Mid-session IV Report April 3, 2025

Mid-session IV Report April 3, 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: SNAP HOOD SOFI HPQ TEAM NTLA RBLX CONY DELL ON META SHAK TWLO APO DKNG MGM PARA SBUX BKNG DDOG ETSY LLY TRIP GOOG VTRS BBY CAT DPZ ADB BP CAH UBS MAR CVX NET

Popular stocks volume: NKE PLTR BAC MSTR AVGO BABA INTC

Active options: AAPL NVDA TSLA AMZN META HOOD NKE AMD PLTR BAC MSTR AVGO BABA GOOGL GME FL MSFT INTC

Top SPY weighted stocks option IV

Apple (AAPL) 30-day option implied volatility is at 40; compared to its 52-week range of 16 to 37. Call put ratio 1 call to 1.1 puts as share price down 8.9%.

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 89. Call put ratio 1.7 calls to 1 put as share price down 4.8%.

Microsoft (MSFT) 30-day option implied volatility is at 34; compared to its 52-week range of 16 to 35. Call put ratio 1.8 calls to 1 put with as share price down 2%.

Amazon (AMZN) 30-day option implied volatility is at 48; compared to its 52-week range of 22 to 46. Call put ratio 1.3 calls to 1 put as share price down 7.5%.

Meta Platforms (META) 30-day option implied volatility is at 55; compared to its 52-week range of 25 to 53. Call put ratio 1.4 calls to 1 put as share price as share price down 7.8%.

Alphabet (GOOG) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 40. Call put ratio 3.1 calls to 1 put as share price down 3.5%.

Broadcom (AVGO) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 66. Call put ratio 1.8 calls to 1 put as share price down 6.4%.

Tesla (TSLA) 30-day option implied volatility is at 78; compared to its 52-week range of 40 to 90. Call put ratio 1.1 calls to 1 put as share price down 5.5%.

Netflix (NFLX) 30-day option implied volatility is at 52; compared to its 52-week range of 21 to 51. Call put ratio 1.2 calls to 1 put as share price down 1.4%.

Deere & Co. (DE) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 44. Call put ratio 1 call to 1 put as share price down 2.5%.

Caterpillar (CAT) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 45. Call put ratio 1 call to 1 put as share price down 6.3%.

Options with decreasing option implied volatility: LW GME
Increasing unusual option volume: UAA HUYA GT ALDX FL HPP SRPT RH ICLN UL DBI COTY
Increasing unusual call option volume: SMG GT UL ICLN ALDX COTY ASTL RH ALL FRO
Increasing unusual put option volume: UAA FL SRPT COR WMB SWK TIGR HAS HPQ LCID RH INMD