Mid-session IV Report February 10, 2025

Mid-session IV Report February 10, 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: MNMD CAPR BBAI BKSY EH IOT DG ADBE ULTA REAL GME HSAI ASAN ZIM AIOT SMTC S ADBE DG ORCL ILMN ONON ULTA MSTY HYG

Popular stocks with increasing volume: PLTR SMCI UBER INTC BABA PFE MSTR AVGO F MCD

Active options: NVDA TSLA PLTR SMCI UBER INTC BBAI AAPL AMD AMZN BABA PFE GOOGL MSTR META CLF MSFT AVGO F MCD

Option IV into quarter results

Coca-Cola (KO) February 14 weekly call option implied volatility is at 34, February is at 24; compared to its 52-week range of 10 to 21 into the expected release of quarter results before the bell on February 11.

Shopify (SHOP) February 14 weekly call option implied volatility is at 150, February is at 96; compared to its 52-week range of 32 to 76 into the expected release of quarter results before the bell on February 11.

Gilead (GILD) February 14 weekly call option implied volatility is at 55, February is at 39; compared to its 52-week range of 18 to 37 into the expected release of quarter results after the bell on February 11.

DoorDash (DASH) February 14 weekly call option implied volatility is at 120, February is at 78; compared to its 52-week range of 26 to 69 into the expected release of quarter results after the bell on February 11.

Marriott (MAR) February 14 weekly call option implied volatility is at 51, February is at 33; compared to its 52-week range of 17 to 34 into the expected release of quarter results before the bell on February 11.

Ecolab (ECL) February call option implied volatility is at 36, March is at 27; compared to its 52-week range of 11 to 55. February 240 and 250 calls active into the expected release of quarter results before the bell on February 11.

Carrier Global (CARR) February call option implied volatility is at 51, March is at 39; compared to its 52-week range of 20 to 70 into the expected release of quarter results before the bell on February 11. Call put ratio 7.2 calls to 1 put with a focus on February 67.50 calls as share price down 2.2%.

Humana (HUM) February 14 weekly call option implied volatility is at 100, February is at 70; compared to its 52-week range of 24 to 67 into the expected release of quarter results before the bell on February 11. Call put ratio 5.3 calls to 1 put into quarter results and outlook.

DuPont (DD) February 14 weekly call option implied volatility is at 64, February is at 43; compared to its 52-week range of 14 to 35 into the expected release of quarter results before the bell on February 11. Call put ratio 1 call to 1.4 puts.

Zillow Group (Z) February 14 weekly call option implied volatility is at 120, February is at 79; compared to its 52-week range of 35 to 87 into the expected release of quarter results after the bell on February 11.

Super Micro (SMCI) February 14 weekly call option implied volatility is at 234, February is at 171; compared to its 52-week range of 60 to 217 into the expected release of quarter results after the bell on February 11.

Upstart (UPST) February 14 weekly call option implied volatility is at 253, February is at 164; compared to its 52-week range of 62 to 136 into the expected release of quarter results after the bell on February 11.

AutoNation (AN) February call option implied volatility is at 57, March is at 36; compared to its 52-week range of 24 to 79 into the expected release of quarter results after the bell on February 11. Call put ratio 1 call to 2.1 puts into quarter results.

Lyft (LYFT) February 14 weekly call option implied volatility is at 133, February is at 86; compared to its 52-week range of into the expected release of quarter results after the bell on February 11. Call put ratio 3.3 calls to 1 put with a focus on February 15.50 calls.

American Express (AXP) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 35. Call put ratio 1.2 calls to 1 put as share price down 2.7%.

Options with decreasing option implied volatility: SNAP DOCS AMDL LUMN SYM BILL PINS CRNC NVDL MNDY PTON KD MPWR RBLX FTNT
Increasing unusual option volume: BTE NVT ITUB AOIT SWTX GFI VNET CX XME CENX MANU CG HBI MNDY
Increasing unusual call option volume: AOIT BTE SWTX CX UUP HBI MNDY PSFE AMKR FEZ SATL VNET ROK XRX
Increasing unusual put option volume: ZI XME SMTC GH MNDY INVZ SONY MLCO GDS KC BBAI MRK INCY