Mid-session IV Report June 24, 2025

Mid-session IV Report June 24, 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: CAPR ZETA DECK FI IBM CMG NA COMM MNTN KVUE

Popular stocks volume: COIN HOOD AVGO CRCL PLTR UBER SOFI HIMS CCL INTC MSTR BAC

Active options: NVDA TSLA AMD AAPL COIN META AMZN HOOD AVGO CRCL PLTR UBER SOFI BBAI HIMS CCL GOOGL INTC MSTR BAC

Option IV into quarter results

FedEx (FDX) June 27 weekly call option implied volatility is at 99, July is at 46; compared to its 52-week range of 19 to 63 into the expected release of quarter results after the bell on June 24. Call put ratio 1 calls to 1 put.

Micron (MU) June 27 weekly call option implied volatility is at 112, July is at 55; compared to its 52-week range of 37 to 87 into the expected release of quarter results after the bell on June 25. Call put ratio 2.4 calls to 1 put.

General Mills (GIS) July call option implied volatility is at 37, August is at 29; compared to its 52-week range of 15 to 38 into the expected release of quarter results before the bell on June 25. Call put ratio 1 call to 1.1 puts.

Paychex (PAYX) July call option implied volatility is at 33, August is at 25; compared to its 52-week range of 15 to 41. Call put ratio 1 call to 4.6 puts with a focus on September 140 puts into the expected release of quarter results before the bell on June 25.

Levi Strauss (LEVI) July call option implied volatility is at 54, August is at 42; compared to its 52-week range of 23 to 88. Call put ratio 2.8 calls to 1 put into the expected release of quarter results on June 25.

National Beverage (FIZZ) July call option implied volatility is at 42, August is at 40; compared to its 52-week range of 24 to 49. August 35 puts active on 26 contracts into the expected release of quarter results on June 25.

Movement

Circle Internet Group (CRCL) 30-day option implied volatility is at 164; compared to its 52-week range of 110 to 177. Call put ratio 1 call to 1.4 puts as share price down 6%.

CoreWeave (CRWV) 30-day option implied volatility is at 100; compared to its 52-week range of 94 to 157. Call put ratio 1.9 calls to 1 put as share price down 3.9%.

AppLovin (APP) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 142. Call put ratio 1 call to 1 put with a focus on June 27 weekly options as share price down 3.3%.

Options with decreasing option implied volatility: APPS QUBT SMST RXRX KMX ACN UCO DRI CCL KR
Increasing unusual option volume: NKTR PAGS GXO SFIX HUYA NTS RZLV MAIN COTY
Increasing unusual call option volume: PAGS GXO JNPR NKTR APD NVTS RZLV COMM CMPS
Increasing unusual put option volume: INMB MAIN URNM D FE ARRY EQX KBH ZION FLG WGS OZK ZETA COMM CAPR