Mid-session IV Report June 3, 2025

Mid-session IV Report June 3, 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: MP STZ WBA RUN EWZ KVUE X
Popular stocks volume: HOOD MSTR CRWV NIO DG OKLO AVGO SOFI

Active options: NVDA TSLA HIMS GOOGL HOOD META PLTR AMZN AAPL APLD GOOG MSTR CRWV AMD NIO MSFT DG OKLO AVGO SOFI

U.S. Steel (X) 30-day option implied volatility is at 25; compared to its 52-week range of 23 to 116. Call put ratio 3.4 calls to 1 put with a focus on June 55 calls into deal closure terms.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 98; compared to its 52-week range of 53 to 145. Call put ratio 2.1 calls to 1 put with a focus on June 60, 65 and 70 calls as share price up 4.7%.

Option IV into quarter results

CrowdStrike (CRWD) June 6 weekly call option implied volatility is at 100, June is at 55; compared to its 52-week range of 32 to 77 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts into quarter results.

Hewlett Packard (HPE) June 6 weekly call option implied volatility is at 116, June is at 61; compared to its 52-week range of 27 to 75 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts.

Asana (ASAN) June 6 weekly call option implied volatility is at 212, June is at 104; compared to its 52-week range of 41 to 113 into the expected release of quarter results today after the bell.

Dollar Tree (DLTR) June 6 weekly call option implied volatility is at 125, June is at 62; compared to its 52-week range of 24 to 88 into the expected release of quarter results before the bell on June 4.

Five Below (FIVE) June call option implied volatility is at 73, July is at 60; compared to its 52-week range of 33 to 105 into the expected release of quarter results after the bell on June 4. Call put ratio 3.9 calls to 1 put with a focus on June 120, 130 and 135 calls as shar price up 4.6%.

PVH (PVH) June call option implied volatility is at 66, July is at 52; compared to its 52-week range of 26 to 80 into the expected release of quarter results after the bell on June 4.

Broadcom (AVGO) June 6 weekly call option implied volatility is at 99, June is at 57; compared to its 52-week range of 35 to 74 into the expected release of quarter results after the bell on June 5. Call put ratio 1.7 calls to 1 put with a focus on June calls as share price up 3.5%.

Luluemon (LULU) June 6 weekly call option implied volatility is at 129, June is at 66; compared to its 52-week range of 26 to 75 into the expected release of quarter results after the bell on June 5. Call put ratio 1.8 calls to 1 put with a focus on June 6 weekly 370 and 380 calls.

Options with decreasing option implied volatility: CRDO GME PATH ELF AI GAP IONQ PSTG ANF S NVDL KSS OKTA NVDX DJT VNET NTNX SMTC ARVN CRM M DG AEO CONY CPRI ULTA PBR COST LI
Increasing unusual option volume: CLBR NVTS GGAL NXE SIG DOMO WRD VEEV
Increasing unusual call option volume: NXE WRD VEEV GXO BIRK SIG AAP TAN HUN CLBR NVTS
Increasing unusual put option volume: ROBN GGAL SIG SATS NAK KVUE DAN NEXT WB EOSE