Mid-session IV Report February 19, 2025

Mid-session IV Report February 19, 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: RXRX GRAB SIG SMMT EH GSAT FDX NKE ACN HIMS EWG SMCX

Popular stocks volume: INTC PLTR CELH OXY BABA ANET MSTR HIMS SOFI AVGO X

SMCI NVDA TSLA INTC META PLTR AAPL CELH AMD OXY BABA AMZN ANET MSTR HIMS GOOGL SOFI SEDG GRAB AVGO X

Active options: SMCI NVDA TSLA INTC META PLTR AAPL CELH AMD OXY BABA AMZN ANET MSTR HIMS GOOGL SOFI SEDG GRAB AVGO X

Option IV into quarter results

Carvana (CVNA) February call option implied volatility is at 210, March is at 80; compared to its 52-week range of 41 to 128 into the expected release of quarter results today after the bell on February 19. Call put ratio 1 call to 1.7 puts with focus on January 35 puts.

Walmart (WMT) February call option implied volatility is at 88, 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 118, March is at 52; 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 3.4 calls to 1 put with a focus on March 140 and 150 calls.

Block (XYZ) February call option implied volatility is at 167, March is at 64; compared to its 52-week range of 37 to 72 into the expected release of quarter results after the bell on February 20.

Booking Holdings (BKNG) February call option implied volatility is at 105, March is at 36; compared to its 52-week range of 18 to 36 into the expected release of quarter results after the bell on February 20.

NetEase (NTES) February call option implied volatility is at 120, March is at 56; compared to its 52-week range of 29 to 56 into the expected release of quarter results before the bell on February 20.

Nu Holdings (NU) February call option implied volatility is at 122, March is at 59; compared to its 52-week range of 28 to 63 into the expected release of quarter results after the bell on February 20.

Live Nation (LYV) February call option implied volatility is at 128, March is at 45; compared to its 52-week range of 23 to 68 into the expected release of quarter results after the bell on February 20. Call put ratio 10.8 calls to 1 put with focus on March 165 calls.

Birkenstock (BIRK) February call option implied volatility is at 164, March is at 59; compared to its 52-week range of 23 to 68 into the expected release of quarter results before the bell on February 20. Call put ratio 10.8 calls to 1 put with focus on March 165 calls.

Options with decreasing option implied volatility: CFLT FSLY UPST FRSH PGY LYFT HIMX BROS
Increasing unusual option volume: GLBE GRMN BMBL CSGP APPN CG FVRR CNK INFY
Increasing unusual call option volume: INFY CSGP BMBL GLBE WIX DB PGEN