Mid-session IV Report January 28, 2025

Mid-session IV Report January 28, 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 NVAX NVDL NVDX COZ CDE MNKD VRT ZI HIMX CRDO NVDA AI TGTX ZETA SNOW DELL AAP WBD MGNI ZM ZS ETN CEG PCG FIS JBL IGV TJX URBN CRM AVGO HD

Popular stocks with increasing volume: SOFI AVGO BA PLTR SMCI MU INTC TSM BABA GM MSTR ORCL

Active options: NVDA AAPL TSLA AMZN SOFI AVGO BA AMD PLTR SMCI MU INTC GOOGL TSM SOUN BABA GM MSTR ORCL MSFT

Option IV into quarter results and FOMC decision

Microsoft (MSFT) January 31 weekly call option implied volatility is at 55, February is at 27; compared to its 52-week range of 16 to 35 into the expected release of quarter results after the bell on January 29. Call put ratio 2.2 calls to 1 put.

Meta (META) January 31 weekly call option implied volatility is at 99, February is at 46; compared to its 52-week range of 25 to 53 into the expected release of quarter results after the bell on January 29.

Tesla (TSLA) January 31 weekly call option implied volatility is at 117, February is at 66; compared to its 52-week range of 40 to 76 into the expected release of quarter results after the bell on January 29.

IBM (IBM) January 31 weekly call option implied volatility is at 92, February is at 43; compared to its 52-week range of 15 to 40 into the expected release of quarter results after the bell on January 29.

Service Now (NOW) January 31 weekly call option implied volatility is at 94, February is at 45; compared to its 52-week range of 23 to 45 into the expected release of quarter results after the bell on January 29.

T-Mobil (TMUS) January 31 weekly call option implied volatility is at 63, February is at 27; compared to its 52-week range of 11 to 27 into the expected release of quarter results before the bell on January 29. Call put ratio 2.7 calls to 1 put.

Danaher (DHR) January 31 weekly call option implied volatility is at 69, February is at 30; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on January 29.

Lam Research (LRCX) January 31 weekly call option implied volatility is at 98, February is at 53; compared to its 52-week range of 29 to 58 into the expected release of quarter results after the bell on January 29.

General Dynamics (GD) January 31 weekly call option implied volatility is at 52, February is at 26; compared to its 52-week range of 13 to 26 into the expected release of quarter results before the bell on January 29.

Canadian Pacific (CP) February call option implied volatility is at 29, March is at 24; compared to its 52-week range of 16 to 57 into the expected release of quarter results after the bell on January 29.

Norfolk Southern (NSC) January 31 weekly call option implied volatility is at 60, February is at 29; compared to its 52-week range of 19 to 32 into the expected release of quarter results before the bell on January 29.

United Rental (URI) January 31 weekly call option implied volatility is at 84, February is at 39; compared to its 52-week range of 28 to 47 into the expected release of quarter results after the bell on January 29.

Corning (GLW) January 31 weekly call option implied volatility is at 79, February is at 41; compared to its 52-week range of 14 to 37 into the expected release of quarter results before the bell on January 29.

Hess Corp (HES) January 31 weekly call option implied volatility is at 50, February is at 29; compared to its 52-week range of 19 to 33 into the expected release of quarter results before the bell on January 29.

Rockwell Automation (ROK) February call option implied volatility is at 41, March is at 35; compared to its 52-week range of 20 to 58 into the expected release of quarter results on January 29.

Teva (TEVA) January 31 weekly call option implied volatility is at 98, February is at 49; compared to its 52-week range of 28 to 68 into the expected release of quarter results before the bell on January 29.

Western Digital (WDC) January 31 weekly call option implied volatility is at 106, February is at 53; compared to its 52-week range of 30 to 59 into the expected release of quarter results after the bell on January 29. Call put ratio 6.8 calls to 1 put with a focus on February 70 calls.

V.F. Corp (VFC) February call option implied volatility is at 65, March is at 42; compared to its 52-week range of 41 to 78 into the expected release of quarter results before the bell on January 29.

Whirlpool (WHR) February call option implied volatility is at 40, March is at 35; compared to its 52-week range of 26 to 46 into the expected release of quarter results after the bell on January 29. Call put ratio 5.6 calls to 1 put with a focus on March 155 calls.

Levi Strauss (LEVI) February call option implied volatility is at 50, March is at 40; compared to its 52-week range of 23 to 83 into the expected release of quarter results after the bell on January 29 with a focus on 488 contracts of March 18 calls trading at $1.30.

Apple (AAPL) January 31 weekly call option implied volatility is at 62, February is at 32; compared to its 52-week range of 16 to 37 into the expected release of quarter results after the bell on January 30.

Options with decreasing option implied volatility: HNST DJT NNOX NFLX UAL JNPR SOFI HCA ALLY MMM GE ELV
Increasing unusual option volume: AM REI IVZ VNET GLBE INVZ INFY TAC HNRG
Increasing unusual call option volume: IVZ REI VNET GLBE HNRG TAC INFY RPRX RCL OPFI SES SNDX SLS PWR

Increasing unusual put option volume: BHC HOG DB CAH FLNC NEXT DUK PCG MO PCAR GGAL NEP SYF