Mid-session IV Report April 29, 2025

Mid-session IV Report April 29, 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: HIMS LFMD WU PBR

Popular stocks volume: PLTR PFE AAPL PYPL HOOD MSTR GME NIO INTC SPOT

Active options: SOFI NVDA TSLA HIMS PLTR AMZN PFE AAPL GOOGL PYPL HOOD MSTR GOOG GME MARA AMD NIO INTC SPOT META

Option IV into quarter results

Microsoft (MSFT) May 2 weekly call option implied volatility is at 63, May is at 37; compared to its 52-week range of 16 to 50 into the expected release of quarter results after the bell on April 30.

Meta (META) May 2 weekly call option implied volatility is at 107, May is at 58; compared to its 52-week range of 26 to 68 into the expected release of quarter results after the bell on April 30.

Qualcomm (QCOM) May 2 weekly call option implied volatility is at 90, May is at 51; compared to its 52-week range of 24 to 73 into the expected release of quarter results after the bell on April 30.

Caterpillar (CAT) May 2 weekly call option implied volatility is at 74, May is at 42; compared to its 52-week range of 21 to 62 into the expected release of quarter results before the bell on April 30.

KLA Corporation (KLAC) May call option implied volatility is at 53, June is at 45; compared to its 52-week range of 29 to 75 into the expected release of quarter results after the bell on April 30.

Allstate (ALL) May 2 weekly call option implied volatility is at 36, May is at 32; compared to its 52-week range of 18 to 52 into the expected release of quarter results after the bell on April 30.

Robinhood (HOOD) May 2 weekly call option implied volatility is at 169, May is at 97; compared to its 52-week range of 48 to 120 into the expected release of quarter results after the bell on April 30. Call put ratio 3 calls to 1 put with a focus on May 65 and June 50 calls.

eBay (EBAY) May 2 weekly call option implied volatility is at 99, May is at 55; compared to its 52-week range of 20 to 53 into the expected release of quarter results after the bell on April 30.

Ventas (VTR) May call option implied volatility is at 34, June is at 27; compared to its 52-week range of 16 to 56 into the expected release of quarter results after the bell on April 30.

Humana (HUM) May 2 weekly call option implied volatility is at 140, May is at 81; compared to its 52-week range of 24 to 95 into the expected release of quarter results before the bell on April 30.

GE Healthcare (GEHC) May 2 weekly call option implied volatility is at 105, May is at 55; compared to its 52-week range of 18 to 70 into the expected release of quarter results before the bell on April 30. Call put ratio 6.1 calls to 1 put with a focus on May 2 weekly 69 and May 65 calls.

Stellantis (STLA) May 2 weekly call option implied volatility is at 105, May is at 69; compared to its 52-week range of 24 to 86 into the expected release of quarter results before the bell on April 30.

Western Digital (WDC) May 2 weekly call option implied volatility is at 105, May is at 63; compared to its 52-week range of 33 to 92 into the expected release of quarter results before the bell on April 30.

Apple (AAPL) May 2 weekly call option implied volatility is at 66, May is at 39; compared to its 52-week range of 16 to 64 into the expected release of quarter results after the bell on May 1.

Amazon (AMZN) May 2 weekly call option implied volatility is at 93, May is at 51; compared to its 52-week range of 22 to 63 into the expected release of quarter results after the bell on May 1.

Eli Lilly (LLY) May 2 weekly call option implied volatility is at 74, May is at 44; compared to its 52-week range of23 to 64 into the expected release of quarter results before the bell on May 1.

Options with decreasing option implied volatility: HTZ SWTX TSLQ VRNA LTBR CONY TAL ENPH SOFI CLS HAS MBLY SPOT
Increasing unusual option volume: WU WW OMEX SABR FFIV URNM LEG INMD TER AZUL CVI
Increasing unusual call option volume: WW INMD OMEX HSBC URNM Z LFMD NXPI CSGP CDNS OBDC TE EAT
Increasing unusual put option volume: WU SABR URNM TER AR AZUL ACMR WW PCAR BBIO THC CDNS