Mid-session IV Report July 2, 2025

Mid-session IV Report July 2, 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: CNC CORZ SNAP CIFR WGS HOOD FSLY RDDT SPOT CVNA SOFI UNH TEAM NET ETSY TWLO RBLX MELI PYPL FL CVS META MSTY QCOM SBUX PINS

Popular stocks volume: HOOD PLTR SMCI AMD MSTR COIN BAC UNH MU LE

Active options: AAPL TSLA NVDA HOOD PLTR SMCI AMD OSCR MARA INTC AMZN MSTR COIN BAC UNH MSFT CIFR GOOGL QBTS MU

Option implied volatility and volume amid trade tariff headlines

Nike (NKE) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 78. Call put ratio 1.4 calls to 1 put as share price up 1.3%.

RH (RH) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 130. Call put ratio 4.8 calls to 1 put as share price up 3.5%.

Solar and clean energy stock options active

Invesco Solar ETF (TAN) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 63 with a focus on a spreader of 4K contracts of July 35 and 37 calls as share price up 4.9%.

Ishares S&p Global Clean Energy Index Fund (ICLN) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 41 with a focus on January 14 calls.

First Solar (FSLR) 30-day option implied volatility is at 64; compared to its 52-week range of 44 to 87. Call put ratio 3.4 calls to 1 put as share price up 4.2%.

Array Technologies Inc. (ARRY) 30-day option implied volatility is at 88; compared to its 52-week range of 62 to 130. Call put ratio 3.4 calls to 1 put as share price up 5.2%.

Nextracker (NXT) 30-day option implied volatility is at 54 compared to its 52-week range of 44 to 95. Call put ratio 34 calls to 1 put with a focus on August 70 calls as share price up 4.6%.

Shoals Technologies (SHLS) 30-day option implied volatility is at 84; compared to its 52-week range of 65 to 117 with a focus on July 6 calls.

Enphase (ENPH) 30-day option implied volatility is at 91; compared to its 52-week range of 49 to 105. Call put ratio 1 call to 1 put.

SolarEdge (SEDG) 30-day option implied volatility is at 89 compared to its 52-week range of 81 to 149. Call put ratio 5.3 calls to 1 put as share price up 3.1%.

Canadian Solar (CSIQ) 30-day option implied volatility is at 60; compared to its 52-week range of 47 to 98. Call put ratio 10.7 calls to 1 put as share price up 6.8%.

FTC Solar (FTCI) 30-day option implied volatility is at 151; compared to its 52-week range of 20 to 257. Call put ratio 7 calls to 1 put.

JinkoSolar (JKS) 30-day option implied volatility is at 59; compared to its 52-week range of 53 to 115. Call put ratio 16 calls to 1 put as share price up 10.7%.

Maxeon (MAXN) 30-day option implied volatility is at 120; compared to its 52-week range of 20 to 373. Call put ratio 4 calls to 1 put as share price up 7.8%.

Sunrun (RUN) 30-day option implied volatility is at 130; compared to its 52-week range of 64 to 166. Call put ratio 2.4 calls to 1 put as share price up 3.4%.

Movers

AeroVironment (AVAV) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 73. Call put ratio 1.5 calls to 1 put as share price down 2%.

Options with decreasing option implied volatility: NKE MU GILD STZ BP WBA
Increasing unusual option volume: CNC ATAI REKR TAN OSCR URGN HUYA HCC
Increasing unusual call option volume: CNC ATAI URGN TAN REKR KBE OSCR STZ DQ AVAV
Increasing unusual put option volume: BCS CNC OSCR VOD RIG ROBN AVAV CWEB STZ