Mid-session IV Report February 7, 2025

Mid-session IV Report February 7, 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: MNMD BBAI LUNR BKSY CAPR ASTS IOT GAP FL ANF GTLB MDB KSS HE OKTA PARA TGT AEO BURL SRAD

Popular stocks with increasing volume: SMCI BABA MSTR AFRM CLSK UBER AVGO OKLO PINS

Active options: NVDA AMZN TSLA PLTR SMCI BABA META MSTR AAPL AMD GOOGL AFRM CLSK UBER MARA AVGO OKLO PINS MSFT GOOG

Option IV into quarter results

McDonald’s (MCD) February 14 weekly call option implied volatility is at 35, February is at 27; compared to its 52-week range of 13 to 27 into the expected release of into the expected release of quarter results before the bell on February 10. Call put ratio 1.5 calls to 1 put with a focus on February 7 weekly options.

Vertex Pharmaceuticals (VRTX) February 14 weekly call option implied volatility is at 42, February is at 33; compared to its 52-week range of 17 to 53 into the expected release of quarter results after the bell on February 10. Call put ratio 5.1 calls to 1 put with a focus on February 14 weekly calls.

Rockwell (ROK) February call option implied volatility is at 50, March is at 36; compared to its 52-week range of 20 to 58 into the expected release of quarter results before the bell on February 10.

On Semiconductor (ON) February 14 weekly call option implied volatility is at 88, February is at 70; compared to its 52-week range of 34 to 61 into the expected release of quarter results before the bell on February 10. Call put ratio 2.3 calls to 1 put with a focus on February 57 and 61 calls.

Monday.com (MNDY) February call option implied volatility is at 105, March is at 69; compared to its 52-week range of 34 to 95 into the expected release of quarter results before the bell on February 10.

Lattice Semiconductor (LSCC) February call option implied volatility is at 77, March is at 59; compared to its 52-week range of 35 to 94 into the expected release of quarter results after the bell on February 10. Call put ratio 4.3 calls to 1 put into with focus on February 60 calls.

Avis Budget (CAR) February 14 weekly call option implied volatility is at 113, February is at 108; compared to its 52-week range of 40 to 97 into the expected release of quarter results on February 10. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: SNAP LUMN DOCS AMDL PINS PTON SYM KD OSCR SPOT RBLX MNKD SPOT ALGN AFRM BILL EXPE COHR FTNT MTCH ENPH PYPL CMG CPRI EL F JCI
Increasing unusual option volume: EXPE MLCO ARMK BILL ETR APPS FMC ELF DOCS LTRX
Increasing unusual call option volume: FMC EXPE DOCS LTRX APPS SCCO BTG ACB PLCE
Increasing unusual put option volume: MLCO BILL LNG SKX ELF TKO SMTC XLC DOCS EXPE