Mid-session IV Report January 3, 2025

Mid-session IV Report January 3, 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: TEAM DECK IBM META UPS TEVA CHTR SBUX GM GLW NOW AMZN FTNT CMCSA CAH T AAPL MA

Popular stocks with increasing volume: SOFI MSTR CSCO AVGO SMCI MARA UBER INTC MU
Active options: TSLA NVDA AAPL PLTR AMD SOFI AMZN MSTR CSCO RGTI AVGO META MSFT SMCI MARA UBER INTC GOOGL MU

Auto transportation option volume and IV movement

Uber (UBER) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 60. Call put ratio 2.7 calls to 1 put with a focus on September 70 and 85 calls as share price up 2.2%.

Lyft (LYFT) 30-day option implied volatility is at 51; compared to its 52-week range of 44 to 98. Call put ratio 10.7 calls to 1 put with a focus on January 3 weekly 14, 14.5 and 15.5 calls as share price up 2.3%.

Carvana (CVNA) 30-day option implied volatility is at 75; compared to its 52-week range of 41 to 128. Call put ratio 1 call to 2.8 puts with a focus on January 3 weekly 190 puts.

Option IV after Surgeon General issues new advisory on link between alcohol and cancer risk

Diageo plc (DEO) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 58. Call put ratio 1 call to 2.2 puts with a focus on January 120 puts after Surgeon General issues new advisory on link between alcohol and cancer risk.

AB InBev SA (BUD) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 27. Call put ratio 2.6 calls to 1 put with focus on January 70 calls.

Molson Coors Brewing (TAP) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 68. Call put ratio 4.5 calls to 1 put with focus on February 57.50 calls.

Constellation Brands (STZ) 30-day option implied volatility is at 25; compared to its 52-week range of 13 to 28.

Boston Beer Co. (SAM) 30-day option implied volatility is at 31; compared to its 52-week range of 21 to 71. Call put ratio 1.1 calls to 1 put after Surgeon General issues new advisory on link between alcohol and cancer risk.

Options with decreasing option implied volatility: RUM QUBT X QS PARA
Increasing unusual option volume: RGTI CRNC OPTT AISP NNOX REAL HUBS LODE DV BLND
Increasing unusual call option volume: CRNC OPTT RGTI AISP REAL DV NNOX BLND LODE ARLP GEVO MODG
Increasing unusual put option volume: RGTI EMR HUBS TRU PSNY QBTS FLNC MT FFIE