Mid-session IV Report January 3, 2022

Mid-session IV Report January 3, 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: VXRT VOD IPOF MIR HLGN

Popular stocks with increasing volume: CCL AMC PLTR LCID T AAL

Money center calls more active than puts as shares rally on 1st day of 2022

Bank of America (BAC) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 40 as shares rally 3.9%.

JPMorgan (JPM) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 38. Call put ratio 3.7 calls to 1 put as shares rally 2.3%.

Citigroup (C) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 43. Call put ratio 3.2 calls to 1 put as shares rally 3.8%.

Goldman Sachs (GS) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 39. Call put ratio 2.6 calls to 1 put as shares rally 3%.

Wells Fargo (WFC) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 45. Call put ratio 3.6 calls to 1 put as shares rally 5%.

Morgan Stanley (MS) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 40. Call put ratio 1.5 calls to 1 put as shares rally 2.8%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 58. Call put ratio 2.8 calls to 1 put as shares rally 1.3%.

Content streamers are movers on 1st trading day of 2022

ViacomCBS (VIAC) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 104. Call put ratio 4.1 calls to 1 put with focus on January calls as shares rally 8.3%.

Discovery, Inc (DISCA) 30-day option implied volatility is at 35; compared to its 52-week range of 38 to 116. Call put ratio 2.7 calls to 1 put with focus on January and June calls as shares rally 8.9%.

Tesla (TSLA) 30-day option implied volatility is at 65; compared to its 52-week range of 36 to 91. Call put ratio 1.8 calls to 1 put as shares rally 10.1%.

Increasing unusual option volume: CARG TECL INFN BBIO
Increasing unusual call option volume: CARG INFN BBIO CUBE EB
Increasing unusual put option volume: TECL AON ACI XPDI SBSW BBIO
Options with decreasing option implied: ESSC TECL CARG UNM USAC TCS PLCE DOGZ
Active options: TSLA AAPL NVDA NIO F AMD BAC MSFT PFE LCID PLTR AMC BABA CCL FB T AMZN BA TSM AAL