Mid-session IV Report April 16, 2025

Mid-session IV Report April 16, 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: ASTS TSLY ETHU BITO TECL BUR NUGT IAG UPRO GDX GLD IAU

Popular stocks volume: PLTR BABA AVGO INTC UAL CMCSA F TSM MU HOOD SMCI MSTR

Active options: NVDA TSLA AAPL AMD PLTR AMZN BABA AVGO META INTC GOOGL APLD UAL CMCSA F TSM MU HOOD SMCI MSTR

Option IV into quarter results

CSX Corp (CSX) April call option implied volatility is at 100, May is at 39; compared to its 52-week range of 15 to 52. Call put ratio 1 call to 2.6 puts into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) April call option implied volatility is at 77, May is at 59; compared to its 52-week range of 24 to 79. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today.

Alcoa (AA) April call option implied volatility is at 160, May is at 84; compared to its 52-week range of 41 to 100. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Bank of OZK (OZK) April call option implied volatility is at 140, May is at 48; compared to its 52-week range of 24 to 68. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Taiwan Semiconductor (TSM) April call option implied volatility is at 120, May is at 47; compared to its 52-week range of 31 to 72. Call put ratio 1.5 calls 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 97, May is at 33; compared to its 52-week range of 17 to 48. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 17.

Netflix (NFLX) April call option implied volatility is at 135, May is at 53; compared to its 52-week range of 21 to 71 into the expected release of quarter results after the bell on April 17. Call put ratio 1.6 calls to 1 put with a focus on April 1100 calls.

American Express (AXP) April call option implied volatility is at 103, May is at 38; compared to its 52-week range of 17 to 68 into the expected release of quarter results before the bell on April 17.

Marsh & McLennan (MMC) April call option implied volatility is at 70, May is at 33; compared to its 52-week range of 11 to 38 into the expected release of quarter results before the bell on April 17.

Blackstone (BX) April call option implied volatility is at 103, May is at 51; compared to its 52-week range of 24 to 76 into the expected release of quarter results before the bell on April 17.

Truist Financial (TFC) April call option implied volatility is at 86, May is at 41; compared to its 52-week range of 20 to 64 into the expected release of quarter results before the bell on April 17.

D.R. Horton (DHI) April call option implied volatility is at 118, May is at 48; compared to its 52-week range of 26 to 64 into the expected release of quarter results before the bell on April 17.

Fifth Third (FITB) April call option implied volatility is at 90, May is at 41; compared to its 52-week range of 21 to 64 into the expected release of quarter results before the bell on April 17. Call put ratio 1 call to 3.6 puts.

State Street (STT) April call option implied volatility is at 120, May is at 45; compared to its 52-week range of 17 to 64 into the expected release of quarter results before the bell on April 17.

Huntington Bancshares (HBAN) April call option implied volatility is at 115, May is at 49; compared to its 52-week range of 19 to 63 into the expected release of quarter results before the bell on April 17.

Regions Financial (RF) April call option implied volatility is at 133, May is at 46; compared to its 52-week range of 19 to 65 into the expected release of quarter results before the bell on April 17.

KeyCorp (KEY) April call option implied volatility is at 115, May is at 48; compared to its 52-week range of 24 to 99 into the expected release of quarter results before the bell on April 17. Call put ratio 1.7 calls to 1 put with a focus on April calls.

Ally Financial (ALLY) April call option implied volatility is at 133, May is at 53; compared to its 52-week range of 23 to 76 into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: YANG YINN RDFN TZA CWEB CHAU FUTU IEP GLNG KMX STZ WBA EWW BIIB KWEB CTRA CONY FEZ FXI
Increasing unusual option volume: JBHT HST CAMT GPRE MP BCS ERIC VRN LYV
Increasing unusual call option volume: VRN BCS IAG MP HMY UEC TMC HTZ IBKR SBSW ZI HNRG AGNC
Increasing unusual put option volume: LYV RIG GT VRNA IAU MP HMY CDE EWC SAP SBSW IBKR TRV