Mid-session IV Report January 31, 2023

Mid-session IV Report January 31, 2023

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

Option IV increases: AI LCID BYND ZM JWN BURL TGT AEO ROST DLTR KR HZNP

Popular stocks with increasing volume: F BBBY GM PFE SOFI CVNA AI CAT LCID XOM SNAP MU UPST

Movers

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.

Bed Bath & Beyond (BBBY) 30-day option implied volatility is at 191; compared to its 52-week range of 93 to 611. Call put ratio 1 call to 1.6 puts.

Option IV into quarter results and FOMC meeting

Advanced Micro Devices (AMD) February weekly call option implied volatility is at 110, February is at 65; compared to its 52-week range of 44 to 73 into the expected release of quarter results today after the bell.

Snap (SNAP) February weekly call option implied volatility is at 268, February is at 133; compared to its 52-week range of 62 to 128 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put.

Electronic Arts (EA) February weekly call option implied volatility is at 70, February is at 37; compared to its 52-week range of 22 to 45 into the expected release of quarter results today after the bell.

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.

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.

Meta Platforms (META) February weekly call option implied volatility is at 136, February is at 69; compared to its 52-week range of 37 to 79 into the expected release of quarter results after the bell on February 1.

Thermo Fisher Scientific (TMO) February weekly call option implied volatility is at 57, February is at 34; compared to its 52-week range of 23 to 39 into the expected release of quarter results before the bell on February 1. Call put ratio 1 call to 3.7 puts.

T-Mobile (TMUS) February weekly call option implied volatility is at 63, February is at 34; compared to its 52-week range of 22 to 41 into the expected release of quarter results before the bell on February 1. Call put ratio 1 call to 2.5 puts.

Altria (MO) February weekly call option implied volatility is at 34, February is at 24; compared to its 52-week range of 18 to 34 into the expected release of quarter results before the bell on February 1.

Boston Scientific (BSX) February call option implied volatility is at 31, March is at 26; compared to its 52-week range of 22 to 39 into the expected release of quarter results before the bell on February 1. Call put ratio 3.4 calls to 1 put.

Humana (HUM) February weekly call option implied volatility is at 56, February is at 33; compared to its 52-week range of 21 to 38 into the expected release of quarter results before the bell on February 1. Call put ratio 1 call to 5.7 puts.

Waste Management (WM) February weekly call option implied volatility is at 44, February is at 24; compared to its 52-week range of 16 to 31 into the expected release of quarter results before the bell on February 1. Call put ratio 1 call to 3.3 puts.

Allstate (ALL) February call option implied volatility is at 27, March is at 23; compared to its 52-week range of 21 to 72 into the expected release of quarter results before the bell on February 1. Call put ratio 8 calls to 1 put. Call put ratio 4.2 calls to 1 put.

Scotts Miracle Grow (SMG) February call option implied volatility is at 85, March is at 67; compared to its 52-week range of 36 to 109 into the expected release of quarter results before the bell on February 1.

Amazon (AMZN) February weekly call option implied volatility is at 112, February is at 60; compared to its 52-week range of 29 to 61 into the expected release of quarter results after the bell on February 2. Call put ratio 2 calls to 1 put.

Ford Motor (F) February weekly call option implied volatility is at 87, February is at 49; 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) February weekly call option implied volatility is at 66, February is at 39; 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) February weekly call option implied volatility is at 77, February is at 45; compared to its 52-week range of 26 to 49 into the expected release of quarter results after the bell on February 2.

ConocoPhillips (COP) February weekly call option implied volatility is at 57, February is at 39; compared to its 52-week range of 33 to 56 into the expected release of quarter results before the bell on February 2. Call put ratio 2.5 calls to 1 put.

Eli Lilly (LLY) February weekly call option implied volatility is at 50, February is at 31; compared to its 52-week range of 25 to 38 into the expected release of quarter results before the bell on February 2. Call put ratio 2 calls to 1 put.

Merck (MRK) February weekly call option implied volatility is at 40, February is at 25; compared to its 52-week range of 20 to 29 into the expected release of quarter results before the bell on February 2.

Options with decreasing option implied volatility: WOLF SPOT INTC IBM UPS CMCSA T COUP
Increasing unusual option volume: PTEN AI ALGM PBI BALL BOOT IRBT GPRE
Increasing unusual call volume: AI EQNR GRAB FIGS IP ATER MUR SPOT
Increasing unusual put option volume: BALL GFI IRBT AI SYY SH UBS SONY SMMT BBBY GLW
Active options: TSLA AAPL AMZN F BBBY NVDA AMD GM PFE SOFI CVNA AI CAT LCID XOM SNAP META MU NFLX UPST