Mid-session IV Report February 3, 2025

Mid-session IV Report February 3, 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: CAPR FL OKTA SE DOCU ANF WBA IOT UWMC TGT BURL BBY GAP ZM ROST KR JNPR TD EEM HYG KC CRDO CLS CRWD DLTR BITO TNA PII KSS M IBIT AVGO AES JD CRM TD KR FDX COST C WFC BAC

Popular stocks with increasing volume: PLTR INTC AMD MSTR BABA SMCI AVGO SOFI WBA

Active options: NVDA TSLA AAPL PLTR INTC META MSFT AMD MSTR BABA AMZN SMCI AVGO GOOGL RGTI SOFI MARA COIN WBA GOOG

Apple (AAPL) February 7 weekly call option implied volatility is at 36, February is at 28; compared to its 52-week range of 16 to 37. Call put ratio 1.1 calls to 1 put as share price down 3.8%.

Option IV into quarter results

Palantir (PLTR) February 4 weekly call option implied volatility is at 164, February is at 99; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put as share price down 3%.

Tempus AI (TEM) February 4 weekly call option implied volatility is at 140, February is at 113; compared to its 52-week range of 62 to 128 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put with a focus on February 7 weekly options.

Alphabet (GOOG) February 4 weekly call option implied volatility is at 77, February is at 43; compared to its 52-week range of 21 to 40 into the expected release of quarter results after the bell on February 4. Call put ratio 1 call to 1 put.

Merck (MRK) February 4 weekly call option implied volatility is at 64, February is at 36; compared to its 52-week range of 15 to 31 into the expected release of quarter results before the bell on February 4. Call put ratio 3.1 calls to 1 put with a focus on February 7 weekly 100 calls.

AMD (AMD) February 4 weekly call option implied volatility is at 107, February is at 63; compared to its 52-week range of 35 to 64 into the expected release of quarter results after the bell on February 4. Call put ratio 2.1 calls to 1 put with a focus on February 7 weekly options.

Pepsico (PEP) February 4 weekly call option implied volatility is at 42, February is at 27; compared to its 52-week range of 13 to 23 into the expected release of quarter results before the bell on February 4. Call put ratio 2.2 calls to 1 put into quarter results.

Amgen (AMGN) February 7 weekly call option implied volatility is at 54, February is at 32; compared to its 52-week range of 18 to 56 into the expected release of quarter results after the bell on February 4. Call put ratio 2.8 calls to 1 put with a focus on February 360 calls.

Pfizer (PFE) February 7 weekly call option implied volatility is at 49, February is at 30; compared to its 52-week range of 19 to 31 into the expected release of quarter results before the bell on February 4. Call put ratio 2.2 calls to 1 put with focus on June 28 calls.

KKR (KKR) February 7 weekly call option implied volatility is at 63, February is at 42; compared to its 52-week range of 25 to 44 into the expected release of quarter results before the bell on February 4. Call put ratio 1 call to 3 puts with a spreader focusing on February 7 weekly 147 and 152.50 puts.

UBS (UBS) February 7 weekly call option implied volatility is at 60, February is at 35; compared to its 52-week range of 19 to 48 into the expected release of quarter results before the bell on February 4. Call put ratio 1 call to 3 puts with a focus on May 25 puts.

Spotify (SPOT) February 7 weekly call option implied volatility is at 136, February is at 70; compared to its 52-week range of 28 to 59 into the expected release of quarter results before the bell on February 4.

Ferrari (RACE) February call option implied volatility is at 40, March is at 32; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on February 4. Call put ratio 3.3 calls to 1 put with a focus on March 420 calls.

Apollo Global (APO) February 7 weekly call option implied volatility is at 77, February is at 47; compared to its 52-week range of 25 to 44 into the expected release of quarter results before the bell on February 4.

PayPal (PYPL) February 7 weekly call option implied volatility is at 99, February is at 53; compared to its 52-week range of 26 to 53 into the expected release of quarter results before the bell on February 4.

Chipotle (CMG) February 7 weekly call option implied volatility is at 87, February is at 51; compared to its 52-week range of 17 to 54 into the expected release of quarter results after the bell on February 4. Call put ratio 1 call to 2 puts with a focus on February 28 weekly 48 puts.

Mondelez (MDLZ) February 7 weekly call option implied volatility is at 47, February is at 33; compared to its 52-week range of 13to 26 into the expected release of quarter results after the bell on February 4. Call put ratio 15 calls to 1 put into quarter results with a focus on February 7 weekly 60 calls.

Electronic Arts (EA) February 7 weekly call option implied volatility is at 72, February is at 40; compared to its 52-week range of 16 to 36 into the expected release of quarter results after the bell on February 4.

Estee Lauder (EL) February 7 weekly call option implied volatility is at 127, February is at 70; compared to its 52-week range of 27 to 65 into the expected release of quarter results before the bell on February 4.

Match Group (MTCH) February 7 weekly call option implied volatility is at 108, February is at 66; compared to its 52-week range of 28 to 53 into the expected release of quarter results after the bell on February 4.

Snap (SNAP) February 7 weekly call option implied volatility is at 220, February is at 115; compared to its 52-week range of 39 to 120 into the expected release of quarter results after the bell on February 4.

Option IV amid tariff headlines

Magna International (MGA) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 77. Call put ratio 1 call to 5.1 puts with a focus on March 50 puts as share price down 6.6%.

Canadian Pacific Kansas City (CP) 30-day option implied volatility is at 26; compared to its 52-week range of 16 to 57. Call put ratio 1.1 calls to 1 with a focus on February puts as share price down 8%.

Best Buy (BBY) 30-day option implied volatility is at 38; compared to its 52-week range of 22 to 48. Call put ratio 1 call to 7.1 puts with a focus on February 80 and 85 puts.

Options with decreasing option implied volatility: LC CLS TEAM NXT DT VFC TER FLG ETN DECK SBUX IBM CHTR QRVO TEVA META ASML GLW NOW
Increasing unusual option volume: IGT EWC ZI KC GENI ARBE SSYS TPX ARR ITA FEZ FOXA MAG ENTG NGD WY SLS HOG BWA
Increasing unusual call option volume: ARR ARBE SSYS GENI FOXA WY EWW KC HLF MAG NGD SLS TSN DECK EIX
Increasing unusual put option volume: ZI KC EWC FEZ TD HOG DB ETHU CWEB IBN CP SMST SKX NOK