Mid-session IV Report March 10, 2025

Mid-session IV Report March 10, 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: CVNA SWTX MSTY TSLY KKR UAA WFC BSX ISRG ET JPM SBUX SWTX CONL MSTR RKT DAL COIN EH TSLA AMBC

Popular stocks volume: PLTR NU MSTR HOOD AVGO SMCI F BABA SOFI NIO BIIB

Active options: NVDA TSLA AAPL PLTR NU MSTR HOOD AMZN GOOGL AMD AVGO SMCI F META BABA MARA MSFT SOFI NIO BIIB

Option IV bid as share prices offered

Bank of America (BAC) 30-day option implied volatility is at 35; compared to its 52-week range of 18 to 36. Call put ratio 1.5 calls to 1 put as share price down 2.5%.

Wells Fargo (WFC) 30-day option implied volatility is at 43; compared to its 52-week range of 19 to 38. Call put ratio 1.4 calls to 1 put as share price down 4.4%.

PNC Financial Services (PNC) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 34. Call put ratio 6 calls to 1 put as share price down 1.7%.

U.S. Bancorp (USB) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 38. Call put ratio 2.4 calls to 1 put with a focus March 47.50 calls as share price down 2%.

Goldman Sachs (GS) 30-day option implied volatility is at 40; compared to its 52-week range of 18 to 36. Call put ratio 1 call to 1.3 puts as share price down 3.4%.

Morgan Stanley (MS) 30-day option implied volatility is at 42; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1.5 puts as share price down 4.3%.

Citigroup (C) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 40. Call put ratio 1.2 calls to 1 put as share price down 4.5%.

JPMorgan (JPM) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 32. Call put ratio 2.2 calls to 1 put as share price down 3%.

BlackRock (BLK) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 30. Call put ratio 1.4 calls to 1 put as share price down 2%.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 44. Call put ratio 1 call to 6.5 puts with a focus on April 55 puts as share price down 2.2%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 25; compared to its 52-week range of 11 to 26. Call put ratio 3.3 calls to 1 put as share price down 1.7%.

Coinbase (COIN) 30-day option implied volatility is at 87; compared to its 52-week range of 60 to 101. Call put ratio 1.7 calls to 1 put as share price down 10.8%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 78; compared to its 52-week range of 40 to 82. Call put ratio 1.8 calls to 1 put as share price down 6%.

Robinhood (HOOD) 30-day option implied volatility is at 91; compared to its 52-week range of 48 to 95. Call put ratio 4.1 calls to 1 put as share price down 14.2%.

Affirm Holdings (AFRM) 30-day option implied volatility is at 91; compared to its 52-week range of 58 to 106. Call put ratio 1.3 calls to 1 put as share price down 11.3%.

Option IV into quarter results

Oracle (ORCL) March 14 weekly call option implied volatility is at 128, March is at 85; compared to its 52-week range of 19 to 57 into the expected release of quarter results after the bell on March 10. Call put ratio 1.3 calls to 1 put as share price down 4%.

Asana (ASAN) March 14 weekly call option implied volatility is at 235, March is at 156; compared to its 52-week range of 41 to 100 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.7 puts.

Movers

Redfin (RDFN) 30-day option implied volatility is at 84; compared to its 52-week range of 65 to 116 into Rocket Companies (RKT) agrees to $1.75B deal for Redfin. Call put ratio 1 call to 1.3 puts.

Rocket Companies (RKT) 30-day option implied volatility is at 54; compared to its 52-week range of 43 to 77 into $1.75B deal for Redfin (RDFN. Call put ratio 19.8 calls to 1 put with a focus on March 7 weekly and March 14 weekly 14 calls.

Options with decreasing option implied volatility: WBA CAPR CONY CRDO FL GCT OKTA GAP GTLB IOT MDB ZS BBY BURL ROST KR
Increasing unusual option volume: VRN BIIB IAG INFY ASTL VOD SFIX CKPT SFIX
Increasing unusual call option volume: ITUB VOD VRN SFIX CKPT EWG UL CNH BG VSCO
Increasing unusual put option volume: BIIB INFY ZI DB INDA BJ NU CG FOUR ACB NTRA RDFN HSBC