Mid-session IV Report April 14, 2025

Mid-session IV Report April 14, 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: KODK

Popular stocks volume: PLTR INTC GME BABA BP MSTR MARA HOOD SOFI SMCI NIO AVGO MU

Active options: NVDA AAPL TSLA PLTR AMZN AMD INTC META GME GOOGL BABA BP MSTR MARA HOOD SOFI SMCI NIO AVGO MU

Option IV into quarter results

Johnson & Johnson (JNJ) April call option implied volatility is at 51, May is at 28; compared to its 52-week range of 12 to 36. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on April 15.

Bank of America (BAC) April call option implied volatility is at 69, May is at 42; compared to its 52-week range of 18 to 61. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on April 15.

Citigroup (C) April call option implied volatility is at 80, May is at 45; compared to its 52-week range of 21 to 67. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on April 15.

PNC Financial (PNC) April call option implied volatility is at 90, May is at 49; compared to its 52-week range of 42 to 58. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on April 15.

United Airlines (UAL) April call option implied volatility is at 134, May is at 76; compared to its 52-week range of 33 to 105. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on April 15.

Interactive Brokers (IBKR) April call option implied volatility is at 99, May is at 59; compared to its 52-week range of 20 to 84. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on April 15.

J.B. Hunt (JBHT) April call option implied volatility is at 120, May is at 46; compared to its 52-week range of 21 to 65. Call put ratio 6.7 calls to 1 put into the expected release of quarter results after the bell on April 15.

Albertson (ACI) April call option implied volatility is at 70, May is at 37; compared to its 52-week range of 12 to 36. Call put ratio 3.9 calls to 1 put into the expected release of quarter results before the bell on April 15.

HubSpot (HUBS) 30-day option implied volatility is at 62; compared to its 52-week range of 26 to 78. Call put ratio 94 calls to 1 put with a focus on March 790 calls as share price up 2.8%.

Options with decreasing option implied volatility: TECL SPXS PLAY TCEL YANG TSLL YINN FAS NMAX SOXS
Increasing unusual option volume: TMC ALGM SNDK HST UDN EWT AMCR MTB FHN HUBS
Increasing unusual call option volume: TMC SNDK UDN AMCR GGAL URTY NG PLCE MUR
Increasing unusual put option volume: AZUL FAZ EWT NEXT IAU UUP SMMT PLCE IVV ASPI