Mid-session IV Report February 24, 2025

Mid-session IV Report February 24, 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 SMST VKTX KOLD SIG CHWY AXON FDX CCL RH MU WBA NKE ABR RCL ACN UNH KVUE SCHE

Popular stocks volume: BABA INTC RIVN MSTR PDD COIN NKE AVGO

Active options: NVDA TSLA BABA AAPL PLTR GOLD AMZN AMD SMCI GOOGL MSFT INTC RIVN MSTR PDD COIN META NKE AVGO APLD

Alibaba (BABA) 30-day option implied volatility is at 53; compared to its 52-week range of 27 to 62. Call put ratio 1.4 calls to 1 put with a focus on 4K contracts of April 95 puts sold at 40c as share price down 9.6%.

Option IV into quarter results

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 today after the bell. Call put ratio 1.5 calls to 1 put with a focus on March 92.50 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 today after the bell.

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 today after the bell.

Li Auto (LI) February 28 weekly call option implied volatility is at , March is at ; compared to its 52-week range of 46 to 86 into the expected release of quarter results today after the bell.

Home Depot (HD) February 28 weekly call option implied volatility is at 58, March is at 32; compared to its 52-week range of 17 to 40 into the expected release of quarter results before the bell on February 25.

Intuit (INTU) February 28 weekly call option implied volatility is at 80, March is at 44; compared to its 52-week range of 21 to 47 into the expected release of quarter results after the bell on February 25.

Workday (WDAY) February 28 weekly call option implied volatility is at 105, March is at 53; compared to its 52-week range of 24 to 55 into the expected release of quarter results before the bell on February 25.

Sempre (SRE) March call option implied volatility is at 28, April is at 26; compared to its 52-week range of 12 to 30 into the expected release of quarter results before the bell on February 25.

Coupang (CPNG) February 28 weekly call option implied volatility is at 108, March is at 51; compared to its 52-week range of 28 to 63 into the expected release of quarter results after the bell on February 25. Call put ratio 7.3 calls to 1 put with focus on March 30 calls.

Alcon (ALC) March call option implied volatility is at 37, April is at 29; compared to its 52-week range of 16 to 42 into the expected release of quarter results after the bell on February 25.

First Solar (FSLR) February 28 weekly call option implied volatility is at 110, March is at 71; compared to its 52-week range of 37 to 85 into the expected release of quarter results after the bell on February 25. Call put ratio 2.5 calls to 1 put as share price down 2.6%.

Cava (CAVA) February 28 weekly call option implied volatility is at 172, March is at 89; compared to its 52-week range of 41 to 88 into the expected release of quarter results after the bell on February 25.

Axon Enterprises (AXON) February 28 weekly call option implied volatility is at 82, March is at 63; compared to its 52-week range of 20 to 212 into the expected release of quarter results after the bell on February 25. Call put ratio 1.7 calls to 1 put.

Lucid (LCID) February 28 weekly call option implied volatility is at 205, March is at 116; compared to its 52-week range of 59 to 132 into the expected release of quarter results after the bell on February 25.

Caesars (CZR) February 28 weekly call option implied volatility is at 91, March is at 55; compared to its 52-week range of 36 to 62 into the expected release of quarter results after the bell on February 25.

NVDIA (NVDA) into February 28 weekly call option implied volatility is at 107, March is at 67; compared to its 52-week range of 34 to 89 into the expected release of quarter results after the bell on February 26. Call put ratio 1.8 calls to 1 put.

Salesforce (CRM) February 28 weekly call option implied volatility is at 105, March is at 51; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on February 26.

Options with decreasing option implied volatility: MNMD INOD ENVX EDR TOST TRIP FTAI ETSY AKAM NNOX FLR BHC XYZ U SFM MELI ANET NEM BKNG DPZ WMT
Increasing unusual option volume: FND GDRX LFMD OPK GFI PRMB SUN ODD DAVE TH VNET
Increasing unusual call option volume: LFMD GDRX GFI OPK ODD PRMB DAVE SLG MO MAXN
Increasing unusual put option volume: TECK FND DNN KDP DBX CAH TIGR NXE EWG SMMT BROS MUR GGAL