Mid-session IV Report January 31, 2022

Mid-session IV Report January 31, 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: SVFA BOIL KOLD SNAP IPOF AND DWAC
Popular stocks with increasing volume: SPOT SOFI NIO TLRY DKNG UBER

Option implied volatility movement

Apple (AAPL) February weekly call option implied volatility is at 35, February is at 32; compared to its 52-

Amazon (AMZN) February weekly call option implied volatility is at 62, February is at 42; compared to its 52-week range of 19 to 46 into the expected release of quarter results after the bell on February 3.

Alphabet (GOOG) February weekly call option implied volatility is at 61, February is at 41; compared to its 52-week range of 18 to 41 into the expected release of quarter results after the bell on February 1.

Alibaba (BABA) 30-day option implied volatility is at 55; compared to its 52-week range of 24 to 83.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 35.

Boeing (BA) February weekly call option implied volatility is at 50, February is at 44; compared to its 52-week range of 29 to 53 as shares trade below $195.

Option IV into quarter results and outlook

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 95, February is at 68; compared to its 52-week range of 29 to 73 into the expected release of quarter results after the bell on February 1.

Sirius XM (SIRI) February weekly call option implied volatility is at 110, February is at 70; compared to its 52-week range of 25 to 360 into the expected release of quarter results after the bell on February 1.

PayPal (PYPL) February weekly call option implied volatility is at 88, February is at 56; compared to its 52-week range of 24 to 56 into the expected release of quarter results after the bell on February 1.

UPS (UPS) February weekly call option implied volatility is at 83, February is at 48; compared to its 52-week range of 18 to 47 into the expected release of quarter results before the bell on February 1.

Electronic Arts (EA) February weekly call option implied volatility is at 73, February is at 45; compared to its 52-week range of 20 to 44 into the expected release of quarter results after the bell on February 1.

Exxon Mobil (XOM) February weekly call option implied volatility is at 45, February is at 36; compared to its 52-week range of 24 to 47 into the expected release of quarter results after the bell on February 1.

Gilead (GILD) February weekly call option implied volatility is at 61, February is at 37; compared to its 52-week range of 17 to 40 into the expected release of quarter results after the bell on February 1.

Match (MTCH) February weekly call option implied volatility is at 108, February is at 69; compared to its 52-week range of 32 to 66 into the expected release of quarter results after the bell on February 1.

MicroStrategy (MSTR) February weekly call option implied volatility is at 134, February is at 111; compared to its 52-week range of 65 to 154 into the expected release of quarter results after the bell on February 1.

Starbucks (SBUX) February weekly call option implied volatility is at 55, February is at 38; compared to its 52-week range of 18 to 39 into the expected release of quarter results after the bell on February 1.

General Motors (GM) February weekly call option implied volatility is at 76, February is at 53; compared to its 52-week range of 29 to 66 into the expected release of quarter results on February 1. Call put ratio 3.2 calls to 1 put.

Increasing unusual option volume: STKL INDA FATH MDGL MCHI NYT
Increasing unusual call option volume: MCHI VKTX BCS SPPI FLWS WEAT
Increasing unusual put option volume: INDA FATH PAGS GOOS CBOE
Active options: AAPL TSLA AMD NVDA NIO HOOD F AMC BABA MSFT PLTR SOFI LCID BBIG BAC FB AMZN T BA