Mid-session IV Report January 29, 2025

Mid-session IV Report January 29, 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: RCAT NVDL NVDX CORZ NVAX HIMX PLCE ZETA CDE LMND ZI TGTX SNOW AI AMBA NVDA VRT DELL VRT CART NTAP CEG CIEN WBD WDAY ZM BBWI URBN ZS CPNG FLR ETN CRM ADSK PSTG HPQ DPZ JBL CRH TJX IGV APH LOW HD

Popular stocks with increasing volume: BABA PLTR NFLX TEVA DJT AVGO SOFI MSTR UBER AGNC

Active options: NVDA BABA TSLA SBUX AAPL AMZN AMD GOOGL PLTR META MSFT NFLX TEVA DJT AVGO SOFI MSTR RIOT UBER AGNC

Option IV into quarter results and FOMC decision

Microsoft (MSFT) January 31 weekly call option implied volatility is at 72, February is at 40; compared to its 52-week range of 16 to 35 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Meta (META) January 31 weekly call option implied volatility is at 116, February is at 64; compared to its 52-week range of 25 to 53 into the expected release of quarter results today after the bell.

Tesla (TSLA) January 31 weekly call option implied volatility is at 147, February is at 87; compared to its 52-week range of 40 to 76 into the expected release of quarter results today after the bell.

IBM (IBM) January 31 weekly call option implied volatility is at 111, February is at 63; compared to its 52-week range of 15 to 40 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put with focus on February 260 and 265 calls.

Service Now (NOW) January 31 weekly call option implied volatility is at 116, February is at 65; compared to its 52-week range of 23 to 45 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.9 puts.

Apple (AAPL) January 31 weekly call option implied volatility is at 69, February is at 41; compared to its 52-week range of 16 to 37 into the expected release of quarter results after the bell on January 30.

Visa (V) January 31 weekly call option implied volatility is at 57, February is at 26; compared to its 52-week range of 14 to 29 into the expected release of quarter results after the bell on January 30.

Mastercard (MA) January 31 weekly call option implied volatility is at 56, February is at 24; compared to its 52-week range of 14 to 28 into the expected release of quarter results before the bell on January 30.

Thermo Fisher (TMO) January 31 weekly call option implied volatility is at 68, February is at 30; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on January 30.

Caterpillar (CAT) January 31 weekly call option implied volatility is at 79, February is at 34; compared to its 52-week range of 21 to 45 into the expected release of quarter results before the bell on January 30.

Blackstone (BX) January 31 weekly call option implied volatility is at 70, February is at 35; compared to its 52-week range of 24 to 41 into the expected release of quarter results before the bell on January 30.

United Parcel (UPS) January 31 weekly call option implied volatility is at 101, February is at 36; compared to its 52-week range of 18 to 38 into the expected release of quarter results before the bell on January 30.

KLA Corporation (KLAC) February call option implied volatility is at 44, March is at 40; compared to its 52-week range of 28 to 57 into the expected release of quarter results after the bell on January 30.

Intel (INTC) January 31 weekly call option implied volatility is at 165, February is at 74; compared to its 52-week range of 29 to 77 into the expected release of quarter results after the bell on January 30.

Tractor Supply (TSCO) January 31 weekly call option implied volatility is at 69, February is at 33; compared to its 52-week range of 20 to 35 into the expected release of quarter results before the bell on January 30.

Sherwin Williams (SHW) February call option implied volatility is at 35, March is at 27; compared to its 52-week range of 17 to 57 into the expected release of quarter results before the bell on January 30.

Altria (MO) January 31 weekly call option implied volatility is at 60, 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 30. Call put ratio 5.4 calls to 1 put with a focus on January 31 weekly calls.

Northrop Gruman (NOC) February call option implied volatility is at 29, March is at 26; compared to its 52-week range of 14 to 26 into the expected release of quarter results before the bell on January 30.

Deutsche Bank (DB) February call option implied volatility is at 38, March is at 34; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on January 30.

Cigna (CI) January 31 weekly call option implied volatility is at 86, February is at 47; compared to its 52-week range of 16 to 44 into the expected release of quarter results before the bell on January 30.

Check Point Software (CHKP) February call option implied volatility is at 37, March is at 30; compared to its 52-week range of 17 to 35 into the expected release of quarter results before the bell on January 30.

Sirius (SIRI) January 31 weekly call option implied volatility is at 88, February is at 60; compared to its 52-week range of 31 to 154 into the expected release of quarter results before the bell on January 30.

Southwest Airline (LUV) January 31 weekly call option implied volatility is at 92, February is at 52; compared to its 52-week range of 29 to 48 into the expected release of quarter results before the bell on January 30. Call put ratio 2.2 calls to 1 put with a focus on February 42 calls.

Options with decreasing option implied volatility: SOFI LC ELV TAL AAL ALK VFC GE HCA SBUX QRVO T VZ ISRG TMUS AXP ADP RTX
Increasing unusual option volume: HRNG CYH VNET COMM LC CBRE EIX DESP FLEX
Increasing unusual call option volume: VNET HRNG COMM LC TPX FLEX LOGI EIX TMUS PRMB LBRT GRND EAT
Increasing unusual put option volume: ASO NXT NDAQ NEP FIS CARR ZI IRM KDP NVS SAP INDA CB