Mid-session IV Report January 8, 2025

Mid-session IV Report January 8, 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: FUBO SNAP IRBT IONQ ADMA RBLX SYM EL AFRM PINS ELF FTNT ZI SPOT ARM PYPL BILL NER UAA ON EXPE TWLO MSTY NVO LLY F DIS CMG TTWO QCOM EW TPR EA DD RGTI QUBT EBAY Z QUTM PBR VOD SRE PCG

Popular stocks with increasing volume: PLTR MSTR MU BAC SMCI

Active options: NVDA TSLA RGTI AMD PLTR IONQ AAPL GOOGL MSTR QUBT MU SOUN RIOT FUBO QBTS AMZN BAC META SMCI

Option volume and IV amid L.A. fires

Edison Int’l (EIX) 30-day option implied volatility is at 38; compared to its 52-week range of 14 to 67. Call put ratio 1 call to 27 puts with focus on January 70 puts as share price down 7.2%.

PG&E Corp. (PCG) 30-day option implied volatility is at 24; compared to its 52-week range of 14 to 28. Call put ratio 1 call to 13.5 puts with focus on January 19 puts.

Chubb Corp. (CB) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 28. Call put ratio 1 call to 6.6 puts with a focus on January 265 puts.

Allstate (ALL) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 52.

Option IV into quarter results

Delta Air Lines (DAL) January weekly call option implied volatility is at 99, January is at 62; compared to its 52-week range of 28 to 53. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on January 10.

Walgreens Boots Alliance (WBA) January weekly call option implied volatility is at 178, January is at 68; compared to its 52-week range of 31 to 86. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 10.

Constellation Brands (STZ) January weekly call option implied volatility is at 59, January is at 37; compared to its 52-week range of 13 to 28. Call put ratio 1 call to 2.1 puts into the expected release of quarter results.

KB Home (KBH) January call option implied volatility is at 70, February is at 39; compared to its 52-week range of 27 to 47. Call put ratio 1.5 calls to 1 put into the expected release of quarter results.

Tilray (TLRY) January weekly call option implied volatility is at 259, January is at 200; compared to its 52-week range of 47 to 177. Call put ratio 13.7 calls to 1 put into the expected release of quarter results.

Movers

Palantir (PLTR) 30-day option implied volatility is at 76; compared to its 52-week range of 36 to 87. Call put ratio 1.1 calls to 1 put as share price down 2.7%.

eBay (EBAY) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 40. Call put ratio 1.7 calls to 1 put with focus on June 75 calls as share price up 10.7%.

Options with decreasing option implied volatility: X CAPR
Increasing unusual option volume: RGTI IVZ VIR QSI FND EIX OPTT ABSI CRNC BCS INVZ PLUG ALTM AUR
Increasing unusual call option volume: VIR OPTT ABSI QSI RGTI INVZ ALTM CRNC EBAY CALM BRCC OZK FUBO QUBT QBTS
Increasing unusual put option volume: RGTI FND QBTS CARR QUBT FUBO KULR EBAY DT HOG AVXL AUR VERU ABR IONQ