put ratio 1 call to 6.8 puts with a focus on February 240 puts.

Kimberly-Clark (KMB) January 31 weekly call option implied volatility is at 49, February is at 26; compared to its 52-week range of 12 to 24 into the expected release of quarter results before the bell on January 28.

Sysco (SYY) February call option implied volatility is at 28, March is at 23; compared to its 52-week range of 12 to 62 into the expected release of quarter results before the bell on January 28. Call put ratio 17.1 calls to 1 put with focus on February 75 calls.

F5 (FFIV) February call option implied volatility is at 42, March is at 35; compared to its 52-week range of 16 to 61 into the expected release of quarter results after the bell on January 28. Call put ratio 3 calls to 1 put.

Qorvo (QRVO) February call option implied volatility is at 51, March at 45; compared to its 52-week range of 23 to 76 into the expected release of quarter results after the bell on January 28. Call put ratio 1 call to 2.4 puts.

Polaris (PII) February call option implied volatility is at 91, March is at 77; compared to its 52-week range of 39 to 85 into the expected release of quarter results before the bell on January 28.

JetBlue (JBLU) January 31 weekly call option implied volatility is at 122, February is at 77; compared to its 52-week range of 46 to 77 into the expected release of quarter results before the bell on January 28. Call put ratio 1.5 calls to 1 put.

Options with decreasing option implied volatility: HNST DJT NNOX NFLX UAL JNPR SOFI HCA ALLY MMM GE ELV
Increasing unusual option volume: TAC ERIC NXE FND HNRG REKR VERU SNY HIMX FLEX
Increasing unusual call option volume: ERIC TAC VERU HIMX TPX CENX PTLO DT MSTU DBRG
Increasing unusual put option volume: NKE FND WM CIEN MAGS VERU EQT NRG WEN IP JBL GH