Mid-session IV Report June 27, 2025

Mid-session IV Report June 27, 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 CORZ CHYM FL SWTX HIMZ ABR HBAN NLY WBA
Popular stocks volume: NKE SOFI INTC COIN MSTR SMCI SNAP HOOD

Active options: NVDA TSLA AMD NKE AMZN PLTR HIMS AAPL META SOFI INTC COIN MSTR SMCI CRCL SNAP GOOGL HOOD CORZ RGTI

Movers

Snap (SNAP) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 126. Call put ratio 2.8 calls to 1 put as share price up 6.5%.

Gilead Sciences (GILD) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 49. Call put ratio 1.2 calls to 1 put as share price up 1.4%.

Exact Sciences (EXAS) 30-day option implied volatility is at 59; compared to its 52-week range of 42 to 79. Call put ratio 1 call to 1.4 puts as share price up 4.3%.

Ouster Inc (OUST) 30-day option implied volatility is at 97; compared to its 52-week range of 70 to 128. Call put ratio 4.6 calls to 1 put as share price down 5.2%.

Charging (BLNK) 30-day option implied volatility is at 110; compared to its 52-week range of 76 to 141 with a focus on September, December and January 1.5 calls.

ZenaTech Inc (ZENA) 30-day option implied volatility is at 149; compared to its 52-week range of 44 to 248. Call put ratio 1 call to 2.1 puts as share price down 6.8%.

Crispr Therapeutics (CRSP) 30-day option implied volatility is at 56; compared to its 52-week range of 46 to 83.

Planet Labs PBC (PL) 30-day option implied volatility is at 91; compared to its 52-week range of 59 to 215 with a focus on July 5 and 7.5 calls.

iRobot (IRBT) 30-day option implied volatility is at 107; compared to its 52-week range of 74 to 154. Call put ratio 1.5 calls to 1 put as share price up 3.1%.

Innoviz (INVZ) 30-day option implied volatility is at 166; compared to its 52-week range of 86 to 225 with a focus on July and January 1.5 calls.

KULR Technology Group (KULR) 30-day option implied volatility is at 140; compared to its 52-week range of 20 to 297. Call put ratio 9.3 calls to 1 put with a focus on July and August 6 calls as share price up 14%.

Rocket Companies (RKT) 30-day option implied volatility is at 54; compared to its 52-week range of 44 to 102. Call put ratio 4.2 calls to 1 put with a focus on October 18 and 20 calls.

Semler Scientific Inc (SMLR) 30-day option implied volatility is at 77; compared to its 52-week range of 21 to 139.

Computing infrastructure option IV

Mara Holdings (MARA) 30-day option implied volatility is at 64; compared to its 52-week range of 64 to 149. Call put ratio 4 calls to 1 put with a focus on June 27 weekly and July 3 weekly calls.

CleanSpark (CLSK) 30-day option implied volatility is at 71; compared to its 52-week range of 69 to 170. Call put ratio 1.9 calls to 1 put as share price down 1.6%.

Riot Platforms (RIOT) 30-day option implied volatility is at 72; compared to its 52-week range of 69 to 128 with a focus on 4996 contracts of August 13 calls as share price is down 1%.

Cipher Mining (CIFR) 30-day option implied volatility is at 96; compared to its 52-week range of 90 to 155 with a focus on January 5 and 7 calls.

Iris Energy (IREN) 30-day option implied volatility is at 95; compared to its 52-week range of 75 to 145 with a focus on July 13 and September 16 calls.

Options with decreasing option implied volatility: SMST CRCL UCO USO FDX MU NKE CCL CONY GIS AMGN EEM SPLG JEPQ WBA
Increasing unusual option volume: INMB PPTA UA AVAV RZLV UNFI FNKO QS PEGA
Increasing unusual call option volume: INMB PPTA AVAV UNFI UPWK RZLV CC DDD AESI COMM NXE
Increasing unusual put option volume: INMB QS NVTS SATS EXAS NKE SMG HWM DPZ PSEC LABU HIMS LCID