Mid-session IV Report April 15, 2025

Mid-session IV Report April 15, 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: BITO UPP

Popular stocks volume: PLTR MSTR INTC F BABA MU GME BAC SMCI NIO HOOD SOFI TSM

Active options: NVDA TSLA PLTR AMZN MSTR META INTC F BABA MU GOOGL GME BAC MARA SMCI NIO HOOD MSFT SOFI TSM

Option IV into quarter results

United Airlines (UAL) April call option implied volatility is at 150, May is at 76; compared to its 52-week range of 33 to 105. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell as share price up 2.8%.

ASML Holding (ASML) April call option implied volatility is at 107, May is at 50; compared to its 52-week range of 38 to 73. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on April 16.

Abbott Laboratories (ABT) April call option implied volatility is at 69, May is at 32; compared to its 52-week range of 16 to 45. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on April 16.

Prologis (PLD) April call option implied volatility is at 90, May is at 51; compared to its 52-week range of 19 to 67. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on April 16.

U.S. Bancorp (USB) April call option implied volatility is at 79, May is at 35; compared to its 52-week range of 19 to 61. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on April 16.

Travelers (TRV) April call option implied volatility is at 89, May is at 35; compared to its 52-week range of 13 to 59. Call put ratio 1 call to 1.8 puts into the expected release of quarter results before the bell on April 16.

CSX Corp (CSX) April call option implied volatility is at 80, May is at 40; compared to its 52-week range of 15 to 52. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on April 16.

Las Vegas Sands (LVS) April call option implied volatility is at 70, May is at 59; compared to its 52-week range of 24 to 79. Call put ratio 1.6 calls to 1 put into the expected release of quarter results on April 16.

Citizens Financial (CFG) April call option implied volatility is at 104, May is at 43; compared to its 52-week range of 23 to 69. Call put ratio 12 calls to 1 put with a focus on April 37.50 calls into the expected release of quarter results before the bell on April 16.

Alcoa (AA) April call option implied volatility is at 140, May is at 74; compared to its 52-week range of 41 to 100. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on April 16.

Bank of OZK (OZK) April call option implied volatility is at 112, May is at 50; compared to its 52-week range of 24 to 68. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on April 16.

Taiwan Semiconductor (TSM) April call option implied volatility is at 94, May is at 56; compared to its 52-week range of 31 to 72. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on April 17.

UnitedHealthcare (UNH) April call option implied volatility is at 71, May is at 32; compared to its 52-week range of 17 to 48. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: TZA MSTX FAZ YANG TECL DPST TSLL MSTU MSTZ TNA YINN SMCX NVDU WB CWEB
Increasing unusual option volume: UDN INDI ATEC TMC GPRE NE ERIC UNIT ADMA MP
Increasing unusual call option volume: GPRE UDN TMC ERIC INDI ADMA GXO MP MXL
Increasing unusual put option volume: NE SPIR ACI