Mid-session IV Report June 2, 2025

Mid-session IV Report June 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: ALT MP JNPR STZ CLBR APLD RCAT CENX PBR STZ VALE AGQ RELY SLV WBA HYG INFA

Popular stocks volume: UNH SOFI AVGO MSTR F TEM NUE CLF DKNG FLUT

Active options: NVDA TSLA PLTR APLD AAPL HOOD CLF META GOOGL AMD UNH CRWV SOFI AVGO MSTR AMZN GOOG GME SMCI F

Option IV into quarter results

CrowdStrike (CRWD) June 6 weekly call option implied volatility is at 86, June is at 54; compared to its 52-week range of 32 to 77 into the expected release of quarter results after the bell on June 3.

Hewlett Packard (HPE) June 6 weekly call option implied volatility is at 106, June is at 63; compared to its 52-week range of 27 to 75 into the expected release of quarter results after the bell on June 3. Call put ratio 1 call to 1.7 puts.

Dollar General (DG) June 6 weekly call option implied volatility is at 105, June is at 58; compared to its 52-week range of 26 to 70 into the expected release of quarter results before the bell on June 3. Call put ratio 1 call to 1.5 puts.

NIO Inc. (NIO) June 6 weekly call option implied volatility is at 110, June is at 75; compared to its 52-week range of 61 to 110 into the expected release of quarter results before the bell on June 3. Call put ratio 4.1 calls to 1 put with a focus on June 6 weekly 4 calls.

Ollie’s Bargain (OLLI) June call option implied volatility is at 66, July is at 53; compared to its 52-week range of 27 to 64 into the expected release of quarter results before the bell on June 3. Call put ratio 1 call to 4.4 puts with a focus on June puts.

Asana (ASAN) June 6 weekly call option implied volatility is at 184, June is at 100; compared to its 52-week range of 41 to 113 into the expected release of quarter results after the bell on June 3.

Signet Jewelers (SIG) June 6 weekly call option implied volatility is at 170, June is at 87; compared to its 52-week range of 32 to 88 into the expected release of quarter results before the bell on June 3. Call put ratio 1 call to 1.5 puts.

Movers

DraftKings (DKNG) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 87 after Illinois approves budget with tax increases on sports wagering. Call put ratio 1.1 calls to 1 put as share price down 7.2%.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 62. Call put ratio 3.3 calls to 1 put after Illinois approves budget with tax increases on sports wagering as share price down 2.9%.

Red Robin Gourmet Burgers (RRGB) 30-day option implied volatility is at 107; compared to its 52-week range of 37 to 112. Call put ratio 1.6 calls to 1 put with a focus on June 5 and 7.5 calls as share price up 5.5%.

Telus (TU) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 34. Call put ratio 1 call to 3.4 puts with a focus on December 15 puts.

Brighthouse Financial (BHF) 30-day option implied volatility is at 54; compared to its 52-week range of 21 to 74. Call put ratio 2.9 calls to 1 put with a focus on July 70 calls as share price up 2.8%.

Antero Resources (AR) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 83. Call put ratio 1 call to 2.8 puts with a focus on June calls as share price up 2.4%.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 94; compared to its 52-week range of 53 to 145. Call put ratio 2.2 calls to 1 put with a focus on June 6 weekly calls as share price up 2.3%.

Options with decreasing option implied volatility: QBTS MSTZ NNE HSAI OKTA GAP ANF PTON PSTG ELF VNET AI S NVDX NVDL GME NTNX
Increasing unusual option volume: CLBR INFA VERA NVTS UMAC TRVI CNC WRD ATAI CHD
Increasing unusual call option volume: CLBR NVTS CERA UMAC TRVI CENX ETHA BOX ONDS RELY IBRX
Increasing unusual put option volume: CNC SATS PL NOK STLD EXAS APLD SMMT ETHA GH BIFF ZETA