Mid-session IV Report March 11, 2025

Mid-session IV Report March 11, 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: TSLY SWTX RDDT CVNA UAA DAL TEAM MAR BSX DLR ISRG GSK JWN HYG GOGO BITO MAR VTRS WBA JWN

Popular stocks volume: PLTR NIO BABA AVGO HOOD SMCI ORCL INTC SOFI XPEV VZ

Active options: NVDA TSLA AAPL AMZN PLTR NIO BABA META AVGO HOOD SMCI ORCL MSTR AMD MSFT INTC GOOGL SOFI XPEV VZ

Movement

Apple (AAPL) 30-day option implied volatility is at 36; compared to its 52-week range of 16 to 37. Call put ratio 1 call to 1.2 puts as share price down 2.6%.

Alphabet (GOOG) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 40. Call put ratio 2 calls to 1 put with a focus on March 14 weekly calls.

Microsoft (MSFT) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 35. Call put ratio 2.9 calls to 1 put with a focus on March 28 weekly 380 calls.

Meta Platforms (META) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 53. Call put ratio 2.3 calls to 1 put with a focus on March 14 weekly calls.

Netflix (NFLX) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 51. Call put ratio 1.7 calls to 1 put with a focus on March 14 weekly calls as share price up 2.2%.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 25; compared to its 52-week range of 10 to 29; compared to its 52-week range of 10 to 29. Call put ratio 1 call to 1.1 puts amid wide price movement.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 31; compared to its 52-week range of 14 to 37. Call put ratio 1.1 calls to 1 put.

iShares Russell 2000 (RUT) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.1 puts.

ARK Innovation ETF (ARKK) 30-day option implied volatility is at 59; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 1.8 puts as share price down 1.1%.

Option IV into quarter results

Williams-Sonoma (WSM) March call option implied volatility is at 110, April is at 70; compared to its 52-week range of 30 to 85 into the expected release of quarter results after the bell on March 12.

Dollar Tree (DLTR) March 14 weekly call option implied volatility is at 85, March is at 65; compared to its 52-week range of 21 to 88 into the expected release of quarter results after the bell on March 12.

UiPath (PATH) March 14 weekly call option implied volatility is at 190, March is at 113; compared to its 52-week range of 36 to 89 into the expected release of quarter results after the bell on March 12.

SentinelOne (S) March 14 weekly call option implied volatility is at 205, March is at 106; compared to its 52-week range of 37 to 92 into the expected release of quarter results after the bell on March 12.

American Eagle (AEO) March 14 weekly call option implied volatility is at 198, March is at 100; compared to its 52-week range of 32 to 69 into the expected release of quarter results after the bell on March 12.

Options with decreasing option implied volatility: WBA FL ARVN KSS GAP IOT MDB ZS BURL DKS ROST KR
Increasing unusual option volume: SMG GPRO XNET TER LFMD DB GOGO HRL HSAI
Increasing unusual call option volume: DB SMG HRL LFMD GOGO HSAI XNET CIVI
Increasing unusual put option volume: IEF TER HSBC VRNA ASAN CNC FL URNM MDY BDX