Mid-session IV Report April 7, 2025

Mid-session IV Report April 7, 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: UPST AAOI APP AFRM TTD W VFC RKLB GAP SSO OKE DELL COHR HOOD SOUN DD MCHP DVN ZETA HOOD EL VG BILL VSCO EL SG CVE NCLH FL ZIM GEHC AEO

Popular stocks volume: PLTR MSTR INTC BABA HOOD GME SOFI NIO PFE T

Active options: NVDA TSLA AAPL AMZN AMD PLTR MSTR INTC GOOGL BABA META HOOD GME SOFI MSFT NIO PFE T

Option IV amid wide price movement

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 38; compared to its 52-week range of 10 to 38. Call put ratio 1 call to 1.5 puts amid wide price movement.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 43; compared to its 52-week range of 14 to 43. Call put ratio 1 call to 1.1 puts amid wide price movement.

Russell 2000 Index (RUT) 30-day option implied volatility is at 44; compared to its 52-week range of 16 to 42. Call put ratio 1 call to 1.5 puts amid wide price movement.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 75; compared to its 52-week range of 27 to 74. Call put ratio 1.2 calls to 1 put amid wide price movement.

Apple (AAPL) 30-day option implied volatility is at 55; compared to its 52-week range of 16 to 54. Call put ratio 1.2 calls to 1 put amid wide price movement.

NVIDIA (NVDA) 30-day option implied volatility is at 83; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put amid wide price movement.

Microsoft (MSFT) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 36. Call put ratio 2 calls to 1 put amid price movement.

Amazon (AMZN) 30-day option implied volatility is at 61; compared to its 52-week range of 22 to 60. Call put ratio 1.7 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 69; compared to its 52-week range of 25 to 55. Call put ratio 1.3 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 56. Call put ratio 1.8 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 71; compared to its 52-week range of 34 to 70. Call put ratio 1.5 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 101; compared to its 52-week range of 40 to 92. Call put ratio 1 call to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 65; compared to its 52-week range of 21 to 68. Call put ratio 1.2 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 80; compared to its 52-week range of 35 to 74. Call put ratio 1.1 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 105; compared to its 52-week range of 70 to 220. Call put ratio 1.6 calls to 1 put as Bitcoin trades $79K.

Coinbase (COIN) 30-day option implied volatility is at 98; compared to its 52-week range of 60 to 97. Call put ratio 2 calls to 1 put as Bitcoin trades $79K.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 46; compared to its 52-week range of 28 to 43. Call put ratio 1.2 calls to 1 put as gold trades $3003.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 51. Call put ratio 1.2 calls to 1 put as WTI crude trades $61.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 79; compared to its 52-week range of 35 to 83. Call put ratio 2.6 calls to 1 put as WTI crude trades $61.

Options with decreasing option implied volatility:
Increasing unusual option volume: NOV OI GGAL ECL TSLS CVLT BBD BZFD FI ZTS EGO BCRX LEVI NE OWL GT SAN VGK SPLG HNST
Increasing unusual call option volume: NOV ZTS TSLS GT GPN GOGL SH FI
Increasing unusual put option volume: PAYX NICE FI SPLG BTG ASHR KD STNE RITM MDY