Mid-session IV Report February 13, 2025

Mid-session IV Report February 13, 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 CAPR ASAN PATH S UWMC ONON TKO ADBE DKS ORCL ULTA GRRR HIMS MGNO INTC PARA HYG

Popular stocks with increasing volume: SMCI PLTR APP BABA COIN RDDT CSCO CVS RIOT

Active options: NVDA INTC TSLA HOOD AAPL SMCI PLTR AMD TTD APP BABA AMZN COIN META RDDT CSCO MSFT BBAI CVS RIOT

Option IV into quarter results

Applied Materials (AMAT) February 14 weekly call option implied volatility is at 120, February is at 57; compared to its 52-week range of 28 to 63 into the expected release of quarter results today after the bell.

Palo Alto (PANW) February 14 weekly call option implied volatility is at 186, February is at 77; compared to its 52-week range of 25 to 60 into the expected release of quarter results today after the bell.

Twilio (TWLO) February 14 weekly call option implied volatility is at 220, February is at 95; compared to its 52-week range of 27 to 67 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put with a focus on April 55 calls.

DraftKings (DKNG) February 14 weekly call option implied volatility is at 196, February is at 85; compared to its 52-week range of 35 to 70 into the expected release of quarter results today after the bell. Call put ratio 3.5 calls to 1 put with a focus on February 14 weekly calls.

Roku (ROKU) February 14 weekly call option implied volatility is at 332, February is at 133; compared to its 52-week range of 39 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.2 calls to 1 put with a focus on February 14 weekly and February 85 calls.

Wynn Resorts (WYNN) February 14 weekly call option implied volatility is at 122, February is at 55; compared to its 52-week range of 23 to 49 into the expected release of quarter results today after the bell.

Moderna (MRNA) February 14 weekly call option implied volatility is at 212, February is at 102; compared to its 52-week range of 43 to 93into the expected release of quarter results before the bell on February 14. Call put ratio 1.6 calls to 1 put.

Oklo (OKLO) February 14 weekly call option implied volatility is at 145, February is at 112; compared to its 52-week range of 47 to 245.

Ulta Beauty (ULTA) February 14 weekly call option implied volatility is at 45, February is at 33; compared to its 52-week range of 21 to 53. Call put ratio 3.9 calls to 1 put with a focus on June 425 calls.

Options with decreasing option implied volatility: DOCS PINS CFLT LYFT UPST BILL SMST MNDY CRNC
Increasing unusual option volume: CRSR IFF CENX IRM BROS HUBS COMM HLF TTD ULTA
Increasing unusual call option volume: EWW CRSR CENX BROS IAU TEM
Increasing unusual put option volume: PGY IRM PBF HLF RRC AUR GXO OSCR