Mid-session IV Report April 8, 2025

Mid-session IV Report April 8, 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: ZI PTON ALAB NEXT W APP DD FIVE MGNI SMMT APA RKT TECL MNMD SYM TRIP VAL CLMT TWLO LABU VSCO LYFT SOC TOST U WDC GRPN TNA FUTU SHAK SMR GAP DVN NNE GEHC PSX SG SDC MCHP ZETA SG CONY FANG CVE KSS FTAI EL FL TPR LYB PR AKAM CPRI FRSH

Popular stocks volume: AVGO SOFI SMCI MU INTC HOOD MSTR GME BAC MARA HUM UNG CI

Tech option implied volatility amid wide price movement

Snowflake (SNOW) 30-day option implied volatility is at 61; compared to its 52-week range of 35 to 82. Call put ratio 2.6 calls to 1 put with a focus on April 200 calls as share price up 5.3%.

IBM (IBM) 30-day option implied volatility is at 48; compared to its 52-week range of 16 to 54. Call put ratio 1.6 calls to 1 put amid wide price movement.

Cisco Systems (CSCO) 30-day option implied volatility is at 30; compared to its 52-week range of 15 to 43. Call put ratio 2.2 calls to 1 put as share price up 1.8%.

Oracle (ORCL) 30-day option implied volatility is at 51; compared to its 52-week range of 20 to 60. Call put ratio 1.9 calls to 1 put as share price up 2.4%.

Twilio (TWLO) 30-day option implied volatility is at 85; compared to its 52-week range of 27 to 92. Call put ratio 1 call to 1.1 puts as share price up 2%.

Salesforce (CRM) 30-day option implied volatility is at 44; compared to its 52-week range of 23 to 52. Call put ratio 3.1 calls to 1 put as share price up 3.3%.

ServiceNow (NOW) 30-day option implied volatility is at 63; compared to its 52-week range of 23 to 72. Call put ratio 1.3 calls to 1 put as share price up 3.5%.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 74. Call put ratio 1.3 calls to 1 put as share price up 7%.

Palo Alto Networks (PANW) 30-day option implied volatility is at 49; compared to its 52-week range of 25 to 60. Call put ratio 1.9 calls to 1 put as share price up 4.5%.

Okta, Inc. (OKTA) 30-day option implied volatility is at 53; compared to its 52-week range of 28 to 77. Call put ratio 1.8 calls to 1 put amid as share price up 3.8%.

UnitedHealth Group (UNH) 30-day option implied volatility is at 38; compared to its 52-week range of 17 to 48. Call put ratio 1.7 calls to 1 put as share price up 6.6%.

Humana (HUM) 30-day option implied volatility is at 75; compared to its 52-week range of 24 to 95. Call put ratio 3 calls to 1 put as share price up 9.8%.

Generac Holdings (GNRC) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 66. Call put ratio 2.4 calls to 1 put as share price down 3.1%.

Option IV into quarter results

Constellation Brands (STZ) April 11 weekly call option implied volatility is at 115, April is at 73; compared to its 52-week range of 13 to 53 into the expected release of quarter results after the bell on April 9.

Delta Air Lines (DAL) April 11 weekly call option implied volatility is at 130, April is at 100; compared to its 52-week range of 28 to 85 into the expected release of quarter results before the bell on April 9.

Active options: NVDA TSLA AAPL AMZN PLTR META AMD AVGO GOOGL SOFI SMCI MSFT MU INTC HOOD MSTR GME GOOG BAC MARA
Options with decreasing option implied volatility: LW
Increasing unusual option volume: TAL LEVI TBCH WWW GPN AGL BBD PVH LVS SNDK GWW MDY COUR BDX VG MUX HOG PWR TWO LQD
Increasing unusual call option volume: TAL TBCH COUR PVH AGL LEVI LVS GWW HOG SNDK BDX EC VG SYF
Increasing unusual put option volume: TAL GPN LEVI AGL LQD EWT PVH IBRX TPR BMBL PWR FIVN KC IYR ENB