Mid-session IV Report June 18, 2025

Mid-session IV Report June 18, 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: SMST UCO CAPR USO NFLX ALLY CTAS SCHW JPM UUP SKX TMC USAR CRCL PARA

Popular stocks volume: MRVL AMD HIMS MSTR PLTR CRWV INTC ORCL MRNA SOFI RDDT HOOD

Active options: TSLA NVDA MRVL AMD AAPL HIMS HUYA MSTR PLTR AMZN CRWV INTC ORCL MRNA SOFI RDDT META GME ASTS HOOD

Option IV into FOMC policy decision

ExxonMobil (XOM) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 53. Call put ratio 3.3 calls to 1 put with a focus on June 115 calls as WTI Crude oil trades $73.50.

Chevron (CVX) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 58. Call put ratio 5.4 calls to 1 put with a focus on June 150 and 155 calls as WTI Crude oil trades $73.50.

States Oil Fund (USO) 30-day option implied volatility is at 62; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.2 puts amid WTI Crude oil at $73.50.

Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 93; compared to its 52-week range of 35 to 90. Call put ratio 10 calls to 1 put with a focus on June 26.50 calls.

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 1 call to 3.4 puts.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 50. Call put ratio 8.3 calls to 1 put with a focus on September 55 calls as gold at $3406.

Freeport-McMoran (FCX) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 83. Call put ratio 1 call to 1.3 puts into FOMC policy decision.

Alcoa (AA) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 100. Call put ratio 1 call to 1.6 puts into FOMC policy decision.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 19; compared to its 52-week range of 13 to 47. Call put ratio 2.5 calls to 1 put with a focus on June 50 and July 51 calls into FOMC policy meeting.

Option IV into quarter results

Kroger (KR) June call option implied volatility is at 75, July is at 32; compared to its 52-week range of 16 to 39 into the expected release of quarter results before the bell on June 20. Call put ratio 1.5 calls to 1 put.

Darden (DRI) June call option implied volatility is at 94, July is at 34; compared to its 52-week range of 16 to 48 into the expected release of quarter results before the bell on June 20. Call put ratio 1 call to 1 put.

CarMax (KMX) June call option implied volatility is at 160, July is at 54; compared to its 52-week range of 26 to 70 into the expected release of quarter results before the bell on June 20. Call put ratio 1 call to 1 put.

Accenture (ACN) June call option implied volatility is at 94, July is at 36; compared to its 52-week range of 18 to 45 into the expected release of quarter results before the bell on June 20. Call put ratio 2.1 calls to 1 put.

Options with decreasing option implied volatility: APPS SATS RH RDFN SWTX ADBE DAN ORCL
Increasing unusual option volume: HUYA BLNK INVZ GNW GOGO NVTS TK
Increasing unusual call option volume: BLNK INVZ GNW GOGO SLG TK JBL NVTS
Increasing unusual put option volume: BLNK INVZ GNW GOGO SLG TK JBL NVTS WTI ARQQ