Mid-session IV Report February 21, 2025

Mid-session IV Report February 21, 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 MSTZ CONY QBTS SIG AXON FDX MU NKE CAN EXE UNH KVUE BILI CONY LFMD UNG UNH WB XPO

Popular stocks volume: SMCI CELH MSTR HIMS RIVN COIN INTC NIO

Active options: NVDA PLTR BABA TSLA SMCI CELH MSTR HIMS RIVN AAPL AMZN AMD COIN META INTC NIO U APLD MSFT TIGR

UnitedHealth Group (UNH) 30-day option implied volatility is at 36; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 1.2 puts after DOJ investigating UnitedHealth Medicare billing practices, WSJ reports.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 27; compared to its 52-week range of 23 to 56. Call put ratio 3.9 calls to 1 put as share price up 2.2%.

Novo Nordisk (NVO) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 59. Call put ratio 3.5 calls to 1 put with focus on February calls as share price up 5.5%.

Option IV into quarter results

Diamondback Energy (FANG) February 28 weekly call option implied volatility is at 45, March is at 37; compared to its 52-week range of 20 to 38 into the expected release of quarter results after the bell on February 24. Call put ratio 2 calls to 1 put with a focus on February calls.

Trip.com (TCOM) March call option implied volatility is at 55, April is at 50; compared to its 52-week range of 29 to 83 into the expected release of quarter results after the bell on February 24.

Li Auto (LI) February 28 weekly call option implied volatility is at 71, March is at 70; compared to its 52-week range of 46 to 86 into the expected release of quarter results after the bell on February 24. Call put ratio 4.9 calls to 1 put into with a focus on February 28 weekly 26 calls as share price up 6.4%.

Zoom (ZM) February 28 weekly call option implied volatility is at 91, March is at 53; compared to its 52-week range of 23 to 64 into the expected release of quarter results after the bell on February 24. Call put ratio 1.5 calls to 1 put with a focus on September 90 calls.

Hims & Hers (HIMS) February 28 weekly call option implied volatility is at 211, March is at 144; compared to its 52-week range of 47 to 145 into the expected release of quarter results after the bell on February 24.

Tempus AI (TEM) February 28 weekly call option implied volatility is at 150, March is at 107; compared to its 52-week range of 62 to 129 into the expected release of quarter results after the bell on February 24.

Domino’s Pizza (DPZ) February 28 weekly call option implied volatility is at 63, March is at 39; compared to its 52-week range of 19 to 44 into the expected release of quarter results before the bell on February 24.

Home Depot (HD) February 28 weekly call option implied volatility is at 42, March is at 31; compared to its 52-week range of 17 to 40 into the expected release of quarter results before the bell on February 25.

Options with decreasing option implied volatility: ENVX CONL ROKU FTAI TOST NNOX TRIP EXAS CVNA REAL TWLOETSY GT ABNB
Increasing unusual option volume: LFMD DBX MOMO FND TXRH INOD CDE SWTX FIVN
Increasing unusual call option volume: MOMO FIVN INOD CDE WB TXRH DBX AKAM SWTX
Increasing unusual put option volume: FND DBX TXRH BMBL INDA BILI AKAM TIGR CDNS INOD