Mid-session IV Report February 6, 2025

Mid-session IV Report February 6, 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: LUNR MNMD BKSY CAPR INOD ASTS FL ARDX OKTA TGT ANF KSS MDB BURL SE AEO GAP BBY COST ROST KR

Popular stocks with increasing volume: PLTR UBER SMCI F AVGO MSTR SNAP INTC ARM BABA DIS

Active options: NVDA AMD TSLA GOOGL PLTR GOOG UBER AMZN SMCI META F AVGO MSTR SNAP INTC BBAI ARM BABA DIS MARA

Option IV into quarter results and January employment release

Amazon (AMZN) February 7 weekly call option implied volatility is at 145, February is at 49; compared to its 52-week range of 22 to 46 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 options.

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 today after the bell. Call put ratio 1 call to 1.3 puts with a focus on February 7 weekly options.

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 today after the bell. Call put ratio 1.7 calls to 1 put.

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 today after the bell. Call put ratio 3.1 calls to 1 put.

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 today after the bell. Call put ratio 1.8 calls to 1 put.

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 today after the bell. Call put ratio 1.9 calls to 1 put with focus on February 7 weekly options.

Options with decreasing option implied volatility: SNAP LUMN SYM AMDL TEAM PTON KD RBLX SPOT INTC
Increasing unusual option volume: AM NVT DVA APPS SWKS RL FORM ACB XEL ARBE
Increasing unusual call option volume: APPS API XEL ACB FMC CX SWKS ARBE AMTX BLBD SES GALT YUM
Increasing unusual put option volume: SWKS HBAN YUM JCI TPX RBLX DNN BSX QXO LUMN