Mid-session IV Report April 30, 2025

Mid-session IV Report April 30, 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: OKTA MSTZ PBR DPST PATH ABR NEO FOUR AXP PAA OXY COP BP BKR MAGS ET CVX XOM RSP HYG ET CVX

Popular stocks volume: SMCI PLTR SNAP SOFI MSTR HOOD INTC SBUX MSFT PFE FSLR HIMS

Active options: NVDA TSLA SMCI PLTR SNAP SOFI AAPL AMZN MSTR META HOOD INTC AMD GOOGL SBUX MSFT PFE MARA FSLR HIMS

Option IV into quarter results and last day of month

Microsoft (MSFT) May 2 weekly call option implied volatility is at 76, May is at 38; compared to its 52-week range of 16 to 50 into the expected release of quarter results today after the bell.

Meta (META) May 2 weekly call option implied volatility is at 123, May is at 59; compared to its 52-week range of 26 to 68 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put as share price down 3.1%.

Qualcomm (QCOM) May 2 weekly call option implied volatility is at 107, May is at 52; compared to its 52-week range of 24 to 73 into the expected release of quarter results today after the bell.

Robinhood (HOOD) May 2 weekly call option implied volatility is at 194, May is at 99; compared to its 52-week range of 48 to 120 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with a focus on May 2 weekly calls.

eBay (EBAY) May 2 weekly call option implied volatility is at 119, May is at 50; compared to its 52-week range of 20 to 53 into the expected release of quarter results today after the bell. Call put ratio 1 call to 13 puts with a focus on June 65 puts.

Apple (AAPL) May 2 weekly call option implied volatility is at 77, May is at 41; 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 110, May is at 54; 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 87, May is at 45; compared to its 52-week range of 23 to 64 into the expected release of quarter results before the bell on May 1.

Mastercard (MA) May 2 weekly call option implied volatility is at 58, May is at 32; compared to its 52-week range of 14 to 50 into the expected release of quarter results before the bell on May 1.

McDonald’s (MCD) May 2 weekly call option implied volatility is at 56, May is at 29; compared to its 52-week range of 13 to 40 into the expected release of quarter results before the bell on May 1.

Amgen (AMGN) May 2 weekly call option implied volatility is at 77, May is at 39; compared to its 52-week range of 18 to 56 into the expected release of quarter results after the bell on May 1.

KKR (KKR) May 2 weekly call option implied volatility is at 105, May is at 58; compared to its 52-week range of 25 to 89 into the expected release of quarter results before the bell on May 1. Call put ratio 1 call to 5.3 puts as share price down 2.4%.

Strategy (MSTR) May 2 weekly call option implied volatility is at 80, May is at 79; compared to its 52-week range of 67 to 221 into the expected release of quarter results after the bell on May 1. Call put ratio 1 call to 1 put as Bitcoin at $94K.

CVS Health (CVS) May 2 weekly call option implied volatility is at 110, May is at 48; compared to its 52-week range of 21 to 57 into the expected release of quarter results before the bell on May 1. Call put ratio 4 calls to 1 put with a focus on May 2 weekly 67 calls.

Airbnb (ABNB) May 2 weekly call option implied volatility is at 140, May is at 66; compared to its 52-week range of 25 to 70 into the expected release of quarter results after the bell on May 1.

Roblox (RBLX) May 2 weekly call option implied volatility is at 210, May is at 89; compared to its 52-week range of 31 to 96 into the expected release of quarter results before the bell on May 1. Call put ratio 1.3 calls to 1 put.

Atlassian (TEAM) May 2 weekly call option implied volatility is at 216, May is at 94; compared to its 52-week range of 29 to 100 into the expected release of quarter results after the bell on May 1. Call put ratio 4.7 calls to 1 put with a focus on September 230 calls.

Hershey (HSY) May 2 weekly call option implied volatility is at 77, May is at 49; compared to its 52-week range of into 18 to 42 the expected release of quarter results before the bell on May 1.

Live Nation (LYV) May call option implied volatility is at 57, June is at 45; compared to its 52-week range of 23 to 61 into the expected release of quarter results after the bell on May 1.

GoDaddy (GDDY) May 2 weekly call option implied volatility is at 122, May is at 54; compared to its 52-week range of 20 to 54 into the expected release of quarter results after the bell on May 1.

Rocket Companies (RKT) May 2 weekly call option implied volatility is at 80, May is at 76; compared to its 52-week range of 43 to 102 into the expected release of quarter results on May 1.

Estee Lauder (EL) May 2 weekly call option implied volatility is at 190, May is at 81; compared to its 52-week range 27 to 101 of into the expected release of quarter results before the bell on May 1.

Reddit (RDDT) May 2 weekly call option implied volatility is at 220, May is at 112; compared to its 52-week range of 51 to 128 into the expected release of quarter results after the bell on May 1.

Options with decreasing option implied volatility: SNAP SWTX HTZ TAL VRNA SPOT CLS SOFI ETSY HAS MBLY HUM STX PYPL NOW EW WDC CMG SKX NEM WBA GOOG GOOGL TSCO CNC DPZ CDNS FLG SBUX UPS
Increasing unusual option volume: TAL OMEX AMCR HPP WW LFMD ATEC ODD HHH
Increasing unusual call option volume: TAL WW AMCR OMEX CNH MAT FRSH ODD ACI NEO WEN SONY CX SSRM
Increasing unusual put option volume: WGS WEN SCCO VNQ IP BBIO URNM BXP TTE SNAP FSLR NE