Mid-session IV Report February 27, 2025

Mid-session IV Report February 27, 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: MSTY SWTX GRFS VTRS GOGL CPRI JWN RILY SMST TSLY RH CHWY DASH LULU SSO SDS MTUM SCHD

Popular stocks volume: SMCI MSTR SNOW NIO HOOD CRM MU HIMS BABA AVGO

Active options: NVDA TSLA PLTR SMCI AAPL MARA MSTR AMZN AMD META SNOW NIO MSFT GOOGL HOOD CRM MU HIMS BABA AVGO

NVDIA (NVDA) February 28 weekly call option implied volatility is at 77, March is at 56; compared to its 52-week range of 34 to 89. Call put ratio 1.5 calls to 1 put with a focus on February 28 weekly calls.

Quantum computing stocks option IV

D-Wave Quantum (QBTS) 30-day option implied volatility is at 155; compared to its 52-week range of 97 to 255. Call put ratio 1.2 calls to 1 put on option volume of 13K contracts.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 156; compared to its 52-week range of 20 to 332. Call put ratio 1.3 calls to 1 put as share price down 3.7%.

Rigetti Computing (RGTI) 30-day option implied volatility is at 201; compared to its 52-week range of 20 to 284. Call put ratio 1.4 calls to 1 put on option volume of 36K contracts as share price down 4.9%.

UnitedHealth Group (UNH) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 40. Call put ratio 2.3 calls to 1 put.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 21. Call put ratio 1 call to 1 put as share price down 1.3%.

Option IV into quarter results

Dell Technologies (DELL) February 28 weekly call option implied volatility is at 205, March is at 69; compared to its 52-week range of 33 to 80 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with a focus on February 28 weekly calls.

Rocket Companies (RKT) February 28 weekly call option implied volatility is at 230, March is at 78; compared to its 52-week range of 43 to 76 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 12 calls.

HP Inc. (HPQ) February 28 weekly call option implied volatility is at 155, March is at 46; compared to its 52-week range of 21 to 49 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with a focus on February 38 calls.

Options with decreasing option implied volatility: ZETA INOD AAOI SG SMCI BYON LMND MGNI DNA ZI NVAX ROOT CELH AMBA AKAM REAL DBX
Increasing unusual option volume: SABR CMP LITE LZ JWN GENI COMM TTEK GOTU ATEC NTNX VTRS
Increasing unusual call option volume: LITE SABR LZ JWN GENI COMM NTNX VTRS NICE MQ MNKD VITL
Increasing unusual put option volume: BBWI FEZ AMBA MGNI EBAY VTRS CWH NTNX TKO STNE