Mid-session IV Report February 25, 2025

Mid-session IV Report February 25, 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 CONY MNKD MSTR WBA RH CCL ALK LULU ABR SSO DLR GS DNUT SRE MSTR COIN HOOD HBI VALE

Popular stocks volume: PLTR SMCI MSTR HIMS BABA PYPL INTC NIO HOOD

Active options: TSLA NVDA PLTR SMCI AAPL MSTR HIMS AMZN BABA META TEM GOOGL AMD MSFT PYPL INTC NIO HOOD MARA RIOT

Option IV into quarter results

First Solar (FSLR) February 28 weekly call option implied volatility is at 115, March is at 71; compared to its 52-week range of 37 to 85 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put as share price down 2.4%.

Cava (CAVA) February 28 weekly call option implied volatility is at 195, March is at 90; compared to its 52-week range of 41 to 88 into the expected release of quarter results today after the bell.

Axon Enterprises (AXON) March call option implied volatility is at 82, April is at 63; compared to its 52-week range of 20 to 212 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Lucid (LCID) February 28 weekly call option implied volatility is at 213, March is at 112; compared to its 52-week range of 59 to 132 into the expected release of quarter results today after the bell. Call put ratio 2.5 calls to 1 put with a focus on February 28 weekly 3.5 calls.

Caesars (CZR) February 28 weekly call option implied volatility is at 98, March is at 55; compared to its 52-week range of 36 to 62 into the expected release of quarter results today after the bell.

NVDIA (NVDA) February 28 weekly call option implied volatility is at 140, March is at 74; 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 1.2 calls to 1 put.

Salesforce (CRM) February 28 weekly call option implied volatility is at 120, March is at 52; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on February 26. Call put ratio 1 call to 1.3 puts into quarter results.

Lowe’s (LOW) February 28 weekly call option implied volatility is at 64, March is at 33; compared to its 52-week range of 18 to 39 into the expected release of quarter results before the bell on February 26.

TJX (TJX) February 28 weekly call option implied volatility is at 63, March is at 31; compared to its 52-week range of 14 to 33 into the expected release of quarter results before the bell on February 26.

Synopsys (SNPS) March call option implied volatility is at 54, April is at 44; compared to its 52-week range of 24 to 58 into the expected release of quarter results after the bell on February 26.

Snowflake (SNOW) February 28 weekly call option implied volatility is at 164, March is at 75; compared to its 52-week range of 35 to 82 into the expected release of quarter results after the bell on February 26. Call put ratio 2.9 calls to 1 put.

Monster Beverage (MNST) February 28 weekly call option implied volatility is at 98, March is at 42; compared to its 52-week range of 16 to 58 into the expected release of quarter results on February 26.

Stellantis (STLA) March call option implied volatility is at 49, April is at 41; compared to its 52-week range of 23 to 252 into the expected release of quarter results before the bell on February 26.

Agilent (A) March call option implied volatility is at 37, April is at 30; compared to its 52-week range of 20 to 67 into the expected release of quarter results after the bell on February 26. Call put ratio 1 call to 1.9 puts with a focus on March 125 puts, March 135 puts and March 145 calls.

eBay (EBAY) February 28 weekly call option implied volatility is at 85, March is at 39; compared to its 52-week range of 20 to 40 into the expected release of quarter results after the bell on February 26. Call put ratio 3.2 calls to 1 put with a focus on March 65 calls.

TKO Group (TKO) March option implied volatility is at 67, April is at 52; compared to its 52-week range of 22 to 64 into the expected release of quarter results after the bell on February 26. Call put ratio 1.9 calls to 1 put as share price down 2.3% into quarter results.

Paramount (PARA) February 28 weekly call option implied volatility is at 96, March is at 44; compared to its 52-week range of 17 to 87 into the expected release of quarter results after the bell on February 26. Call put ratio 1 call to 5.6 calls with a focus on 5400 March 11 puts.

Dell Technologies (DELL) February 28 weekly call option implied volatility is at 135, March is at 67; compared to its 52-week range of 33 to 80 into the expected release of quarter results after the bell on February 27.

Options with decreasing option implied volatility: RXRX INOD ENVX U TRIP ETSY TOST AKAM FTAI EDR BHC ARDX W EXAS
Increasing unusual option volume: CFG FEZ FLR DNUT MRVI TCOM MTUM GRNY PGEN HP
Increasing unusual call option volume: FLR CFG DNUT XHB MRVI GRNY TCOM CNDT DQ PGEN
Increasing unusual put option volume: HBI FEZ CFG TCOM MTUM ZM EOSE TEM BURL CDE RXRX