Mid-session IV Report February 26, 2025

Mid-session IV Report February 26, 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: CONY MSTZ MNKD GME PARA WBA RH CHWY LULU FLG DASH SSO SCHD VOO VTI RSP HE PARA PBR

Popular stocks volume: BABA LCID NIO HOOD MSFT MSTR F HIMS INTC

Active options: NVDA TSLA SMCI AAPL PLTR AMZN BABA META LCID NIO AMD GOOGL HOOD MSFT MSTR APP F HIMS GOOG INTC

NVDIA (NVDA) February 28 weekly call option implied volatility is at 155, March is at 72; compared to its 52-week range of 34 to 89 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with a focus on February 28 weekly calls.

T-Rex 2X Long Nvidia Daily Target ETF (NVDX) 30-day option implied volatility is at 130; compared to its 52-week range of 73 to 167. Call put ratio 3 calls to 1 put.

GraniteShares 2x Long NVDA Daily ETF (NVDL) 30-day option implied volatility is at 130; compared to its 52-week range of 67 to 176. Call put ratio 1.8 calls to 1 put as share price up 6%.

Broadcom (AVGO) 30-day option implied volatility is at 57; compared to its 52-week range of 31 to 66 into the expected release of NVDIA (NVDA) quarter results today after the bell. Call put ratio 1.7 calls to 1 put with share price up 4.1%.

AMD (AMD) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 64 into the expected release of NVDIA (NVDA) quarter results today after the bell. Call put ratio 2.7 calls to 1 put with a focus on February 28 weekly calls.

Qualcomm (QCOM) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 53 into the expected release of NVDIA (NVDA) quarter results today after the bell. Call put ratio 1.9 calls to 1 put as share price up 1.3%.

Micron Technology (MU) 30-day option implied volatility is at 63; compared to its 52-week range of 34 to 73 into the expected release of NVDIA (NVDA) quarter results today after the bell. Call put ratio 2.6 calls to 1 put with share price up 4.2%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 59 into the expected release of NVDIA (NVDA) quarter results today after the bell. Call put ratio 1.1 calls to 1 put with share price up 2.2%.

Option IV into quarter results

Salesforce (CRM) February 28 weekly call option implied volatility is at 150, March is at 51; compared to its 52-week range of 23 to 52 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put into quarter results.

Snowflake (SNOW) February 28 weekly call option implied volatility is at 194, March is at 73; compared to its 52-week range of 35 to 82 into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

eBay (EBAY) February 28 weekly call option implied volatility is at 105, March is at 39; compared to its 52-week range of 20 to 40 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Warner Bros. Discovery (WBD) February 28 weekly call option implied volatility is at 156, March is at 64; compared to its 52-week range of 35 to 67 into the expected release of quarter results today after the bell.

Dell Technologies (DELL) February 28 weekly call option implied volatility is at 161, March is at 65; compared to its 52-week range of 33 to 80 into the expected release of quarter results after the bell on February 27.

Autodesk (ADSK) February 28 weekly call option implied volatility is at 110, March is at 43; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on February 27.

Rocket Companies (RKT) February 28 weekly call option implied volatility is at 167, March is at 74; compared to its 52-week range of 43 to 76 into the expected release of quarter results after the bell on February 27. Call put ratio 5.9 calls to 1 put with a focus on March 15 calls.

Hormel (HRL) February 28 weekly call option implied volatility is at 88, March is at 32; compared to its 52-week range of 16 to 32 into the expected release of quarter results before the bell on February 27.

Options with decreasing option implied volatility: INOD HIMS SMCI RXRX LMND ZETA ENVX TRIP CELH TOST
Increasing unusual option volume: ZI IGT AGL MOMO NLY GERN VIPS GOTU KEYS
Increasing unusual call option volume: AGL NLY MOMO ZI FE GOTU GERN COMM BTE
Increasing unusual put option volume: ZI VIPS HSBC LCID CART CALM YOU DBX CMA AAP CPNG