Mid-session IV Report April 21, 2025

Mid-session IV Report April 21, 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: USAR HTZ TSLL KSS NVDL TECL SNOW NNE ZIM TGT TSLA CVLT VRT UPRO TNA SKE WBA MDB CAVA NVDA TMF DAL AAL APO AR BX GPN PANW PBR SMH M HD ORCL MAGS TFC XLK ADBE NDX ET AXP EPD JPM

Popular stocks volume: PLTR NFLX MSTR HTZ SOFI INTC AAL BAC RIOT NIO DFS COF
Active options: NVDA TSLA AAPL PLTR AMZN NFLX MSTR HTZ SOFI GME AMD META MARA GOOGL INTC AAL BAC RIOT NIO GOOG

Large cap tech option IV bid as share prices move lower

Apple (AAPL) 30-day option implied volatility is at 45; compared to its 52-week range of 16 to 65. Call put ratio 1 call to 1 put as share price down 2.3%.

NVIDIA (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put as share price down 5.2%.

Microsoft (MSFT) 30-day option implied volatility is at 37; compared to its 52-week range of 16 to 50. Call put ratio 1.2 calls to 1 put as share price down 2%.

Amazon (AMZN) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 63. Call put ratio 1.2 calls to 1 put as share price down 3.4%.

Meta Platforms (META) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 68. Call put ratio 1.1 calls to 1 put as share price down 3.4%.

Alphabet (GOOG) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 58. Call put ratio 1.2 calls to 1 put as share price down 2.7%.

Broadcom (AVGO) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 74. Call put ratio 1.3 calls to 1 put as share price down 3.8%.

Netflix (NFLX) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 71. Call put ratio 1.7 calls to 1 put as share price up 1.5% after quarter results.

AMD (AMD) 30-day option implied volatility is at 68; compared to its 52-week range of 35 to 88. Call put ratio 1 call to 1 put as share price down 2.8%.

Option IV into quarter results

Tesla (TSLA) April 25 weekly call option implied volatility is at 131, May is at 87; compared to its 52-week range of 40 to 104. Call put ratio 1 call to 1.5 puts.

GE Aerospace (GE) April 25 weekly call option implied volatility is at 75, May is at 48; compared to its 52-week range of 23 to 65 into the expected release of quarter results before the bell on April 22.

Verizon (VZ) April 25 weekly call option implied volatility is at 52, May is at 30; compared to its 52-week range of 28 to 38 into the expected release of quarter results before the bell on April 22. Call put ratio 2.3 calls to 1 put.

Intuitive Surgical (ISRG) April 25 weekly call option implied volatility is at 93, May is at 51; compared to its 52-week range of 18 to 66 into the expected release of quarter results after the bell on April 22.

RTX Corp (RTX) April 25 weekly call option implied volatility is at 61, May is at 37; compared to its 52-week range of 13 to 53 into the expected release of quarter results before the bell on April 22.

Danaher (DHR) April 25 weekly call option implied volatility is at 78, May is at 47; compared to its 52-week range of 16 to 61 into the expected release of quarter results before the bell on April 22.

Chubb (CB) April 25 weekly call option implied volatility is at 30, May is at 27; compared to its 52-week range of 13 to 44 into the expected release of quarter results after the bell on April 22. Call put ratio 2.7 calls to 1 put with a focus on May calls.

Lockheed Martin (LMT) April 25 weekly call option implied volatility is at 60, May is at 37; compared to its 52-week range of 12 to 43 into the expected release of quarter results before the bell on April 22.

Elevance (ELV) May call option implied volatility is at 41, June is at 35; compared to its 52-week range of 12 to 47 into the expected release of quarter results before the bell on April 22. Call put ratio 1 call to 2 puts with a focus on May calls.

Haliburton (HAL) April 25 weekly call option implied volatility is at 73, May is at 52; compared to its 52-week range of 23 to 69 into the expected release of quarter results before the bell on April 22. Call put ratio 1 call to 1.9 puts.

Options with decreasing option implied volatility: HOLO NMAX PLCE YANG CWEB YINN DFS KODK PDD FUTU KWEB VTRS OZK CDE SCHW PFE HSBC AGNC GSK PGR C PAA BIIB CAH AXP WB ASHR SHEL XLB EWJ ENB
Increasing unusual option volume: EDU HTZ DFS EU PEG UDN CVLT FNGR QURE LKQ SA UUP GRND EWJ AZUL METC HPP UAMY NAT
Increasing unusual call option volume: GRND HTZ EU SA UDN AZUL FNGR QURE NAT IBB EA IBN PACS
Increasing unusual put option volume: EDU HTZ DFS EWJ RF ESTC RGLD ALB NAK FIS ED MVST TTE PCT