Mid-session IV Report April 2, 2025

Mid-session IV Report April 2, 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: RKT CONY SNAP PINS FSLY BILL TEAM WB SOFI XYZ TSLY EL RBLY PYPL ALGN NET SBUX LLY SHAK QCOM MGM DPZ HWM SHOP TWLO F ABR BKNG DDOG ETSY CVS MO MA ADP GLW CAT AMZN AKAM

Popular stocks volume: MSTR RIVN BABA HOOD INTC BAC RKT SMCI GME AVGO

Active options: TSLA NVDA PLTR AMZN AMD META AAPL MSTR RIVN BABA HOOD MARA INTC BAC RKT SMCI GME AVGO GOOGL MSFT

Movers into President Trump’s announcement on tariffs

Tesla (TSLA) 30-day option implied volatility is at 76; compared to its 52-week range of 41 to 90. Call put ratio 1 call to 1 put as share price down 2.6%.

Reddit (RDDT) 30-day option implied volatility is at 90; compared to its 52-week range of 51 to 124. Call put ratio 2.1 calls to 1 put as share price up 1.5%.

Strategy (MSTR) 30-day option implied volatility is at 83; compared to its 52-week range of 70 to 222. Call put ratio 1.5 calls to 1 put with a focus on April 11 weekly 370 calls.

Netflix (NFLX) 30-day option implied volatility is at 50; compared to its 52-week range of 21 to 51. Call put ratio 1.7 calls to 1 put as share price up 1.1%.

Palantir (PLTR) 30-day option implied volatility is at 72; compared to its 52-week range of 36 to 87. Call put ratio 1 call to 1.8 puts as share price up 1.2%.

Coinbase (COIN) 30-day option implied volatility is at 71; compared to its 52-week range of 60 to 97. Call put ratio 2.3 calls to 1 put as Bitcoin at $85K.

AppLovin (APP) 30-day option implied volatility is at 84; compared to its 52-week range of 38 to 100. Call put ratio 1.1 calls to 1 put as share price up 0.92%.

Robinhood (HOOD) 30-day option implied volatility is at 84; compared to its 52-week range of 48 to 96. Call put ratio 1.6 calls to 1 put.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 107; compared to its 52-week range of 47 to 145. Call put ratio 2.7 calls to 1 put amid as share price down 3.4%.

Airbnb (ABNB) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 60. Call put ratio 8.6 calls to 1 put with a focus on May 135 and September 150 calls.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 54. Call put ratio 1 call to 1.4 puts with a focus on April 4 weekly 49.50 puts.

Option IV into quarter results

RH (RH) April call option implied volatility is at 270, May is at 123; compared to its 52-week range of 36 to 100 into the expected release of quarter results after the bell on April 2. Call put ratio 1.9 calls to 1 put as share price up 3.6%.

ConAgra (CAG) April weekly call option implied volatility is at 85, May is at 37; compared to its 52-week range of 14 to 35 into the expected release of quarter results before the bell on April 3. Call put ratio 1 call to 5.1 puts with a focus on April 4 weekly 27 puts.

Lamb Weston (LW) April call option implied volatility is at 77, May is at 55; compared to its 52-week range of 21 to 70 into the expected release of quarter results before the bell on April 3.

Guess (GES) April call option implied volatility is at 66, May is at 69; compared to its 52-week range of into 28 to 81 the expected release of quarter results after the bell on April 3.

Options with decreasing option implied volatility: LULU WBA
Increasing unusual option volume: EWTX HUYA IFF CRNT EU SMG NG RKT SSRM TH ERIC
Increasing unusual call option volume: EU CRNT SMG FIVE TH NEXT BNS XHB UGL ALDX UAA EC CTSH ROK
Increasing unusual put option volume: UAA WMB RKT PBF GAP ARR EWT CAG WGO SNY BSX PVH