Mid-session IV Report June 9, 2025

Mid-session IV Report June 9, 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: NBIS CONY IEP IMMB SATS CRWV ACHR NVTS UMAC RKLB AEHR ROBY ISRG THC SWBI URNM CCJ HCA CAG AIG

Popular stocks volume: HOOD WBD SOFI CCJ ASTS INTC

Active options: NVDA TSLA HOOD AMD AAPL AMD ACHR WBD SOFI PLTR AVGO META GOOGL APLD CCJ ASTS INTC MARA CRWV RKLB

Apple (AAPL) June 13 weekly call option implied volatility is at 38, June is at 30; compared to its 52-week range of 16 to 64. Call put ratio 2.8 calls to 1 put into Worldwide Developers Conference (WWDC) on June 9, 2025.

Tesla option IV

Tesla (TSLA) 30-day option implied volatility is at 66; compared to its 52-week range of 45 to 105. Call put ratio 1.1 calls to 1 put as share price down 1%.

GraniteShares 2X Long TSLA Daily ETF (TSLR) 30-day option implied volatility is at 131; compared to its 52-week range of 84 to 190. Call put ratio 3.7 calls to 1 put as share price down 1.5%.

Tradr 2X Short TSLA (TSLQ) 30-day option implied volatility is at 140; compared to its 52-week range of 53 to 228. Call put ratio 3 calls to 1 put as share price up 1.1%.

Direxion Daily 2X TSLA Bull 2X (TSLL) 30-day option implied volatility is at 130; compared to its 52-week range of 87 to 209. Call put ratio 1.8 calls to 1 put.

Direxion Daily TSLA Bear 1X Shares (TSLS) 30-day option implied volatility is at 66; compared to its 52-week range of 45 to 108. Call put ratio 2.8 calls to 1 put.

YieldMax TSLA Option Income Strategy (TSLY) 30-day option implied volatility is at 55; compared to its 52-week range of 21 to 72. Call put ratio 1 call to 1.2 puts.

T-Rex 2X Long Tesla Daily Target (TSLT) 30-day option implied volatility is at 130; compared to its 52-week range of 92 to 207. Call put ratio 5.8 calls to 1 put with a focus on June and July calls.

Option IV into quarter results

GameStop (GME) June 13 weekly call option implied volatility is at 120, June is at 95; compared to its 52-week range of into the expected release of quarter results on after the bell on June 10.

J.M. Smucker (SJM) June call option implied volatility is at 40, July is at 29; compared to its 52-week range of into the expected release of quarter results on before the bell on June 10. Call put ratio 2.3 calls to 1 put.

Academy Sports (ASO) June 13 weekly call option implied volatility is at 118, June is at 80; compared to its 52-week range of 28 to 80 into the expected release of quarter results on before the bell on June 10.

United Natural Foods (UNFI) June call option implied volatility is at 110, July is at 70; compared to its 52-week range of 41 to 92. Call put ratio 1 call to 3.8 puts into the expected release of quarter results on after the bell on June 10.

Stitch Fix (SFIX) June 13 weekly call option implied volatility is at 230, June is at 166; compared to its 52-week range of 52 to 137. Call put ratio 1 call to 1.6 puts into the expected release of quarter results on after the bell on June 10.

Oracle (ORCL) June 13 weekly call option implied volatility is at 92, June is at 61; compared to its 52-week range of 20 to 66. Call put ratio 2.1 calls to 1 put into the expected release of quarter results on after the bell on June 11.

Nebius Group (NBIS) 30-day option implied volatility is at 104; compared to its 52-week range of 75 to 136. Call put ratio 4 calls to 1 put as share price up 12%.

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