Mid-session IV Report February 12, 2025

Mid-session IV Report February 12, 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: EH ASAN TIGR GRAB TIGR S DG KSS ONON ADBE TKO DKS ORCL ULTA SPIR MMS MSTY

Popular stocks with increasing volume: SMCI INTC PLTR BABA LYFT MU CVS SOFI UBER VRT MSTR

Active options: TSLA NVDA SMCI INTC PLTR AMZN UPST BABA LYFT GOOGL AMD MU MSFT CVS META SOFI UBER VRT MSTR

Option IV into quarter results

Cisco (CSCO) February 14 weekly call option implied volatility is at 85, February is at 45; compared to its 52-week range of 15 to 43 into the expected release of quarter results on February 12. Call put ratio 1 call to 1.3 puts.

AppLovin (APP) February 14 weekly call option implied volatility is at 293, February is at 151; compared to its 52-week range of 38 to 100 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Robinhood (HOOD) February 14 weekly call option implied volatility is at 187, February is at 104; compared to its 52-week range of 48 to 95 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put with a focus on February 14 weekly 53, 54 and 55 calls.

The Trade Desk (TTD) February 14 weekly call option implied volatility is at 190, February is at 100; compared to its 52-week range of 29 to 76 into the expected release of quarter results today after the bell.

Reddit (RDDT) February 14 weekly call option implied volatility is at 246, 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.

MGM Resorts (MGM) February 14 weekly call option implied volatility is at 118, February is at 67; compared to its 52-week range of 26 to 47 into the expected release of quarter results today after the bell on February 12.

Applied Materials (AMAT) February 14 weekly call option implied volatility is at 100, February is at 57; compared to its 52-week range of 28 to 63 into the expected release of quarter results after the bell on February 13.

Deere (DE) February 14 weekly call option implied volatility is at 84, February is at 45; compared to its 52-week range of 17 to 44 into the expected release of quarter results before the bell on February 13. Call put ratio 1 call to 1 put.

Palo Alto (PANW) February 14 weekly call option implied volatility is at 135, February is at 72; compared to its 52-week range of 25 to 60 into the expected release of quarter results after the bell on February 13.

PG&E (PCG) February 14 weekly call option implied volatility is at 77, February is at 49; compared to its 52-week range of 14 to 60 into the expected release of quarter results before the bell on February 13.

GE HealthCare (GEHC) February 14 weekly call option implied volatility is at 94, February is at 48; compared to its 52-week range of 18 to 42 into the expected release of quarter results before the bell on February 13.

Twilio (TWLO) February 14 weekly call option implied volatility is at 145, February is at 77; compared to its 52-week range of 27 to 67 into the expected release of quarter results after the bell on February 13.

DraftKings (DKNG) February 14 weekly call option implied volatility is at 140, February is at 76; compared to its 52-week range of 35 to 70 into the expected release of quarter results after the bell on February 13. Call put ratio 1.9 calls to 1 put with a focus on March 25 calls.

GoDaddy (GDDY) February 14 weekly call option implied volatility is at 114, February is at 68; compared to its 52-week range of 20 to 43 into the expected release of quarter results before the bell on February 13. Call put ratio 4.6 calls to 1 put with a focus on February weekly 14 calls.

Roku (ROKU) February 14 weekly call option implied volatility is at 222, February is at 120; compared to its 52-week range of 39 to 89 into the expected release of quarter results after the bell on February 13. Call put ratio 2.8 calls to 1 put with a focus on March 120 calls.

SharkNinja (SN) February call option implied volatility is at 113, March is at 66; compared to its 52-week range of into the expected release of quarter results before the bell on February 13. Call put ratio 1 call to 1.9 puts with a focus on February 100 puts.

Wynn Resorts (WYNN) February 14 weekly call option implied volatility is at 90, February is at 55; compared to its 52-week range of 23 to 49 into the expected release of quarter results after the bell on February 13.

Oklo (OKLO) February 14 weekly call option implied volatility is at 165, February is at 127; compared to its 52-week range of 47 to 245 into the expected release of quarter results on February 13.

Crocs (CROX) February 14 weekly call option implied volatility is at 190, February is at 100; compared to its 52-week range of 29 to 64 into the expected release of quarter results before the bell on February 13. Call put ratio 1 call to 4.2 puts with a focus on February 14 weekly 82 puts.

Options with decreasing option implied volatility: SMST DOCS CFLT PTON SYM CRNC MNDY BILL LYFT
Increasing unusual option volume: VNET XRAY HRNG GRAB ANAB FEZ SWTX
Increasing unusual call option volume: GRAB VNET GPN CENX FEZ WELL SWTX IRBT
Increasing unusual put option volume: EQNR FEZ WMB IVZ ANAB PII EH GRAB MLCO ITB CFLT