Mid-session IV Report February 5, 2025

Mid-session IV Report February 5, 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: BYON INOD CAPR FL IOT BKSY TGT SE BURL ANF GAP KSS DLTR BBY DOCU PARA AEO ABR KR COST WGS ACB ZIM FMC

Popular stocks with increasing volume: UBER SNAP SMCI AVGO DIS MSTR BABA INTC NVO

Active options: NVDA AMD GOOGL GOOG TSLA PLTR UBER AAPL SNAP META SMCI AVGO AMZN DIS MSTR BABA INTC GRAB NVO

Option IV into quarter results

Qualcomm (QCOM) February 7 weekly call option implied volatility is at 116, February is at 52; compared to its 52-week range of 24 to 53 into the expected release of quarter results today after the bell.

Arm Holdings (ARM) February 7 weekly call option implied volatility is at 167, February is at 77; compared to its 52-week range of 43 to 170 into the expected release of quarter results today after the bell.

MicroStrategy (MSTR) February 7 weekly call option implied volatility is at 110, February is at 84; compared to its 52-week range of 65 to 221 into the expected release of quarter results today after the bell.

Allstate (ALL) February call option implied volatility is at 34, March is at 27; compared to its 52-week range of 18 to 52 into the expected release of quarter results today after the bell.

Ford (F) February 7 weekly call option implied volatility is at 125, February is at 57; compared to its 52-week range of 23 to 48 into the expected release of quarter results today after the bell.

Viking Therapeutics (VKTX) February 7 weekly call option implied volatility is at 182, February is at 110; compared to its 52-week range of 70 to 234 into the expected release of quarter results today. Call put ratio 16 calls to 1 put with a focus on February 7 weekly calls.

Amazon (AMZN) February 7 weekly call option implied volatility is at 107, February is at 47; 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 1.9 calls to 1 put with a focus on February 7 weekly options.

Eli Lilly (LLY) February 7 weekly call option implied volatility is at 85, February is at 41; compared to its 52-week range of 23 to 53 into the expected release of quarter results before the bell on February 6. Call put ratio 1.4 calls to 1 put into quarter results.

Philip Morris (PM) February 7 weekly call option implied volatility is at 66, February is at 31; compared to its 52-week range of 13 to 27 into the expected release of quarter results before the bell on February 6. Call put ratio 3.4 calls to 1 put with a focus on February 7 weekly calls.

Honeywell (HON) February 7 weekly call option implied volatility is at 77, February is at 35; compared to its 52-week range of 13 to 30 into the expected release of quarter results before the bell on February 6.

Bristol-Myers (BMY) February 7 weekly call option implied volatility is at 85, February is at 36; compared to its 52-week range of 20 to 35 into the expected release of quarter results before the bell on February 6.

ConocoPhillips (COP) February 7 weekly call option implied volatility is at 52, February is at 30; compared to its 52-week range of 19 to 37 into the expected release of quarter results before the bell on February 6.

Intercontinental Exchange (ICE) February call option implied volatility is at 28, March is at 22; compared to its 52-week range of 13 to 53 into the expected release of quarter results before the bell on February 6.

Cloudflare (NET) February 7 weekly call option implied volatility is at 193, February is at 81; compared to its 52-week range of 35 to 79 into the expected release of quarter results after the bell on February 6. Call put ratio 3.6 calls to 1 put with a focus on February 7 weekly calls.

Roblox (RBLX) February 7 weekly call option implied volatility is at 199, February is at 81; compared to its 52-week range of 31 to 82 into the expected release of quarter results before the bell on February 6.

Hilton (HLT) February call option implied volatility is at 33, March is at 26; compared to its 52-week range of 17 to 53 into the expected release of quarter results before the bell on February 6.

Under Armour (UAA) February 7 weekly call option implied volatility is at 180, February is at 81; compared to its 52-week range of 24 to 64 into the expected release of quarter results before the bell on February 6. Call put ratio 2.7 calls to 1 put with a focus on February 28 weekly calls.

Hershey (HSY) February 7 weekly call option implied volatility is at 120, February is at 58; compared to its 52-week range of 18 to 37 the expected release of quarter results before the bell on February 6.

Expedia (EXPE) February 7 weekly call option implied volatility is at 161, February is at 66; compared to its 52-week range of 22 to 64 into the expected release of quarter results after the bell on February 6.

VeriSign (VRSN) February call option implied volatility is at 33, March is at 25; compared to its 52-week range of 15 to 65 into the expected release of quarter results after the bell on February 6.

Illumina (ILMN) February 7 weekly call option implied volatility is at 64, February is at 51; compared to its 52-week range of 34 to 72 into the expected release of quarter results before the bell on February 6.

Skecher (SKX) February call option implied volatility is at 62, March is at 43; compared to its 52-week range of 19 to 74 into the expected release of quarter results after the bell on February 6.

Affirm (AFRM) February 7 weekly call option implied volatility is at 245, February is at 109; compared to its 52-week range of 59 to 117 into the expected release of quarter results after the bell on February 6. Call put ratio 2.4 calls to 1 put with focus on February 7 weekly calls.

Options with decreasing option implied volatility: WOLF SNAP JNPR AMDL TSLL TEAM KD PLTR DT SPOT MBLY FLG ENPH DJT INTC EDR MTCH IBM META
Increasing unusual option volume: BCRX MAT ACB FMC DINO SLM DVA WGS VSH TEM HOLX EA
Increasing unusual call option volume: DINO BCRX FMC ACB EA VSH TEM GPRO SAN JCI
Increasing unusual put option volume: FMC MTCH TPX ROST GRAB TEM PC AXON PCT GH CDW AMDL SNAP EA