Mid-session IV Report June 12, 2025

Mid-session IV Report June 12, 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: QUBT PCG CONY SKX GE BA RBRK CAPR SMST INSM GTLB IOT PL VSCO TSLY LULU CHWY ORCL AVGO FSM X MPLX

Popular stocks volume: BA ORCL SOFI UNH MSTR PLTR RGTI AMD QUBT INTC COIN

Active options: NVDA TSLA AAPL BA ORCL SOFI AMZN UNH MSTR GOOGL PLTR MSFT RGTI AMD META MARA QUBT INTC COIN GOOG

Consumption stocks option IV amid headlines

Walmart (WMT) 30-day option implied volatility is at 22; compared to its 52-week range of 13 to 50. Call put ratio 1.1 calls to 1 put with a focus on 3200 contracts of July 25 weekly 87 puts.

PepsiCo (PEP) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 36. Call put ratio 5.8 calls to 1 put with a focus on June and July 135 calls.

Coca-Cola (KO) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 33. Call put ratio 9.6 calls to 1 put with a focus on June 73 calls.

McDonald’s (MCD) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 40. Call put ratio 3 calls to 1 put with a focus on July 315 calls.

Brown Forman (BF.B) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 54. Call put ratio 1 call to 8.1 puts with a focus on June 30 and December 20 puts.

Constellation Brands (STZ) 30-day option implied volatility is at 37; compared to its 52-week range of 17 to 53. Call put ratio 2 calls to 1 put with a focus on October 185 calls.

Boston Beer Co. (SAM) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 58. Call put ratio 1.3 calls to 1 put.

AB InBev SA (BUD) 30-day option implied volatility is at 19; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 1.4 puts with a focus on July 70 and December 65 puts.

Colgate-Palmolive (CL) 30-day option implied volatility is at 19; compared to its 52-week range of 12 to 37. Call put ratio 1.5 calls to 1 put with a focus on August 85 puts.

Option IV into quarter results

Adobe Systems (ADBE) June 13 weekly call option implied volatility is at 155, June is at 65; compared to its 52-week range of 22 to 50. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

RH (RH) June 13 weekly call option implied volatility is at 330, June is at 149; compared to its 52-week range of 36 to 130. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: RBRK CAPR SMST GTLB INSM IOT PL DOCU VSCO LULU CHWY ORCL DAN AVGO X MPLX
Increasing unusual option volume: CFG MUB NVTS PPTA LOVE DAR UNFI ORCL EQX
Increasing unusual call option volume: CFG NVTS DAR PPTA BG SJM EQX ORCL DAN VTYX PROP SHLS ABCL UMAC PL
Increasing unusual put option volume: CFG GPN PL RGLS HPP OUST NFE ORCL TER SATS GRAB LAES AG JOBY GTLB