Mid-session IV Report March 13, 2025

Mid-session IV Report March 13, 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: RDDT VZ ABT BSX MAR EXPE PARA UAA DAL

Popular stocks volume: PLTR SMCI AVGO INTC HOOD MSTR SOFI APP BABA MU NIO COIN
Active options: NVDA TSLA AAPL PLTR SMCI AMZN AVGO INTC HOOD MSTR GOOGL SOFI APP BABA GOOG MU NIO MSFT COIN

Metals option IV amid headlines

Alcoa (AA) 30-day option implied volatility is at 56; compared to its 52-week range of 41 to 61. Call put ratio 1.6 calls to 1 put as share price up 2.4%.

Nucor (NUE) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 48. Call put ratio 17 calls to 1 put with a focus on a spreader of 2500 contracts of March 140 and 145 calls.

Option IV into quarter results

Adobe (ADBE) March 14 weekly call option implied volatility is at 133, March is at 74; compared to its 52-week range of 23 to 50 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Williams-Sonoma (WSM) March call option implied volatility is at 110, April is at 68; compared to its 52-week range of 30 to 85 into the expected release of quarter results today after the bell. Call put ratio 4.5 calls to 1 put with a focus on March 260 calls.

Dollar Tree (DLTR) March 14 weekly call option implied volatility is at 95, March is at 63; compared to its 52-week range of 21 to 88 into the expected release of quarter results today after the bell. Call put ratio 4.8 calls to 1 put with a focus on March 70 and March 28 weekly 70 calls.

UiPath (PATH) March 14 weekly call option implied volatility is at 240, March is at 123; compared to its 52-week range of 36 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.6 calls to 1 put with a focus on March 14 weekly 12 calls.

SentinelOne (S) March 14 weekly call option implied volatility is at 245, March is at 126; compared to its 52-week range of 37 to 92 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put with a focus on March 14 weekly calls.

American Eagle (AEO) March 14 weekly call option implied volatility is at 180, March is at 100; compared to its 52-week range of 32 to 69 into the expected release of quarter results today after the bell. Call put ratio 1 call to 3.3 puts with a focus on March 14 weekly 11.50 puts.

Futu Holdings (FUTU) March 14 weekly call option implied volatility is at 146, March is at 94; compared to its 52-week range of 41 to 106 into the expected release of quarter results before the bell on March 13.

Ulta Beauty (ULTA) March 14 weekly call option implied volatility is at 134, March is at 78; compared to its 52-week range of 21 to 53 into the expected release of quarter results after the bell on March 13.

DocuSign (DOCU) March 14 weekly call option implied volatility is at 188, March is at 106; compared to its 52-week range of 27 to 66 into the expected release of quarter results after the bell on March 13. Call put ratio 1 call to 2.1 puts with a focus on March 14 weekly puts.

Pager Duty (PD) March call option implied volatility is at 100, April is at 66; compared to its 52-week range of 29 to 94 into the expected release of quarter results after the bell on March 13. Call put ratio 1 call to 5 puts.

D-Wave Quantum (QBTS) March 14 weekly call option implied volatility is at 250, March is at 200; compared to its 52-week range of 97 to 255 into the expected release of quarter results before the bell on March 13.

Xponential Fittness (XPOF) March call option implied volatility is at 160, April is at 100; compared to its 52-week range of 52 to 114 into the expected release of quarter results after the bell on March 13. Call put ratio 12 calls to 1 put.

Dollar General (DG) March 14 weekly call option implied volatility is at 166, March is at 91; compared to its 52-week range of 25 to 70 into the expected release of quarter results before the bell on March 13.

Li Auto Inc. (LI) March 14 weekly call option implied volatility is at 161, March is at 98; compared to its 52-week range of 46 to 86 into the expected release of quarter results before the bell on March 14.

Options with decreasing option implied volatility: ARVN LUNR ZIM CONY WBA IOT ASAN GAP KSS CIEN MDB M ZS DKS ORCL KR
Increasing unusual option volume: LSCC NXE SFIX GRPN EXK FOA ARCC XP DFS OMEX CENX
Increasing unusual call option volume: FOA SPGI GRPN EXK SYK LFMD SONY EH HOG IRBT REGN
Increasing unusual put option volume: XP CRH CNC SFIX FAZ DFS KVUE AMTM