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: CL XPOF GSK PARA NFE ATEN CTRE

Popular stocks volume: INTC PLTR ADBE SOFI NIO MSTR BAC AVGO SMCI BABA HOOD

Active options: INTC NVDA TSLA AAPL AMZN GOOGL PLTR ADBE SOFI NIO AMD MSTR BAC QBTS META AVGO SMCI BABA PATH HOOD

Option IV of Wine and Champagne businesses in the U.S.

AB InBev (BUD) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 31. Call put ratio 1 call to 6.2 puts with a focus on March 62 puts as share price down 1.1%.

Constellation Brands (STZ) 30-day option implied volatility is at 43; compared to its 52-week range of 13 to 45. Call put ratio 1 call to 5.5 puts with a focus on June 180 puts.

Brown Forman (BF.B) 30-day option implied volatility is at 43; compared to its 52-week range of 17 to 54. Call put ratio 1 call to 9.3 puts with a focus on June 35 puts as share price up 1.6%.

Diageo plc (DEO) 30-day option implied volatility is at 33; compared to its 52-week range of 15 to 58. Call put ratio 1 call to 41 puts with a focus on April 105, 110 and 115 puts.

Coinbase (COIN) 30-day option implied volatility is at 77; compared to its 52-week range of 60 to 97. Call put ratio 1.9 calls to 1 put as share price down 2.3%.

Strategy (MSTR) 30-day option implied volatility is at 96; compared to its 52-week range of 70 to 222. Call put ratio 1 call to 1 put as share price up 2.5%.

Option IV into quarter results

Ulta Beauty (ULTA) March 14 weekly call option implied volatility is at 186, March is at 80; compared to its 52-week range of 21 to 53 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put with a focus on March 14 weekly 325 calls.

DocuSign (DOCU) March 14 weekly call option implied volatility is at 268, March is at 113; compared to its 52-week range of 27 to 66 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put with a focus on March 14 weekly calls and puts.

Pager Duty (PD) March call option implied volatility is at 116, April is at 64; compared to its 52-week range of 29 to 94 into the expected release of quarter results today after the bell. Call put ratio 1 call to 16 puts with a focus on May 10 puts.

Xponential Fittness (XPOF) March call option implied volatility is at 184, April is at 110; compared to its 52-week range of 52 to 114 into the expected release of quarter results today after the bell. Call put ratio 3.6 calls to 1 put.

Li Auto Inc. (LI) March 14 weekly call option implied volatility is at 221, March is at 103; compared to its 52-week range of 46 to 86 into the expected release of quarter results before the bell on March 14. Call put ratio 1.8 calls to 1 put as share price down 3%.

Options with decreasing option implied volatility: ARVN LUNR ZIM IOT HSAI ASAN NN GRPN WBA GAP S KSS CIEN PATH RDFN AEO
Increasing unusual option volume: ASTL MUX AEO VSCO BLDP AZUL DOV JNPR
Increasing unusual call option volume: JNPR MUX EWG VSCO BLDP CAL HDB PRMB MUR CAR HTGC RKT
Increasing unusual put option volume: GRPN AEO PATH NFE VSCO SAP CAR NTES HSAI ADBE