Mid-session IV Report April 22, 2025

Mid-session IV Report April 22, 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: TSLA TSLY T PARA ROST HTZ TXN

Popular stocks volume: RIOT HOOD UNH NFLX GE WMT MSTR TSM AGNC NKE OXY

Netflix (NFLX) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 71. Call put ratio 1.6 calls to 1 put as share price up 7%.

Option IV into quarter results

Tesla (TSLA) April 25 weekly call option implied volatility is at 145, May is at 83; compared to its 52-week range of 40 to 104. Call put ratio 1 call to 1 put.

Philip Morris (PM) April 25 weekly call option implied volatility is at 88, May is at 40; compared to its 52-week range of 13 to 45 into the expected release of quarter results before the bell on April 23. Call put ratio 3.7 calls to 1 put with a focus on 4797 contract of May 165 calls.

IBM (IBM) April 25 weekly call option implied volatility is at 99, May is at 46; compared to its 52-week range of 16 to 60 into the expected release of quarter results after the bell on April 23. Call put ratio 1 call to 2.2 puts.

AT&T (T) April 25 weekly call option implied volatility is at 67, May is at 34; compared to its 52-week range of 15 to 44 into the expected release of quarter results before the bell on April 23. Call put ratio 1.9 calls to put.

ServiceNow (NOW) April 25 weekly call option implied volatility is at 112, May is at 58; compared to its 52-week range of 23 to 76 into the expected release of quarter results after the bell on April 23. Call put ratio 1.2 calls to 1 put.

Texas Instruments (TXN) April 25 weekly call option implied volatility is at 80, May is at 48; compared to its 52-week range of 18 to 73 into the expected release of quarter results after the bell on April 23. Call put ratio 1.4 calls to 1 put.

Boeing (BA) April 25 weekly call option implied volatility is at 87, May is at 51; compared to its 52-week range of 27 to 75 into the expected release of quarter results before the bell on April 23. Call put ratio 1 call to 1 put.

GE Vernova (GEV) April 25 weekly call option implied volatility is at 118, May is at 71; compared to its 52-week range of 37 to 99 into the expected release of quarter results before the bell on April 23.

Chipotle (CMG) April 25 weekly call option implied volatility is at 106, May is at 52; compared to its 52-week range of 17 to 63 into the expected release of quarter results after the bell on April 23. Call put ratio 1 call to 3 puts with a focus on 8K contracts of May 30 weekly 38 puts.

Options with decreasing option implied volatility: NMAX HOLO ARVN KODK DFS NFLX LLY OZK ACI ASHR
Increasing unusual option volume: AMKR TALK HTZ DBI IAU UDN SMMT
Increasing unusual call option volume: HMC TALK HTZ DBI IAU SMMT UDN WGMI
Increasing unusual put option volume: CQIQ AMKR KMB HOG IAU HTZ AEO