Mid-session IV Report April 28, 2025

Mid-session IV Report April 28, 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: HOLO CLBR BBIO DELL NVDA CRM

Popular stocks volume: INTC SOFI PLUG HOOD HIMS MSTR NIO SMCI LCID BA

Active options: TSLA NVDA PLTR AAPL INTC SOFI GOOGL AMZN PLUG AMD HOOD GOOG HIMS MSFT META MSTR NIO SMCI LCID BA

Option IV into quarter results

Visa (V) May 2 weekly call option implied volatility is at 53, May is at 32; compared to its 52-week range of 14 to 58 into the expected release of quarter results after the bell on April 29. Call put ratio 2 calls to 1 put.

Booking Holdings (BKNG) May 2 weekly call option implied volatility is at 82, May is at 49; compared to its 52-week range of 18 to 59 into the expected release of quarter results after the bell on April 29. Call put ratio 1 call to 1.6 puts.

Coca-Cola (KO) May 2 weekly call option implied volatility is at 36, May is at 25; compared to its 52-week range of 10 to 33 into the expected release of quarter results before the bell on April 29. Call put ratio 1 call to 1.6 puts.

Honeywell (HON) May 2 weekly call option implied volatility is at 55, May is at 36; compared to its 52-week range of 13 to 50 into the expected release of quarter results before the bell on April 29. Call put ratio 1 call to 3.5 puts with focus on May 2 weekly puts.

Pfizer (PFE) May 2 weekly call option implied volatility is at 48, May is at 34; compared to its 52-week range of 19 to 50 into the expected release of quarter results before the bell on April 29.

Spotify (SPOT) May 2 weekly call option implied volatility is at 125, May is at 73; compared to its 52-week range of 28 to 84 into the expected release of quarter results before the bell on April 29.

American Tower (AMT) May call option implied volatility is at 36, June is at 28; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on April 29.

Altria (MO) May 2 weekly call option implied volatility is at 51, May is at 29; compared to its 52-week range of 12 to 41 into the expected release of quarter results before the bell on April 29.

Starbucks (SBUX) May 2 weekly call option implied volatility is at 90, May is at 52; compared to its 52-week range of 19 to 67 into the expected release of quarter results after the bell on April 29.

Modelez (MDLZ) May 2 weekly call option implied volatility is at 55, May is at 31; compared to its 52-week range of 13 to 36 into the expected release of quarter results after the bell on April 29.

Sherwin Williams (SHW) May call option implied volatility is at 42, June is at 34; compared to its 52-week range of 17 to 57 into the expected release of quarter results before the bell on April 29.

United Parcel (UPS) May 2 weekly call option implied volatility is at 87, May is at 49; compared to its 52-week range of 18 to 64 into the expected release of quarter results before the bell on April 29.

PayPal (PYPL) May 2 weekly call option implied volatility is at 99, May is at 54; compared to its 52-week range of 26 to 72 into the expected release of quarter results before the bell on April 29. Call put ratio 1 call to 1.5 puts.

Royal Caribbean (RCL) May 2 weekly call option implied volatility is at 87, May is at 58; compared to its 52-week range of 27 to 79 into the expected release of quarter results before the bell on April 29.

General Motors (GM) May 2 weekly call option implied volatility is at 80, May is at 51; compared to its 52-week range of 21 to 69 into the expected release of quarter results before the bell on April 29.

Corning (GLW) May 2 weekly call option implied volatility is at 73, May is at 47; compared to its 52-week range of 14 to 63 into the expected release of quarter results before the bell on April 29. Spreader active on 3250 contracts of August 49 and 55 calls.

Kraft Heinz (KHC) May 2 weekly call option implied volatility is at 55, May is at 35; compared to its 52-week range of 13 to 39 into the expected release of quarter results before the bell on April 29.

Sysco (SYY) May 2 weekly call option implied volatility is at 36, May is at 28; compared to its 52-week range of 12 to 61 into the expected release of quarter results before the bell on April 29.

Super Micro (SMCI) May 2 weekly call option implied volatility is at 108, May is at 108; compared to its 52-week range of 60 to 217 into the expected release of quarter results on April 29.

Seagate (STX) May 2 weekly call option implied volatility is at 90, May is at 54; compared to its 52-week range of 26 to 83 into the expected release of quarter results after the bell on April 29.

First Solar (FSLR) May 2 weekly call option implied volatility is at 116, May is at 72; compared to its 52-week range of 37 to 87 into the expected release of quarter results after the bell on April 29.

Snap (SNAP) May 2 weekly call option implied volatility is at 220, May is at 123; compared to its 52-week range of 39 to 126 into the expected release of quarter results after the bell on April 29. Call put ratio 1.3 calls to 1 put.

Options with decreasing option implied volatility: SWTX HTZ LTBR DPST VRT CLS ENPH TECL MBLY UPRO SKX TAL TNA ALAB FLG GEV SDS
Increasing unusual option volume: OMEX SABR ADMA THC WW SPCE FOUR URNM BBIO TMC
Increasing unusual call option volume: THC FOUR MAT ADMA SPCE XNET TMC ZS SLQT DAN
Increasing unusual put option volume: SABR BBIO URNM ADMA TIGR COR ARDX SNY GRPN INMD SMMT PII