Mid-session IV Report January 30, 2025

Mid-session IV Report January 30, 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: NVDA PLACE ZETA CDE MNKD JNPR CORZ LMND ZI NVAX AI SNOW TGTX AMBA VRT DELL JWN CART BABA WBD ZM BBWI WDAY NTAP BROS ZS

Popular stocks with increasing volume: AVGO AAL SOFI BABA MSTR NFLX IBM PLTR UBER PFE

Active options: NVDA TSLA META MSFT AVGO GOOGL AMD AAPL AMZN AAL SOFI RIOT BABA MSTR NFLX MARA IBM PLTR UBER PFE

Option IV into quarter results

Apple (AAPL) January 31 weekly call option implied volatility is at 91, February is at 31; compared to its 52-week range of 16 to 37 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put with a focus on January 31 weekly options.

Visa (V) January 31 weekly call option implied volatility is at 68, February is at 26; compared to its 52-week range of 14 to 29 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put as share price 1.9%.

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 today after the bell on January 30. Call put ratio 3.1 calls to 1 put as share price up 2.3%.

Intel (INTC) January 31 weekly call option implied volatility is at 240, February is at 81; compared to its 52-week range of 29 to 77 into the expected release of quarter results today after the bell.

Exxon Mobil (XOM) January 31 weekly call option implied volatility is at 52, February is at 24; compared to its 52-week range of 17 to 31 into the expected release of quarter results before the bell on January 31. Call put ratio 4.4 calls to 1 put with a focus on 4K contracts of February 28 weekly 114 calls.

AbbVie (ABBV) January 31 weekly call option implied volatility is at 86, February is at 28; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on January 31.

Chevron (CVX) January 31 weekly call option implied volatility is at 55, February is at 22; compared to its 52-week range of 16 to 30 into the expected release of quarter results before the bell on January 31.

Novartis (NVS) February call option implied volatility is at 23, March is at 20; compared to its 52-week range of 12 to 25 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 1.7 puts with a focus on February 95 puts.

Eaton (ETN) January 31 weekly call option implied volatility is at 126, February is at 41; compared to its 52-week range of 20 to 47 into the expected release of quarter results before the bell on January 31. Call put ratio 1.6 calls to 1 put as share price up 1.7%.

Colgate (CL) January 31 weekly call option implied volatility is at 92, February is at 26; compared to its 52-week range of 20 to 47 into the expected release of quarter results before the bell on January 31.

Charter (CHTR) January 31 weekly call option implied volatility is at 177, February is at 50; compared to its 52-week range of 27 to 54 into the expected release of quarter results before the bell on January 31. Call put ratio 3.1 calls to 1 put with a focus on January 2026 400 calls.

Phillips 66 (PSX) January 31 weekly call option implied volatility is at 68, February is at 31; compared to its 52-week range of 22 to 36 into the expected release of quarter results before the bell on January 31. Call put ratio 1 call to 11.7 puts with a focus on 1585 contracts of February 14 weekly 120 puts.

Options with decreasing option implied volatility: SOFI LC NXT VFC DT HCA SBUX ISRG META TEVA T IBM QRVO RTX ADP VZ DHR CAH AXP LMT WM TMO TMUS
Increasing unusual option volume: IVZ AHCO DB EWG XFOR TER LVS XP KNX COMM CHRW TSEM COUR JNPR
Increasing unusual call option volume: DB IVZ EWW XP LVS TER JNPR KNX CHRW COUR XFOR BXP ARR CMA
Increasing unusual put option volume: IP EWG TER CMA NXT OWL JCI BEKE DBX SHW WM DB SMTC UPS MO IBM EDR NOK CBRL