Mid-session IV Report January 6, 2025

Mid-session IV Report January 6, 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: JWN PINS TEAM HE EL RBLX FTNT DECK SPOT NET MTCH PYPL CHTR IBM CMG TEVA EW F TTWO EXPE DIS UPS SGMT IRBT NN QUBT QS LLY

Popular stocks with increasing volume: SMCI MU PLTR TSM UBER MSTR RIVN SOFI AVGO COIN

Active options: NVDA TSLA AMD AAPL SMCI MU FUBO PLTR AMZN QS GOOGL TSM UBER MSTR RIVN SOFI AVGO RGTI COIN MARA

Chip option IV into CES Las Vegas

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 89. Call put ratio 4.2 calls to 1 put with a focus on January 10 weekly calls into Jensen Huang Founder and CEO, NVIDIA CES 2025 Keynote tonight and an investor update on January 7.

Broadcom (AVGO) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 66. Call put ratio 3.2 calls to 1 put with focus on January 10 weekly calls.

Super Micro Computer (SMCI) 30-day option implied volatility is at 107; compared to its 52-week range of 60 to 218. Call put ratio 3.8 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 63; compared to its 52-week range of 28 to 61. Call put ratio 3.3 calls to 1 put with focus on December 10 calls.

Taiwan Semi (TSM) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 58. Call put ratio 1.8 calls to 1 put as share price is up 5.4%.

Arm Holdings (ARM) 30-day option implied volatility is at 61; compared to its 52-week range of 43 to 171. Call put ratio 2.9 calls to 1 put with a focus on January 150 calls.

AMD (AMD) 30-day option implied volatility is at 52; compared to its 52-week range of 35 to 64. Call put ratio 3.1 calls to 1 put with a focus on January 10 weekly calls.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 53. Call put ratio 3.4 calls to 1 put with focus on January 10 weekly calls.

Micron Technology (MU) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 73. Call put ratio 2.9 calls to 1 put January 10 weekly 100 calls.

Mobileye (MBLY) 30-day option implied volatility is at 90; compared to its 52-week range of 40 to 108. Call put ratio 3.7 calls to 1 put with a focus on February 25 calls.

Marvel (MRVL) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 72. Call put ratio 2.9 calls to 1 put with a focus on March 130 calls.

Texas Instruments (TXN) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 41. Call put ratio 1.1 calls to 1 put as share price up 1%.

Microchip (MCHP) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 64. Call put ratio 2.5 calls to 1 put as share price up 2.4%.

Dell Technologies (DELL) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 80. Call put ratio 3.1 calls to 1 put with a focus on January 10 weekly calls.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 2 t4o 59. Call put ratio 1.9 calls to 1 put.

Options with decreasing option implied volatility: RUM X CONY PARA
Increasing unusual option volume: QSI CRNC OPTT COMM PPTA STEM FUBO RGTI NRDY OMF
Increasing unusual call option volume: QSI OPTT CRNC PPTA OMF STEM FUBO IRBT NRDY MTZ OTLY
Increasing unusual put option volume: RGTI FUBO MODG YUMC QBTS QUBT NN PLCE OWL CBRL FFIE CNX