Mid-session IV Report January 5, 2022

Mid-session IV Report January 5, 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: BBBY KGC LW STZ WBA GGPI SNAP PINS F EBAY TSM

Popular stocks with increasing volume: T CLF XOM LCID

AT&T (T) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 31 as shares rally 3.4%. Call put ratio 5 calls to 1 put.

Verizon Communications (VZ) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 22 as shares rally 1.2%. Call put ratio 2.1 calls to 1 put.

T-Mobile (TMUS) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 41 as shares rally 2%. Call put ratio 9 calls to 1 put.
Movers

Rivian Automotive (RIVN) January weekly call option implied volatility is at 88, January is at 77; compared to its 52-week range of 70 to 176 after Amazon (AMZN) announced a series of global, multi-year agreements with Stellantis (STLA). Call put ratio 1.7 calls to 1 put as shares sell off 6.7%.

Shopify (SHOP) January weekly call option implied volatility is at 81, January is at 57; compared to its 52-week range of 35 to 68. Call put ratio 1.4 calls to 1 put as shares sell off 1.7%.

Option IV into quarter results

Bed Bath & Beyond (BBBY) January weekly call option implied volatility is at 360, January is at 161; compared to its 52-week range of 57 to 303 into the expected release of quarter results on January 6. Call put ratio 1.1 call to 1 put.

ConAgra Brands (CAG) January weekly call option implied volatility is at 68, January is at 33; compared to its 52-week range of 19 to 41 into the expected release of quarter results before the bell on January 6.

Lamb Weston (LW) January call option implied volatility is at 45, February is at 40; compared to its 52-week range of 24 to 50 into the expected release of quarter results before the bell on January 6. Call put ratio 1 call to 10 puts with focus on January 55 puts.

Constellation Brands (STZ) January weekly call option implied volatility is at 55, January is at 28; compared to its 52-week range of 18 to 37 into the expected release of quarter results on January 6. Call put ratio 2 calls to 1 put.

Walgreens Boots Alliance (WBA) January weekly call option implied volatility is at 77, January is at 36; compared to its 52-week range of 23 to 48 into the expected release of quarter results on January 6. Call put ratio 2.7 calls to 1 put with focus on January weekly and January 55 calls.

Increasing unusual option volume: MUX CUBE ESSC LPTX REE MAS
Increasing unusual call option volume: CUBE ESSC LPTX CRVS SONY OVV
Increasing unusual put option volume: LW PLNT EWG RMO BG
Options with decreasing option implied: SVFA
Active options: F AAPL TSLA INTC BABA MU NVDA MSFT B T AMD PFE BAC AMC NIO PLTR CLF XOM FB LCID