Mid-session IV Report April 17, 2025

Mid-session IV Report April 17, 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: HTZ TRVI QURE NEXT HUM CVS ELV UNH CNC

Popular stocks volume: MSTR TSM KEY UNH INTC GME MU HOOD BABA COIN AAL LLY

Active options: NVDA TSLA AAPL HTZ PLTR MSTR AMZN META AMD TSM KEY UNH INTC GME MU HOOD BABA COIN AAL LLY

Movers

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 64. Call put ratio 1.4 calls to 1 put into Eli Lilly’s weight-loss pill, as an alternative to injectables, succeeded in a late-stage trial on diabetes patients.

UnitedHealth Group (UNH) April call option implied volatility is at 149, May is at 40; compared to its 52-week range of 17 to 48. Call put ratio 1.2 calls to 1 put as share price down 20% after releasing quarter results and outlook.

Humana (HUM) April 25 weekly call option implied volatility is at 55, May is at 73; compared to its 52-week range of 24 to 95. Call put ratio 1.1 calls to 1 put after UnitedHealth Group (UNH) released quarter results and outlook.

Elevance Health (ELV) May call option implied volatility is at 43, June is at 36; compared to its 52-week range of 12 to 47. Call put ratio 1.3 calls to 1 put after UnitedHealth Group (UNH) released quarter results and outlook.

Alphabet (GOOG) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 58. Call put ratio 1 call to 1.2 puts as share price down 2% after Judge rules Google violated antitrust law in some ad markets.

NVIDIA (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 34 to 89. Call put ratio 1 call to 1 put as share price down 4%.

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 89; compared to its 52-week range of 29 to 106. Call put ratio 5.5 calls to 1 put with a focus on May 60 and July 57.50 calls as share price up 5.4%.

Option IV into quarter results

Netflix (NFLX) April call option implied volatility is at 270, May is at 55; compared to its 52-week range of 21 to 71 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with a focus on April 970 calls.

Comerica (CMA) April 25 weekly call option implied volatility is at , May is at ; compared to its 52-week range of 25 to 65 into the expected release of quarter results before the bell on April 21. Call put ratio 1.6 calls to 1 put.

Zions Bancorp (ZION) May call option implied volatility is at 53, June is at 47; compared to its 52-week range of 28 to 72 into the expected release of quarter results after the bell on April 21. Call put ratio 1 call to 4 puts with a focus on May 27.50 puts.

Telsa (TSLA) April 25 weekly call option implied volatility is at 86, May is at 72; compared to its 52-week range of 41 to 105 into the expected release of quarter results after the bell on April 22.

Options with decreasing option implied volatility: DPST NMAX LABU YINN YANG MSTU MSTX FAS CPRI PDD UAL COP FUTU GLNG DAL BX CRDO AAL USB
Increasing unusual option volume: QURE XND HTZ VIST KEY TMC NVT METC GPN
Increasing unusual call option volume: XND HTZ QURE KEY TMC CAR ALHC GPN AGL HDB IBN
Increasing unusual put option volume: HTZ GPN KEY CDE FIS TBT AGL XLRE PCAR AZUL