Mid-session IV Report January 28, 2022

Mid-session IV Report January 28, 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: NEGG GWH BOIL GRPN SIRI FSR SIRI MMM KOLD BOIL

Popular stocks with increasing volume: XOM CVX AAL AMC MMM

Large tech option implied volatility near upper end of range

Apple (AAPL) February weekly call option implied volatility is at 39, February is at 44; compared to its 52-week range of 19 to 49. Call put ratio 1.1 calls to 1 put as shares rally 4%.

Alphabet (GOOGL) February weekly call option implied volatility is at 58, February is at 44; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on February 1.

Amazon (AMZN) February weekly call option implied volatility is at 80, February is at 59; compared to its 52-week range of 19 to 46 into the expected release of quarter results after the bell on February 3.

Alibaba (BABA) 30-day option implied volatility is at 61; compared to its 52-week range of 24 to 83.

Microsoft (MSFT) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 35.

Netflix (NFLX) February weekly call option implied volatility is at 55, February is at 52; compared to its 52-week range of 21 to 47 as shares trade down 24%. Call put ratio 1 call to 1.1 puts.

Tesla (TSLA) 30-day option implied volatility is at 69; compared to its 52-week range 36 to 87. Call put ratio 1 call to 1 put as shares rally 2%.

MEME stock option IV as shares near low end of range

AMC Entertainment (AMC) 30-day option implied volatility is at 145; compared to its 52-week range of 95 to 540 as share sell off 5%.

GameStop (GME) 30-day option implied volatility is at 127; compared to its 52-week range of 69 to 554 as shares sell off 5.5%.

Increasing unusual option volume: AUPH FLEX MCHI PSQ LEVI CM BBD MMM
Increasing unusual call option volume: FLEX BBD PSQ MMM FNV YPF
Increasing unusual put option volume: MCHI LEVI EVTL ARCC VFC MMM
Options with decreasing option implied: PAGS GNRC D IBM CAT X NUE VFC V
Active options: AAPL TSLA HOOD NVDA AMD LCID NIO MSFT F SOFI V FB AMC AMZN XOM INTC CVX BAC AAL NFLX