Mid-session IV Report February 20, 2025

Mid-session IV Report February 20, 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: CADL QBTS GDS TEM AXON SMMT SIG FDX CCL NKE RCL ACN CADL ARVN CONY CCL KALV NCLH RCL KALV DNB FLG HQY WMB GS JPM KRE MS JWN

Popular stocks volume: BABA SMCI WMT WBD INTC SOFI CVNA HIMS MSTR

Active options: PLTR BABA NVDA TSLA SMCI AAPL AMD WMT MSFT U META WBD INTC AMZN SOFI CVNA BILI GRAB HIMS MSTR

Apple (AAPL) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 37. Call put ratio 2 calls to 1 put.

Cruise stocks option IV as share prices pull back on tariff headlines

Carnival Corp. (CCL) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 60. Call put ratio 1 call to 1.4 puts as share price down 8%.

Royal Caribbean (RCL) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 47. Call put ratio 1 call to 2.7 puts as share price down 8.3%.

Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 62. Call put ratio 1 call to 1.2 puts with a focus on February options as share price down 8.4%.

Viking Holdings (VIK) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 57. Call put ratio 9.8 calls to 1 put.

Option IV into quarter results

Block (XYZ) February call option implied volatility is at 233, March is at 65; compared to its 52-week range of 37 to 72 into the expected release of quarter results today after the bell.

Booking Holdings (BKNG) February call option implied volatility is at 140, March is at 37; compared to its 52-week range of 18 to 36 into the expected release of quarter results today after the bell.

Nu Holdings (NU) February call option implied volatility is at 160, March is at 55; compared to its 52-week range of 28 to 63 into the expected release of quarter results today after the bell.

Newmont (NEM) February call option implied volatility is at 133, March is at 42; compared to its 52-week range of 27 to 44 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put with a focus on February 48 calls.

Live Nation (LYV) February call option implied volatility is at 170, March is at 45; compared to its 52-week range of 23 to 68 into the expected release of quarter results today after the bell. Call put ratio 5.3 calls to 1 put with focus on March 140 calls.

Akamai (AKAM) February call option implied volatility is at 220, March is at 55; compared to its 52-week range of 19 to 65 into the expected release of quarter results today after the bell.

Birkenstock (BIRK) February call option implied volatility is at 104, March is at 55; 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 2.8 calls to 1 put with focus on March 50 calls.

Drobox (DBX) February call option implied volatility is at 200, March is at 47; compared to its 52-week range of 20 to 56 into the expected release of quarter results after the bell on February 20. Call put ratio 1 call to 1.9 puts with a focus on February 30, 31 and 32 puts.

Options with decreasing option implied volatility: FSLY ENVX BROS PGY ROKU PCOR RDDT CROX TOST ASPN IREN CVNA HBI FTAI TTD TRIP QS ETSY EXAS
Increasing unusual option volume: VLY HLF TALK NTRG DVA VNET EWC TRUP
Increasing unusual call option volume: HLF DBRG NTGR TALK VNET TRMP GLBE AER EDIT BIRK
Increasing unusual put option volume: TECK NXE EWC DBX BMBL CAKE RDW HLF JMIA CRK GRAB