Mid-session IV Report February 18, 2025

Mid-session IV Report February 18, 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: GRAB RXRX CAPR TIGR SIG PATH FDX ACN NKE JNPR ABSI AXON GENI DG CRSP CHWY

Popular stocks volume: CVX MS FLR ACHR BRK.A DIS VZ NVO

Active options: NVDA TSLA AAPL INTC SMCI XON CVX

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 59. Call put ratio 2.3 calls to 1 put as share price near record high.

Option IV into quarter results

Analog Devices (ADI) February call option implied volatility is at 71, March is at 42; compared to its 52-week range of 21 to 52 into the expected release of quarter results before the bell on February 19.

Garmin (GRMN) February call option implied volatility is at 135, March is at 51; compared to its 52-week range of 15 to 40 into the expected release of quarter results before the bell on February 19.

Carvana (CVNA) February call option implied volatility is at 190, March is at 81; compared to its 52-week range of 41 to 128 into the expected release of quarter results after the bell on February 19.

Texas Pacific Land (TPL) February call option implied volatility is at 78, March is at 52; compared to its 52-week range of 20 to 55 into the expected release of quarter results after the bell on February 19.

Ansys (ANSS) February call option implied volatility is at , March is at ; compared to its 52-week range of . 15 to 62 into the expected release of quarter results after the bell on February 19.

Toast (TOST) February call option implied volatility is at 190, March is at 47; compared to its 52-week range of 37 to 89 into the expected release of quarter results after the bell on February 19. Call put ratio 6 calls to 1 put.

Wingstop (WING) February call option implied volatility is at 142, March is at 58; compared to its 52-week range of 31 to 74 into the expected release of quarter results before the bell on February 19. Call put ratio 4.7 calls to 1 put with focus on February calls.

Etsy (ETSY) February call option implied volatility is at 164, March is at 70; compared to its 52-week range of 33 to 73 into the expected release of quarter results before the bell on February 19.

Walmart (WMT) February call option implied volatility is at 70, March is at 33; compared to its 52-week range of 13 to 32 into the expected release of quarter results before the bell on February 20.

Alibaba (BABA) February call option implied volatility is at 107, March is at 56; compared to its 52-week range of 27 to 62 into the expected release of quarter results before the bell on February 20. Call put ratio 3.5 calls to 1 put with a focus on February 130 calls.

Block (XYZ) February call option implied volatility is at 145, March is at 65; compared to its 52-week range of 37 to 72 into the expected release of quarter results after the bell on February 20.

Options with decreasing option implied volatility: UPST CFLT FSLY FRSH ALAB BROS PBI ROKU CDE CROX CAR PCOR
Increasing unusual option volume: EGY FEZ CMRX PACB
Increasing unusual call option volume: FEZ PACB EGY CMRX GRAB
Increasing unusual put option volume: EQNR GIS CAG COR UAA