Mid-session IV Report June 13, 2025

Mid-session IV Report June 13, 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: URGN WTI NVTS PONY SJM UMAC INMB ABCL GEVO PCG DAR RH FRO NG SCO DNN UCO SCO USO SLAB V MA RTX FRO PBR SDS EQNR LMT XLF SPY EWZ

Popular stocks volume: MSTR SOFI ORCL ADBE XOM HOOD BA OXY UNH GME CVNA XOM WMT OXY WFC PFE B UBER VZ

Active options: NVDA TSLA AAPL PLTR GME AMD MSTR ACHR SOFI ORCL AMZN ASTS META GOOGL ADBE XOM HOOD BA MSFT OXY

Option IV as WTI Crude oil trades above $72

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 16; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1.2 puts with a focus on a spreader of 21K contracts of July 571 and 574 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put share price down 1%.

United States Oil Fund (USO) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 53. Call put ratio 1 calls to 1.4 puts into WTI Crude oil up 6.7%.

Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 86; compared to its 52-week range of 35 to 90. Call put ratio 7.7 calls to 1 put with a focus on June 25 and 26 calls as share price up 8.5%.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 70. Call put ratio 2 calls to 1 put into WTI Crude oil up 6.7%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 50. Call put ratio 6.5 calls to 1 put with a focus on June 50 calls as share price up 1.5%.

Northrop Grumman (NOC) 30-day option implied volatility is at 26; compared to its 52-week range of 15 to 45. Call put ratio 3.3 call to 1 put into Paris Air Show.

Lockheed Martin (LMT) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 43. Call put ratio 7.2 calls to 1 put with a focus on July 55 calls into Paris Air Show.

RTX (RTX) 30-day option implied volatility is at 26; compared to its 52-week range of 14 to 53. Call put ratio 9.3 calls to 1 put into Paris Air Show.

General Dynamics (GD) 30-day option implied volatility is at 24; compared to its 52-week range of 13 to 45. Call put ratio 10.8 calls to 1 put with a focus on June 292.50 calls into Paris Air Show.

Charles Schwab (SCHW) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 61. Call put ratio 2.9 calls to 1 put with a focus on June 90 calls as share price down 1.5%.

Option IV as the Trump administration plans to boost biofuel blending

Bunge Limited (BG) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 57. Call put ratio 8.4 calls to 1 put with a focus on June and July 77.50 calls as the Trump administration plans to boost biofuel blending.

Archer Daniels Midland (ADM) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 57 as share price up 3.4%. Call put ratio 11.6 calls to 1 put with a focus on July 3 weekly 54 calls as the Trump administration plans to boost biofuel blending.

Darling Ingredients (DAR) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 78. Call put ratio 173 calls to 1 put with a focus on June 35 and September 40 calls as share price up 10% as the Trump administration plans to boost biofuel blending.

Methanex (MEOH) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 68. Call put ratio 93 calls to 1 put with a focus on June 35 calls as the Trump administration plans to boost biofuel blending.

Options with decreasing option implied volatility: GTLB INSM RH CHWY TSLY VSCO DAN ORCL ADBE PARA SWTX
Increasing unusual option volume: URGN WTI NVTS PONY ABCL UMAC SJM
Increasing unusual call option volume: SJM WTI ABCL NVTS PCG UMAC GEVO DAR
Increasing unusual put option volume: EXE CHPT PR FLR RH TM ADBE HLT PLD EQNR APPS TWLO