Mid-session IV Report January 30, 2023

Mid-session IV Report January 30, 2023

The following report is a snapshot of noteworthy changes in stock and option volumes, as well as changes in option

Option IV increases: CVNA JWN BIDU M MRVL CRM FXI COST LCID AI ZM TGT DLTR HUM HZNP

Popular stocks with increasing volume: SOFI LCID BBBY CNVA INTC GME NIO SNAP UPST

Option IV into quarter results

General Motors (GM) February weekly call option implied volatility is at 80, February is at 49; compared to its 52-week range of 34 to 60 into the expected release of quarter results before the bell on January 31. Call put ratio 1.6 calls to 1 put.

Exxon Mobil (XOM) February weekly call option implied volatility is at 44, February is at 31; compared to its 52-week range of 27 to 47 into the expected release of quarter results before the bell on January 31.

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 100, February is at 62; compared to its 52-week range of 44 to 73 into the expected release of quarter results after the bell on January 31.

Spotify (SPOT) February weekly call option implied volatility is at 131, February is at 74; compared to its 52-week range of 48 to 89 into the expected release of quarter results before the bell on January 31.

Caterpillar (CAT) February weekly call option implied volatility is at 55, February is at 36; compared to its 52-week range of 25 to 45 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 3.9 puts.

UPS (UPS) February weekly call option implied volatility is at 73, February is at 40; compared to its 52-week range of 21 to 47 into the expected release of quarter results before the bell on January 31.

McDonalds (MCD) February weekly call option implied volatility is at 39, February is at 24; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on January 31.

Pfizer (PFE) February weekly call option implied volatility is at 37, February is at 29; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 2 puts.

Electronic Arts (EA) February weekly call option implied volatility is at 54, February is at 31; compared to its 52-week range of 22 to 45 into the expected release of quarter results after the bell on January 31.

Chubb (CB) February call option implied volatility is at 25, March is at 20; compared to its 52-week range of 17 to 69 into the expected release of quarter results after the bell on January 31.

Mondelez (MDLZ) February weekly call option implied volatility is at 40, February is at 24; compared to its 52-week range of 16 to 32 into the expected release of quarter results after the bell on January 31. Call put ratio 7.3 calls to 1 put.

Marathon (MPC) February weekly call option implied volatility is at 51, February is at 37; compared to its 52-week range of 32 to 53 into the expected release of quarter results before the bell on January 31. Call put ratio 3 calls to 1 put.

Corning (GLW) February weekly call option implied volatility is at 60, February is at 33; compared to its 52-week range of 23 to 41 into the expected release of quarter results before the bell on January 31.

Boston Properties (BXP) February call option implied volatility is at 35, March is at 30; compared to its 52-week range of 21 to 80 into the expected release of quarter results after the bell on January 31. Call put ratio 9 calls to 1 put.

PulteGroup (PHM) February call option implied volatility is at 39, March is at 32; compared to its 52-week range of 32 to 94 into the expected release of quarter results before the bell on January 31.

Sysco (SYY) February weekly call option implied volatility is at 52, February is at 30; compared to its 52-week range of 21 to 41 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 2 puts.

Meta Platforms (META) February weekly call option implied volatility is at 118, February is at ;66 compared to its 52-week range 37 to 79into the expected release of quarter results after the bell on February 1.

Amazon (AMZN) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 61 into the expected release of quarter results after the bell on February 2.

Ford Motor (F) 30-day option implied volatility is at 42; compared to its 52-week range of 35 to 63 into the expected release of quarter results after the bell on February 2.

Apple (AAPL) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 45 into the expected release of quarter results after the bell on February 2.

Alphabet (GOOG) 30-day option implied volatility is at 38; compared to its 52-week range of 26 to 49 into the expected release of quarter results after the bell on February 2.

Tesla (TSLA) February weekly call option implied volatility is at 100, February is at 79; compared to its 52-week range of 49 to 96 as shares sell off 4%.

Options with decreasing option implied volatility: SAVA WOLF SJR INTC STX IBM T CMCSA VZ V
Increasing unusual option volume: MUR ATER ZTO UROY ARLP EQNR AI GRAB SOFI
Increasing unusual call volume: MUR ATER ZTO IBN GRAB AI SOFI DJX
Increasing unusual put option volume: EQNR DJX HZNP APPH SRG NMM GDS RETA
Active options: TSLA SOFI LCID AAPL NVDA BBBY AMC CNVA AMD INTC BABA GME MSFT COIN META NIO SNAP GOOGL UPST