Mid-session IV Report February 4, 2025

Mid-session IV Report February 4, 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 INOD FL ANF OKTA MRVL SE TGT IOT BURL HE GAP BBY DLTR DOCU KSS ABR KR ROST CPB COST PARA

Popular stocks with increasing volume: PYPL SMCI BABA PFE AI META UBER NFLX MSTR MRVL

Active options: PLTR NVDA AAPL TSLA NKLA AMD PYPL SMCI RGTI BABA GOOGL PFE AI MSFT META UBER AMZN NFLX MSTR MRVL

Option IV into quarter results and tariff headlines

Alphabet (GOOG) February 4 weekly call option implied volatility is at 87, February is at 44; compared to its 52-week range of 21 to 40 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put with a focus on February 7 weekly calls.

AMD (AMD) February 4 weekly call option implied volatility is at 123, February is at 64; today after the bell. Call put ratio 1.9 calls to 1 put with a focus on February 7 weekly options.

Amgen (AMGN) February 7 weekly call option implied volatility is at 64, February is at 32; compared to its 52-week range of 18 to 56 into the expected release of quarter results today after the bell. Call put ratio call 1.4 to 1 put.

Chipotle (CMG) February 7 weekly call option implied volatility is at 100, February is at 51; compared to its 52-week range of 17 to 54 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put with a focus on February 7 weekly 60 calls.

Mondelez (MDLZ) February 7 weekly call option implied volatility is at 57, February is at 31; compared to its 52-week range of 13 to 26 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put.

Snap (SNAP) February 7 weekly call option implied volatility is at 265, February is at 123; compared to its 52-week range of 39 to 120 into the expected release of quarter results after the bell on February 4.

Novo Nordisk (NVO) February 7 weekly call option implied volatility is at 96, February is at 53; compared to its 52-week range of 24 to 59 into the expected release of quarter results before the bell on February 5.

Alibaba (BABA) February 7 weekly call option implied volatility is at 68, February is at 55; compared to its 52-week range of 27 to 62 into the expected release of quarter results before the bell on February 5.

Walt Disney (DIS) February 7 weekly call option implied volatility is at 90, February is at 45; compared to its 52-week range of 18 to 46 into the expected release of quarter results before the bell on February 5.

Qualcomm (QCOM) February 7 weekly call option implied volatility is at 96, February is at 49; compared to its 52-week range of 24 to 53 into the expected release of quarter results after the bell on February 5.

Arm Holdings (ARM) February 7 weekly call option implied volatility is at 140, February is at 75; compared to its 52-week range of 43 to 170 into the expected release of quarter results after the bell on February 5.

Uber (UBER) February 7 weekly call option implied volatility is at 118, February is at 61; compared to its 52-week range of 29 to 60 into the expected release of quarter results before the bell on February 5. Call put ratio 3 calls to 1 put with a focus on March 87.5 calls.

MicroStrategy (MSTR) February 7 weekly call option implied volatility is at 109, February is at 90; compared to its 52-week range of 65 to 221 into the expected release of quarter results after the bell on February 5.

Ford (F) February 7 weekly call option implied volatility is at 100, February is at 54; compared to its 52-week range of 23 to 48 into the expected release of quarter results after the bell on February 5.

Capri Holdings (CPRI) February 7 weekly call option implied volatility is at 150, February is at 76; compared to its 52-week range of 19 to 46 into the expected release of quarter results before the bell on February 5.

Amazon (AMZN) February 7 weekly call option implied volatility is at 89, February is at 45; compared to its 52-week range of 22 to 46 into the expected release of quarter results after the bell on February 6. Call put ratio 2.6 calls to 1 put with a focus on February 7 weekly options.

Options with decreasing option implied volatility: TEAM NXT CLS SPOT KD DT PLTR EDR FLG QRVO SBUX INTC JNPR TER DECK TSLY ETN TEVA META CHTR VFC META PYPL STM TSN ASML UPS TMUS ADP PGR DHR GLW TSN NOW
Increasing unusual option volume: BALL EWC ZVRA AMLP ATAI MOMO PAYO SYF SES
Increasing unusual call option volume: SYG ATAI PAYO WPM SES SSYS RACE KC GPRO FUBO EIX REI
Increasing unusual put option volume: AMLP EWC CSGP NKLA TTE FAST BURL KD EA EIX SPOT PYPL KKR KC