Mid-session IV Report June 6, 2025

Mid-session IV Report June 6, 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 TSLY WBA X PDYN EWZ WBA
Popular stocks volume: PLTR AVGO MSTR HOOD SOFI LULU

Active options: TSLA NVDA AAPL PLTR AVGO AMZN META APLD MSTR MARA CRWV MSFT AMD HOOD SOFI GOOGL LULU RKLB RIOT HIMS

Active options:

Tesla (TSLA) 30-day option implied volatility is at 70; compared to its 52-week range of 45 to 105. Call put ratio 1 call to 1.2 puts with a focus on June 13 weekly puts.

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 65. Call put ratio 2.1 calls to 1 put into Worldwide Developers Conference (WWDC) on June 9.

CoreWeave (CRWV) 30-day option implied volatility is at 132; compared to its 52-week range of 96 to 157. Call put ratio 1.7 calls to 1 put amid wide price movement.

NVIDIA (NVDA) 30-day option implied volatility is at 34, compared to its 52-week range of 34 to 89. Call put ratio 1.7 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 57, compared to its 52-week range of 38 to 109. Call put ratio 1.8 calls to 1 put as share price up 4%.

Amazon (AMZN) 30-day option implied volatility is at 28, compared to its 52-week range of 22 to 63. Call put ratio 2.8 calls to 1 put with a focus on June 6 weekly options.

Meta Platforms (META) 30-day option implied volatility is at 28, compared to its 52-week range of 25 to 68. Call put ratio 3 calls to 1 put with a focus on June 13 weekly calls.

Netflix (NFLX) 30-day option implied volatility is at 25, compared to its 52-week range of 21 to 71 as share price near record high.

Options with decreasing option implied volatility: QURE RBRK MDB ASAN IOT CRDO ARVN DOCU DG LQDA DLTR HPE FIVE LULU CRWD KODK AVGO CPB
Increasing unusual option volume: ASTL VEEV NVTS DOCU TGB QXO PDYN
Increasing unusual call option volume: ASTL VEEV NVTS TGB PDYN HUYA DOCU EWY
Increasing unusual put option volume: QXO DOCU LULU IOT PVH SBLK