Mid-session IV Report April 9, 2025

Mid-session IV Report April 9, 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: LABU TECL DPST NFE FAS ZI AFRM OXY KSS APA NVDL U CPRI VFC APP W UCO SDS BBY PSX FIVE FL FTNT NN CROX GLNG CLS SHOP OIH AA TRIP DOW OKE

Popular stocks volume: PLTR INTC BABA MSTR VZ PFE AVGO BAC F

Active options: NVDA AAPL TSLA AMZN AMD PLTR INTC BABA MSTR GME META VZ GOOGL MARA PFE AVGO BAC F

Option IV into quarter results

JPMorgan (JPM) April 11 weekly call option implied volatility is at 118, April is at 83; compared to its 52-week range of 16 to 58 into the expected release of quarter results before the bell on April 11. Call put ratio 1.3 calls to 1 put.

Wells Fargo (WFC) April 11 weekly call option implied volatility is at 133, April is at 95; compared to its 52-week range of 19 to 66 into the expected release of quarter results before the bell on April 11.

BlackRock (BLK) April 11 weekly call option implied volatility is at 114, April is at 81; compared to its 52-week range of 17 to 54 into the expected release of quarter results before the bell on April 11.

BNY Mellon (BK) April 11 weekly call option implied volatility is at 170, April is at 100; compared to its 52-week range of 15 to 63 into the expected release of quarter results before the bell on April 11.

Costco (COST) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1.4 puts with a focus on 2K contracts of January 500 puts.

Walmart (WMT) 30-day option implied volatility is at 47; compared to its 52-week range of 13 to 50. Call put ratio 1 call to 1.7 puts with a focus on April 11 weekly and April puts.

Home Depot (HD) 30-day option implied volatility is at 51; compared to its 52-week range of 17 to 50. Call put ratio 1 call to 1.1 puts with a focus on May and June puts.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 53; compared to its 52-week range of 18 to 53. Call put ratio 1 call to 2.4 puts with a focus on April 215 and 220 puts.

Nike (NKE) 30-day option implied volatility is at 66; compared to its 52-week range of 21 to 78. Call put ratio 1 call to 1 put as share price at low end of 5-year range.

TJX Cos. (TJX) 30-day option implied volatility is at 41; compared to its 52-week range of 14 to 43. Call put ratio 5.6 calls to 1 put with a focus on June and September 135 calls.

Kroger (KR) 30-day option implied volatility is at 35; compared to its 52-week range of 16 to 39. Call put ratio 1 call to 1.4 puts.

Albertsons (ACI) 30-day option implied volatility is at 45; compared to its 52-week range of 12 to 86. Call put ratio 3.4 calls to 1 put.

Target (TGT) 30-day option implied volatility is at 62; compared to its 52-week range of 19 to 65. Call put ratio 1.2 calls to 1 put.

Ishares National Amt-free Muni Bond Etf (MUB) 30-day option implied volatility is at 14; compared to its 52-week range of 3 to 12. Call put ratio 1.5 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: ETHU
Increasing unusual option volume: UNIT INSM LX METC MBOT REAL AGI AZUL RSP NGD TBT
Increasing unusual call option volume: REAL JCI AZUL INSM MBOT MPLX NGD TBT AMCR SPIR AGI MESO ADI STX
Increasing unusual put option volume: AGI RSP GPN VNQ KODK LQD TEVA WAL VNET TSLZ