Mid-session IV Report June 20, 2025

Mid-session IV Report June 20, 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: UCO CAPR CONL OSCR SYM USO COIN NFLX MA V CTAS SCHW SKX GLXY LEU VKTX ZETA CMG IBM NLY

Popular stocks volume: PLTR MSTR COIN CRWV SOFI SMCI HOOD INTC

Active options: TSLA NVDA AMD AAPL PLTR MSTR COIN AMZN ASTS META CRWV SOFI SMCI HOOD GOOGL OSCR INTC MSFT MARA HIMS

Movers

Netflix (NFLX) 30-day option implied volatility is at 43, compared to its 52-week range of 21 to 71. Call put ratio 1.4 calls to 1 put as share price near record high.

Tesla (TSLA) 30-day option implied volatility is at 64; compared to its 52-week range of 45 to 105. Call put ratio 1.5 calls to 1 put into Tesla will reportedly unveil its robotaxi service on June 22 in Austin.

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 65. Call put ratio 1.4 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 29, compared to its 52-week range of 25 to 68. Call put ratio 2 calls to 1 put as share price down 1.5%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 3.8 puts into with a focus on June 27 weekly 230 and 250 puts.

Straddle prices into quarter results

KB Home (KBH) July call option implied volatility is at 45, August is at 42; compared to its 52-week range of 27 to 59. Call put ratio 6.6 calls to 1 put with a focus on August 55 calls into the expected release of quarter results after the bell on June 23.

Options with decreasing option implied volatility: SATS APPS RH GME SWTX KMX ADBE ACN DRI
Increasing unusual option volume: HUYA VERV INVZ TDUP WTI XLI ARVN SWBI
Increasing unusual call option volume: INVZ XLI TDUP WTI ARVN QXO GUSH NVD OSCR
Increasing unusual put option volume: IMMB CLBR XLI APPS LQDA QXO ALC TAN FLUT CFG OSCR