Mid-session IV Report June 25, 2025

Mid-session IV Report June 25, 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: ZETA CAPR QS CAR FI IBM SWTX CMG NOK NOW FL

Popular stocks volume: COIN PLTR SMCI HOOD QS CRCL SOFI MSTR HIMS MU

Active options: BP XOM CVX NVDA TSLA AMD COIN PLTR AAPL SMCI HOOD GOOGL QS CRCL SOFI MSTR BBAI HIMS AMZN TIGR GOOG META MU

BP plc (BP) 30-day option implied volatility is at 32; compared to its 52-week range of 17 to 58. Call put ratio 18.4 calls to 1 put.

Option IV into quarter results into budget, tariff headlines

Micron (MU) June 27 weekly call option implied volatility is at 138, July is at 55; compared to its 52-week range of 37 to 87 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Nike (NKE) June 27 weekly call option implied volatility is at 133, July is at 51; compared to its 52-week range of 21 to 77 into the expected release of quarter results after the bell on June 26. Call put ratio 1 call to 3.1 puts.

Movers on Mamdani primary win

Vornado (VNO) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 75. Call put ratio 29 calls to 1 put with a focus on July 40 calls after Mamdani primary win.

SL Green Realty (SLG) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 65. Call put ratio 8.6 calls to 1 put after Mamdani primary win.

Empire State Realty Trust (ESRT) 30-day option implied volatility is at 48; compared to its 52-week range of 21 to 71 with a focus on September 7.5 puts after Mamdani primary win.

Flagstar Bank (FLG) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 87. Call put ratio 1 call to 10.8 puts with a focus on January 10 puts after Mamdani primary win.

Options with decreasing option implied volatility: SMST UCO QUBT UVIX NN KMX FDX CCL SVIX DJT ACN DRI KR GIS XLE BP
Increasing unusual option volume: BHF SLG UPWK FIVN ALLT
Increasing unusual call option volume: SLG UPWK EWY ALLT BMBL
Increasing unusual put option volume: FIVN LW BHF QXO PAYX