Mid-session IV Report April 24, 2025

Mid-session IV Report April 24, 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: IEP HTZ KSS CLBR BITO

Popular stocks volume: INTC CMG HOOD AAL GOOGL MSTR IBM MU SMCI AVGO

Active options: NVDA TSLA PLTR AAPL NFLX INTC AMD AMZN CMG HOOD AAL GOOGL MSTR IBM META GOOG MU SMCI AVGO ASTS

Option IV into quarter results

Alphabet (GOOGL) April 25 weekly call option implied volatility is at 130, May is at 46; compared to its 52-week range of 21 to 58 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put with a focus on April 25 weekly 160 calls.

T-Mobile (TMUS) April 25 weekly call option implied volatility is at 112, May is at 36; compared to its 52-week range of 11 to 47 the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts with a focus on April weekly options.

Intel (INTC) April 25 weekly call option implied volatility is at 175, May is at 68; compared to its 52-week range of 29 to 93 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put with a focus on April 25 weekly calls.

AbbVie (ABBV) April 25 weekly call option implied volatility is at 99, May is at 36; compared to its 52-week range of 16 to 52 into the expected release of quarter results before the bell on April 25. Call put ratio 1.5 calls to 1 put with a focus on May 182.50.

Charter Communications (CHTR) April 25 weekly call option implied volatility is at 190, May is at 59; compared to its 52-week range of 27 to 66 into the expected release of quarter results before the bell on April 25.

Schlumberger (SLB) April 25 weekly call option implied volatility is at 96, May is at 43; compared to its 52-week range of 21 to 65 into the expected release of quarter results before the bell on April 25.

Movers

TMC the metals company (TMC) 30-day option implied volatility is at 154; compared to its 52-week range of 67 to 188. Call put ratio 13.4 calls to 1 put as share price up 33% amid report Trump to sign executive order on Deep Sea Mining.

Odyssey Marine Exploration (OMEX) 30-day option implied volatility is at 182; compared to its 52-week range of 133 to 638. Call put ratio 23.4 calls to 1 put with a focus on May and September 1 calls as share price up 92% amid report Trump to sign executive order on Deep Sea Mining.

Omnicom Group (OMC) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 40. Call put ratio 6.2 calls to 1 put with a focus on May 80 and 82.50 calls as share price up 3.7%.

Options with decreasing option implied volatility: HOLO LTBR DFS MBLY VRNA VRT ENPH LVS NFLX NOW STM GEV COF GE MMM IBM ISRG LRCX CMG APH SYF PHM MRK EW BSX LUV WHR AXP VLO AGNC PM BMY
Increasing unusual option volume: MUB INSM AZUL CYH CRVS METC XLI APPN PRMB
Increasing unusual call option volume: INSM XLI AZUL METC NWL PAA PRMB KBH DAR HAS
Increasing unusual put option volume: AZUL INSM OWL TAL MSOS LYV FE KDP XLI XLP IYR