Mid-session IV Report June 26, 2025

Mid-session IV Report June 26, 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: QS CAPM VKTX CHYM ZETA CAR TIGR DECK FI CMG IBM NOW WU SWTX FL OSCR BKSY CONY CRBG MSTY

Popular stocks volume: MU KVUE COIN SMCI CRCL MRVL SOFI MSTR QS OSCR HOOD

Active options: NVDA TSLA PLTR AMD AAPL MU KVUE COIN SMCI CRCL MRVL GOOGL AMZN RKLB SOFI META MSTR QS OSCR HOOD

Aero space-defense–tech stock option implied volatility amid defense budget headlines

Lockheed Martin (LMT) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 43. Call put ratio 3.7 calls to 1 put with a focus on September 600 calls amid defense budget headlines.

Northrop Grumman (NOC) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 45. Call put ratio 6.1 call to 1 put amid defense budget headlines.

Raytheon Technologies (RTX) 30-day option implied volatility is at 25; compared to its 52-week range of 14 to 54. Call put ratio 3.9 calls to 1 put with a focus on July 3 weekly calls amid defense budget headlines.

General Dynamics (GD) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 45. Call put ratio 8.2 calls to 1 put with a focus on August 300 calls as share price up 2.1% amid defense budget headlines.

L3Harris Technologies (LHX) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 49. Call put ratio 17 calls to 1 put amid defense budget headlines.

Honeywell (HON) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 50. Call put ratio 8.6 calls to 1 put with a focus on September 250 calls.

GE Aerospace (GE) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 65 into Paris Air Show. Call put ratio 3.1 calls to 1 put with a focus on July 3 weekly 265 calls as share price up 1.7%.

Boeing (BA) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 75. Call put ratio 1.6 calls to 1 put as share price up 2.6%.

Palantir (PLTR) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 109. Call put ratio 2.2 calls to 1 put amid defense budget headlines.

Option IV into quarter results

Nike (NKE) June 27 weekly call option implied volatility is at 175, July is at 51; compared to its 52-week range of 21 to 77 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: SMST UCO USO KMX FDX MU DRI KR GIS XLE AMGN ACN CCL
Increasing unusual option volume: GTM KVUE VNQ AVAV BKSY POET BMBL RZLV
Increasing unusual call option volume: AVAV KVUE ILMN UPWK BKSY POET PL BMBL
Increasing unusual put option volume: GIM VNQ BHF ZION BTBT ALT BMBL QS SONY EXE