Mid-session IV Report February 11, 2025

Mid-session IV Report February 11, 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: CAPR BBAI ASAN EH S DG EDR ADBE TKO ORCL DKS VSAT SSSS

Popular stocks with increasing volume: PLTR BABA SMCI SHOP KO INTC TEM ACHR CLF MSTR NIO F

Active options: NVDA TSLA AAPL PLTR BABA SMCI SHOP KO INTC MSFT AMD GOOGL TEM ACHR META AMZN CLF MSTR NIO F

Option IV into quarter results

DoorDash (DASH) February 14 weekly call option implied volatility is at 130, February is at 78; compared to its 52-week range of 26 to 69 into the expected release of quarter results today after the bell.

Super Micro (SMCI) February 14 weekly call option implied volatility is at 280, February is at 181; compared to its 52-week range of 60 to 217 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

Cisco (CSCO) February 14 weekly call option implied volatility is at 74, February is at 55; compared to its 52-week range of 15 to 43 into the expected release of quarter results on February 12. Call put ratio 2.2 calls to 1 put.

Avis Budget (CAR) February 14 weekly call option implied volatility is at 192, February is at 115; compared to its 52-week range of 40 to 97 into the expected release of quarter results on February 12.

AppLovin (APP) February 14 weekly call option implied volatility is at 236, February is at 145; compared to its 52-week range of 38 to 100 into the expected release of quarter results after the bell on February 12. Call put ratio 1.2 calls to 1 put.

Robinhood (HOOD) February 14 weekly call option implied volatility is at 164, February is at 101; compared to its 52-week range of 48 to 95 into the expected release of quarter results after the bell on February 12.

CME Group (CME) February call option implied volatility is at 24, March is at 21; compared to its 52-week range of 15 to 56 into the expected release of quarter results before the bell on February 12.

Williams (WMB) February 14 weekly call option implied volatility is at 50, February is at 36; compared to its 52-week range of 14 to 35 into the expected release of quarter results after the bell on February 12.

The Trade Desk (TTD) February 14 weekly call option implied volatility is at 162, February is at 96; compared to its 52-week range of 29 to 76 into the expected release of quarter results after the bell on February 12.

Exelon (EXC) February call option implied volatility is at 22, March is at 20; compared to its 52-week range of 14 to 44 into the expected release of quarter results before the bell on February 12.

Reddit (RDDT) February 14 weekly call option implied volatility is at 206, February is at 133; compared to its 52-week range of 51 to 166 into the expected release of quarter results after the bell on February 12. Call put ratio 1.5 calls to 1 put.

Kraft Heinz (KHC) February 14 weekly call option implied volatility is at 55, February is at 37; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on February 12.

Ventas (VTR) February call option implied volatility is at 35, March is at 27; compared to its 52-week range of 16 to 71 into the expected release of quarter results after the bell on February 12.

Biogen (BIIB) February 14 weekly call option implied volatility is at 81, February is at 53; compared to its 52-week range of 24 to 43 into the expected release of quarter results before the bell on February 12.

MGM Resorts (MGM) February 14 weekly call option implied volatility is at 110, February is at 63; compared to its 52-week range of 26 to 47 into the expected release of quarter results after the bell on February 12.

Dutch Bros (BROS) February call option implied volatility is at 110, March is at 68; compared to its 52-week range of 33 to 81 into the expected release of quarter results after the bell on February 12.

China EV auto IV

Xpeng (XPEV) 30-day option implied volatility is at 69, compared to its 52-week range of 61 to 122 as share price down 5.8%.

Li Auto (LI) 30-day option implied volatility is at 68, compared to its 52-week range of 46 to 86 with a focus on February puts as share price down 4.5%.

Nio (NIO) 30-day option implied volatility is at 73, compared to its 52-week range of 61 to 110. Call put ratio 3.9 calls to 1 put with a focus on April 3 calls.

Options with decreasing option implied volatility: SNAP GSAT DOCS BILL AMDL SMST PINS PTON OSCR MNDY SYM CRNC SHOP
Increasing unusual option volume: ITUB SLQT KC SSSS LSCC DOCS WEAT AOIT FLNC CRNT GDS ABSI
Increasing unusual call option volume: SLQT LSCC AIOT AMKR SWTX ABSI TEM DOCS CENX SATL HIMX FLNC
Increasing unusual put option volume: FLNC KC GDS MLCO DOCS PACB FIS TEM AMKR YUM MANU