Mid-session IV Report February 14, 2025

Mid-session IV Report February 14, 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 GRPN PATH S ONON ADBE DKS NUS SERV KC ZH BEAM SNDX ELAN GME SAFE LOGI JNPR PF

Popular stocks with increasing volume: SMCI PLTR BABA AMD COIN MSTR GME WMT MU NIO ROKU ABNB

Active options: NVDA TSLA SMCI INTC AAPL PLTR BABA SOUN AMD COIN META MSTR GME MSFT WMT MU NIO ROKU AMZN ABNB

Chip option IV

NVIDIA (NVDA) 30-day option implied volatility is at 59; compared to its 52-week range of 34 to 89. Call put ratio 2.1 calls to 1 put with a focus on February calls.

Broadcom (AVGO) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 66. Call put ratio 3.1 calls to 1 put with a focus on February 230 calls.

AMD (AMD) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 64. Call put ratio 2.5 calls to 1 put.

Arm Holdings (ARM) 30-day option implied volatility is at 51; compared to its 52-week range of 43 to 141. Call put ratio 2.3 calls to 1 put as share price down 4%.

Intel (INTC) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 77. Call put ratio 3.5 calls to 1 put with a focus on February 28 calls.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 59. Call put ratio 1 call to 6.1 puts with a focus on February 180 puts.

Option IV into quarter results

Arista Networks (ANET) February call option implied volatility is at 95, March is at 59; compared to its 52-week range of 31 to 73. Call put ratio 2.5 calls to 1 put with a focus on February 110 calls into the expected release of quarter results after the bell on February 18.

Cadence Systems (CDNS) February call option implied volatility is at 61, March is at 41; compared to its 52-week range of 24 to 67. Call put ratio 3.1 calls to 1 put into the expected release of quarter results after the bell on February 18.

Medtronic (MDT) February call option implied volatility is at 34, March is at 24; compared to its 52-week range of 14 to 30. Call put ratio 3.7 calls to 1 put with a focus on March 95 calls into the expected release of quarter results before the bell on February 18.

Options with decreasing option implied volatility: UPST CFLT MNDY LYFT FRSH FCEL FSLY SMST SMCI ATOM APP SHOP
Increasing unusual option volume: GT FROG KC FITB CNR VNET ABSI BEAM
Increasing unusual call option volume: FROG GT LOGI KC CNR HLF FITB ALGM ABSI VNET
Increasing unusual put option volume: GDDY SMMT FITB AUR TXRH VTRS MNST SATS KC TEM TWLO