Mid-session IV Report March 14, 2025

Mid-session IV Report March 14, 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: WBA HYG ITUB

Popular stocks volume: INTC PLTR MSTR AMD AVGO BABA MU DOCU SMCI BAC COIN BB MRK TGT SNAP CMG CVNA XOM TSLA PINS PG XRX

Active options: NVDA TSLA AAPL AMZN INTC PLTR MSTR AMD AVGO BABA MU META GOOGL DOCU SMCI GOOG BAC MSFT COIN BB

Semi stocks option IV as share prices up

NVIDIA (NVDA) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 89. Call put ratio 1.9 calls to 1 put as share price up 3.8%.

Broadcom (AVGO) 30-day option implied volatility is at 48; compared to its 52-week range of 31 to 66. Call put ratio 2.2 calls to 1 put as share price up 2.4%.

AMD (AMD) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 64. Call put ratio 2.1 calls to 1 put as share price up 2.6%.

Qualcomm (QCOM) 30-day option implied volatility is at 36; compared to its 52-week range of 24 to 53. Call put ratio 2.3 calls to 1 put as share price up 1.9%.

Micron Technology (MU) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 76. Call put ratio calls 1.5 to 1 put with share price up 7%.

Intel (INTC) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 77. Call put ratio 2.1 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 58. Call put ratio 1.2 calls to 1 put as share price up 1%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 59. Call put ratio 2.7 calls to 1 put with share price up 2.2%.

Movers

Tesla (TSLA) 30-day option implied volatility is at 73; compared to its 52-week range of 41 to 90. Call put ratio 1.1 calls to 1 put as share price up 2.1%.

Netflix (NFLX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 51. Call put ratio 1.3 calls to 1 put as share price up 2.1%

Strategy (MSTR) 30-day option implied volatility is at 88; compared to its 52-week range of 70 to 222. Call put ratio 1.5 calls to 1 put as Bitcoin at $82K.

Reddit (RDDT) 30-day option implied volatility is at 86; compared to its 52-week range of 51 to 166. Call put ratio 1.7 calls to 1 put as share price up 4.4%.

Palantir (PLTR) 30-day option implied volatility is at 72; compared to its 52-week range of 36 to 87. Call put ratio 1.2 calls to 1 put as share price up 6.7%.

Coinbase (COIN) 30-day option implied volatility is at 75; compared to its 52-week range of 60 to 97. Call put ratio 1.8 calls to 1 put as Bitcoin at $82K.

AppLovin (APP) 30-day option implied volatility is at 80; compared to its 52-week range of 38 to 100. Call put ratio 2.2 calls to 1 put as share price up 6.2%.

Option IV into quarter results

Xpeng (XPEV) March call option implied volatility is at 129, April is at 94; compared to its 52-week range of 61 to 121 into the expected release of quarter results before the bell on March 18. Call put ratio 1 call to 1 put.

Options with decreasing option implied volatility: ARVN ZIM ASAN HSAI GRPN MSTY S PATH NN KSS CIEN RDFN DKS DOCU
Increasing unusual option volume: XPOF NTRA KBE LW AMKR ATEC AKBA SEAT DOCU
Increasing unusual call option volume: EWG ATEC AKBA ITUB SEAT DOCU GOGO
Increasing unusual put option volume: NTRA LW KBE AMKR VNET WMB DKS