Mid-session IV Report February 28, 2025

Mid-session IV Report February 28, 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: RH SMST TSLY SSO ORGO MSTY THC HCA FEZ
Popular stocks volume: MSTR SMCI INTC BABA AVGO BAC HOOD NIO

Active options: NVDA TSLA PLTR AAPL MSTR AMZN SMCI AMD META INTC BABA MARA MSFT GOOGL AVGO BAC FUBO HOOD SOUN NIO

Option IV into quarter results

Okta (OKTA) March 7 weekly call option implied volatility is at 115, March is at 74; compared to its 52-week range of 28 to 77 into the expected release of quarter results after the bell on March 3. Call put ratio 3.7 calls to 1 put with a focus on March 7 weekly 92 and 94 calls.

NuScale (SMR) March 7 weekly call option implied volatility is at 160, March is at 127; compared to its 52-week range of 82 to 184 into the expected release of quarter results after the bell on March 3. Call put ratio 1.5 calls to 1 put.

CrowdStrike (CRWD) March 7 weekly call option implied volatility is at 88, March is at 65; compared to its 52-week range of 32 to 74 into the expected release of quarter results after the bell on March 4. Call put ratio 1.4 calls to 1 put.

AutoZone (AZO) March call option implied volatility is at 33, April is at 27; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on March 4. Call put ratio 1 call to 1.7 puts.

Target (TGT) March 7 weekly call option implied volatility is at 83, March is at 55; compared to its 52-week range of 19 to 52 into the expected release of quarter results before the bell on March 4. Call put ratio 1.1 calls to 1 put.

Option implied volatility for cybersecurity companies into OKTA and CRWD results

CrowdStrike (CRWD) 30-day option implied volatility is at 55; compared to its 52-week range of 32 to 74. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on March 4.

F5 Networks (FFIV) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 61 into CrowdStrike (CRWD) quarter results.

Okta, Inc. (OKTA) 30-day option implied volatility is at 64; compared to its 52-week range of 28 to 77. Call put ratio 3.6 calls to 1 put with a focus on March 7 weekly calls into the expected release of quarter results after the bell on March 3.

Fortinet (FTNT) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 62. Call put ratio 3.7 calls to 1 put with a focus on April 115 calls into CrowdStrike (CRWD) quarter results.

Check Point (CHKP) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 36 into CrowdStrike (CRWD) quarter results.

Palo Alto Networks (PANW) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 60 into CrowdStrike (CRWD) quarter results. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: AAOI CONY LUNR CADL SMCI HIMS ZETA HNST DNA MGNI BYON ROOT SG
Increasing unusual option volume: GES RDNT NXE CYH ACHC SEAT DB AEO PEG
Increasing unusual call option volume: AEO RDNT SEAT ACHC NXE NEXT HBM ITUB BLND
Increasing unusual put option volume: ESTC NXE WMB NTAP OIH IOVA FUBO TME CHPT