Mid-session IV Report June 4, 2025

Mid-session IV Report June 4, 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: APLD SATS YANG

Popular stocks volume: CRWV HOOD HIMS SMCI PBR AVGO INTC

Active options: NVDA TSLA PLTR CRWV AAPL HOOD HIMS AMD GOOGL SMCI PBR MARA META AVGO INTC APLD RUN GOOG

Movers

CoreWeave (CRWV) 30-day option implied volatility is at 148; compared to its 52-week range of 96 to 157. Call put ratio 1.4 calls to 1 put with a focus on July 70, 80 and 90 puts as share price up 3.5%.

Reddit (RDDT) 30-day option implied volatility is at 69; compared to its 52-week range of 51 to 128. Call put ratio 5.9 calls to 1 put with a focus on June 110 calls as share price up 5.1%.

Guidewire Software (GWRE) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 64. Call put ratio 1 call to 1.1 puts with a focus on June 195, 200 and 210 puts as share price up 16.6%.

Option IV into quarter results

Five Below (FIVE) June call option implied volatility is at 90, July is at 64; compared to its 52-week range of 33 to 105 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put with a focus on June 130 and calls as share price down 2.3%.

PVH (PVH) June call option implied volatility is at 70, July is at 54; compared to its 52-week range of 26 to 80 into the expected release of quarter results today after the bell. Call put ratio 4.4 calls to 1 put with a focus on June 85 and 95 calls.

Broadcom (AVGO) June 6 weekly call option implied volatility is at 114, 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 1.4 calls to 1 put with a focus on August 290 and September 310 calls.

Luluemon (LULU) June 6 weekly call option implied volatility is at 149, June is at 68; 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 1.9 calls to 1 put.

Samsara (IOT) June 6 weekly call option implied volatility is at 220, June is at 95; compared to its 52-week range of 36 to 95 into the expected release of quarter results after the bell on June 5. Call put ratio 1 call to 3.1 puts with a focus on June 6 weekly 39, 42 and 48.50 puts.

Rubrik (RBRK) June call option implied volatility is at 117, July is at 85; compared to its 52-week range of 46 to 119 into the expected release of quarter results after the bell on June 5. Call put ratio 3.9 calls to 1 put with a focus on July 120 calls.

DocuSign (DOCU) June 6 weekly call option implied volatility is at 158, June is at 73; compared to its 52-week range of 27 to 72 into the expected release of quarter results after the bell on June 5. Call put ratio 2.2 calls to 1 put with a focus on June 6 weekly calls.

Ciena (CIEN) June call option implied volatility is at 70, July is at 54; compared to its 52-week range of 24 to 83 into the expected release of quarter results before the bell on June 5. Call put ratio 6.3 calls to 1 put with a focus on June 82.50 and July 95 calls.

Vail Resorts (MTN) June call option implied volatility is at 54, July is at 35; compared to its 52-week range of 23 to 52 into the expected release of quarter results after the bell on June 5.

Victoria Secret (VSCO) June call option implied volatility is at 81, July is at 72; compared to its 52-week range of 46 to 116 into the expected release of quarter results before the bell on June 5. Call put ratio 20.9 calls to 1 put with a focus on July 16 and 20 calls.

Petco Health and Wellness (WOOF) June call option implied volatility is at 150, July is at 96; compared to its 52-week range of 67 to 131 into the expected release of quarter results after the bell on June 5. Call put ratio 68 calls to 1 put with a focus on June 3.5 and 4 calls.

Lands End (LE) June call option implied volatility is at 120, July is at 82; compared to its 52-week range of 37 to 93 into the expected release of quarter results before the bell on June 5.

Options with decreasing option implied volatility: ELF CRDO AI PATH KSS GAP PSTG S NVDL NVDX VSCO MRVL ASAN BULL ARVN DJT DG NTAP DELL SNPS
Increasing unusual option volume: HST UMAC NAT PPTA VEEV SATS ATYR CHGG NVTS WRD SGMT
Increasing unusual call option volume: VEEV UMAC PPTA WRD ATYR CHGG SATS NVTS STM RDW
Increasing unusual put option volume: SATS ETHA EF ASAN