Mid-session IV Report April 1, 2025

Mid-session IV Report April 1, 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: RDFN CLS CONY PINS SOFI CVNA TEAM CAPR VRNA TSLY BILL XYZ FSLY COHR ROKU SHOP MRNA NET EL PYPL LLY F ALGN RBRK MGNI CZR AMZN METE ETSY UP WB BITO FTNT SBUX QCOM ANET ON TWLO RBLX MO EWC MNST MA AAPL JBL DPZ
Popular stocks volume: INTC PLTR LCID BB JNJ WMT RBLX MSTR BABA SMCI

Active options: TSLA NVDA AAPL AMZN AMD GME CELH INTC AEO PLTR META LCID GOOGL BB JNJ WMT RBLX MSTR BABA SMCI

Top SPY weighted stocks option IV amid Tariff headlines

Apple (AAPL) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 37. Call put ratio 1.1 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 89. Call put ratio 1.7 calls to 1 put with a focus on April 4 weekly calls.

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 35. Call put ratio 1.6 calls to 1 put with as share price up 1.3%.

Amazon (AMZN) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 46. Call put ratio 1.6 calls to 1 put with a focus on a spreader of 1500 contracts April and May 190 puts.

Meta Platforms (META) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 53. Call put ratio 2.4 calls to 1 put with a focus on April 4 weekly options as share price up 1.1%.

Alphabet (GOOG) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 40. Call put ratio 4.5 calls to 1 put with a focus on April 4 weekly 165 calls.

Broadcom (AVGO) 30-day option implied volatility is at 48; compared to its 52-week range of 34 to 66. Call put ratio 2.2 calls to 1 put with a focus on April calls.

Tesla (TSLA) 30-day option implied volatility is at 77; compared to its 52-week range of 40 to 90. Call put ratio 1.3 calls to 1 put as share price up 4.9%.

Option IV into quarter results

RH (RH) April call option implied volatility is at 234, May is at 122; compared to its 52-week range of 36 to 100 into the expected release of quarter results after the bell on April 2. Call put ratio 1.7 calls to 1 put as share price up 2%.

BlackBerry (BB) April call option implied volatility is at 180, May is at 101; compared to its 52-week range of 34 to 191 into the expected release of quarter results before the bell on April 2. Call put ratio 29 calls to 1 put with a focus on April 4 weekly and June 5 calls.

Options with decreasing option implied volatility: DLTR LULU CHWY

Increasing unusual option volume: PVH EWY PACS AEO CFLT FLUT CORT ANVS PCVX BDX SHCO JOYY
Increasing unusual call option volume: PVH EWY AEO PACS FLUT WIMI LXRX VERU OBDC ALLT ALDX BDX
Increasing unusual put option volume: CORT RKT PVH BDX SKX PAYX GRRR SLNO DXCM