Mid-session IV Report June 5, 2025

Mid-session IV Report June 5, 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 CLBR SWTX ZENA NBIS AGQ FSM TSLY EWZ SLV WEC

Popular stocks volume: CRWV AAPL HOOD PLTR MDB MU AVGO COIN SOFI MSTR

Active options: TSLA NVDA AMZN APLD CRWV AAPL HOOD GOOGL META PLTR MDB MU AVGO NBIS GOOG COIN SOFI AG MSTR

Tesla (TSLA) 30-day option implied volatility is at 63; compared to its 52-week range of 45 to 105. Call put ratio 1 call to 1 put with a focus on June 305 calls as share price down 5.6%.

Palantir (PLTR) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 110. Call put ratio 1.5 calls to 1 put with share price near record high.

CoreWeave (CRWV) 30-day option implied volatility is at 149; compared to its 52-week range of 96 to 157. Call put ratio 1 call to 1 put as share price down 9%.

Option implied volatility following President Trump comments on trade

Alibaba (BABA) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 73 following President Trump comments on trade. Call put ratio 2.8 calls to 1 put as share price up 1.3%.

Baidu (BIDU) 30-day option implied volatility is at 36; compared to its 52-week range of 31 to 68. Call put ratio 3.5 calls to 1 put as share price up 2.1%.

JD.com (JD) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 80. Call put ratio 2.6 calls to 1 put.

NetEase (NTES) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 68. Call put ratio 3.5 calls to 1 put as share price up 1.4%.

Rare earth option IV as share prices move up

MP Materials (MP) 30-day option implied volatility is at 86; compared to its 52-week range of 44 to 90. Call put ratio 12.6 calls to 1 put with a focus on June 12 weekly 26 and 30 calls as share price up 2.7%.

USA Rare Earth (USAR) 30-day option implied volatility is at 120; compared to its 52-week range of 108 to 221. Call put ratio 8.6 calls to 1 put with a focus on out of the money December 16 calls and December 5 puts.

NioCorp Developments (NB) 30-day option implied volatility is at 117; compared to its 52-week range of 62 to 185. Call put ratio 58 calls to 1 put with a focus on November 5 calls as share price up 5.3%.

Movers

Manchester United (MANU) 30-day option implied volatility is at 43; compared to its 52-week range of 22 to 100 with a focus on a spreader of December 12 and 14 calls.

Albemarle (ALB) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 109 with a focus on 17K contracts of June 65 calls.

ETF OPPORTUNITIES TRUSTT-REX 2X INVERSE (TSLZ) 30-day option implied volatility is at 125; compared to its 52-week range of 89 to 726 with a focus on June 2 calls and December 8 call as share price up 8.8%.

Golar LNG (GLNG) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 92 with a focus on a spreader at the open on December 42 and 44 puts.

Tractor Supply (TSCO) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 57 with a focus on June 49.50 calls and puts as share price up 2.9%.

Hecla Mining (HL) 30-day option implied volatility is at 51; compared to its 52-week range of 42 to 70. Call put ratio 7.1 calls to 1 put with a focus on June 6 calls, July 3 weekly 7 calls and January 10 calls.

Pan American Silver (PAAS) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 69. Call put ratio 5.1 calls to 1 put with a focus on July 30 calls as share price up 8.3%.

Nebius Group NV (NBIS) 30-day option implied volatility is at 95; compared to its 52-week range of 75 to 136. Call put ratio 6.5 calls to 1 put with a focus on June and July 50 calls as share price up 18.2%.

Ondas Holdings (ONDS) 30-day option implied volatility is at 161; compared to its 52-week range of 20 to 254. Call put ratio 23 calls to 1 put with a focus on June 2 calls.

Texas Instruments (TXN) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 73. Call put ratio 1 call to 1 put with a focus on July 210 and July 185 puts.

Options with decreasing option implied volatility: PATH ASAN CRDO MDB SMMT GAP ARVN VSCO LQDA DG HPE MRVL DLTR NTAP ULTA AEO DELL FIVE CRWD FL X COST CPB
Increasing unusual option volume: PL OMI NVTS ASTL PVH UMAC BRZE OMEX MDB EWY
Increasing unusual call option volume: PL NVTS PVH ASTL UMAC EWY OMEX
Increasing unusual put option volume: PVH GLNG PL APLD CIEN ADSO MDB FIVE SATS FLUT CRWV