Mid-session IV Report April 25, 2025

Mid-session IV Report April 25, 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: QUBT BITO

Popular stocks volume: INTC MSTR SMCI NFLX META HOOD AI AVGO MU SOFI COIN

Active options: NVDA TSLA PLTR GOOGL INTC AMZN MSTR SMCI AMD NFLX META HOOD GOOG AI AVGO MSFT MU SOFI COIN

Netflix (NFLX) option implied volatility flat as share price near record high

Netflix (NFLX) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 71. Call put ratio 1.3 calls to 1 put as share price near record high.

Apple (AAPL) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 65. Call put ratio 1 call to 1 put.

Option IV into quarter results

Waste Management (WM) May call option implied volatility is at 27, June is at 21; compared to its 52-week range of 12 to 33 into the expected release of quarter results today after the bell on April 28.

NXP Semiconductors (NXPI) May 2 weekly call option implied volatility is at 69, May is at 57; compared to its 52-week range of 25 to 82 into the expected release of quarter results after the bell on April 28.

Nucor (NUE) May 2 weekly call option implied volatility is at 55, May is at 47; compared to its 52-week range of 23 to 69 the expected release of quarter results after the bell on April 28.

Domino’s Pizza (DPZ) May 2 weekly call option implied volatility is at 64, May is at 26; compared to its 52-week range of 19 to 61 into the expected release of quarter results before the bell on April 28.

F5 (FFIV) May call option implied volatility is at 55, June is at 40; compared to its 52-week range of 16 to 61 into the expected release of quarter results after the bell on April 28.

Options with decreasing option implied volatility: HOLO HTZ LTBR SWTX DFS MBLY VRNA TAL VKTX CLS ENPH FLG SKX GEV INTC GOOGL GOOG DHR LMT RTX CMCSA COF LUV EW TXN CMG SLNO
Increasing unusual option volume: OMEX COUR SES CX MXL AZUL MBOT BYND SMMT CRVS DNB FNGR SPHR CSIQ CHTR
Increasing unusual call option volume: COUR SES CX FRO MBOT DNB SMMT CSIQ SNY FNGR SPHR
Increasing unusual put option volume: AZUL BYND SMMT TMC VERU TMUS CHTR SPHR