Mid-session IV Report April 10, 2025

Mid-session IV Report April 10, 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: YINN YANG LABU CWEB NFE CHAU GLNG CPRI KODK APA VTRS SYM TIGR CAL BTU CLMT DVN ZI FUTU TEVA NVAX TGTX FANG CVE LYFT AR UCO TMF TMV GEHC TTD LI TEVA PENN STNE NE PAA PBR PDD BABA TRIP GPN JD XBI PR XBI AGNC BBIO SU FMC ET FMC SLB USO DKS MTCH ABBV DD DOW BIIB HE EXE IBB VALE BK

Popular stocks volume: AVGO BAC MSTR INTC SOFI WMT CELH HOOD TSM GME NKE

Active options: NVDA TSLA AAPL AMZN AMD PLTR META AVGO BAC MSTR INTC SOFI WMT CELH HOOD MSFT TSM GME NKE

Option IV bid as WTI crude trends lower

ExxonMobil (XOM) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 53. Call put ratio 1 call to 1.3 puts as share price down 4.3%.

Chevron (CVX) 30-day option implied volatility is at 42; compared to its 52-week range of 16 to 58. Call put ratio 1.2 calls to 1 put as share price down 4.8%.

Halliburton (HAL) 30-day option implied volatility is at 60; compared to its 52-week range of 24 to 69. Call put ratio 5.2 calls to 1 put as share price down 8.2%.

SLB (SLB) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 65. Call put ratio 1.8 calls to 1 put as share price down 7.8%.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 22 to 53. Call put ratio 1 call to 2.4 puts as WTI crude down 4.2%.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 75; compared to its 52-week range of 35 to 90. Call put ratio 3.6 calls to 1 put as WTI crude down 5%.

United States Natural Gas (UNG) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 83. Call put ratio 1 call to 1.5 puts as share price down 4%.

Option IV into quarter results

JPMorgan (JPM) April 11 weekly call option implied volatility is at 116, April is at 70; compared to its 52-week range of 16 to 58 into the expected release of quarter results before the bell on April 11. Call put ratio 1.2 calls to 1 put.

Wells Fargo (WFC) April 11 weekly call option implied volatility is at 130, April is at 80; compared to its 52-week range of 19 to 66 into the expected release of quarter results before the bell on April 11.

BlackRock (BLK) April 11 weekly call option implied volatility is at 117, April is at 65; compared to its 52-week range of 17 to 54 into the expected release of quarter results before the bell on April 11. Call put ratio 1.2 calls to 1 put.

BNY Mellon (BK) April 11 weekly call option implied volatility is at 158, April is at 84; compared to its 52-week range of 15 to 63 into the expected release of quarter results before the bell on April 11.

Options with decreasing option implied volatility: X STZ
Increasing unusual option volume: GGAL UDN KMX FAZ LEVI BYRN UNIT NOV BAX BDX ALIT GLBE UROY DAN MUR KROS HMY YPF
Increasing unusual call option volume: UDN FAZ BAX KMX BYRN UROY GLBE HMY KROS URTY MODG DRIP
Increasing unusual put option volume: LEVI GGAL VIK OVV MUR FI KMX YPF CK SOC SDS MAT VTI NOK BHC MCHI