Mid-session IV Report March 17, 2025

Mid-session IV Report March 17, 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: SWTX NFE YANG QUBT NFLX WBA

Popular stocks volume: MSTR PLTR INTC QBTS SMCI RGTI BABA COIN HOOD AVGO SOFI

Active options: NVDA TSLA AAPL MSTR PLTR INTC AMZN QBTS SMCI META AMD MARA RGTI GOOGL BABA COIN MSFT HOOD AVGO SOFI

Semi stocks option IV into Nvidia’s developer conference on March 18

NVIDIA (NVDA) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put into Nvidia’s developer conference on March 18.

Intel (INTC) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 77. Call put ratio 3.2 calls to 1 put as share price up 6.8%.

Broadcom (AVGO) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 66. Call put ratio 1 call to 1 put as share price down 1.5%.

AMD (AMD) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 64. Call put ratio 2.4 calls to 1 put as share price up 4%.

Qualcomm (QCOM) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 53. Call put ratio 2 calls to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 76. Call put ratio calls 1.7 to 1 put with share price up 1%.

Taiwan Semi (TSM) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 58. Call put ratio 1.5 calls to 1 put.

Option IV into quarter results

Xpeng (XPEV) March call option implied volatility is at 134, April is at 85; 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 3 calls to 1 put with a focus on March 25 calls.

Pinduoduo (PDD) March call option implied volatility is at 115, April is at 59; compared to its 52-week range of 31 to 73 into the expected release of quarter results before the bell on March 19. Call put ratio 4.3 calls to 1 put with a focus on March calls.

General Mills (GIS) March call option implied volatility is at 64, April is at 32; compared to its 52-week range of 15 to 36 into the expected release of quarter results before the bell on March 19. Call put ratio 1 call to 1 put.

Ollie’s Bargain Outlet (OLLI) March call option implied volatility is at 130, April is at 58; compared to its 52-week range of 27 to 76 into the expected release of quarter results before the bell on March 19.

Five Below (FIVE) March call option implied volatility is at 162, April is at 81; compared to its 52-week range of 24 to 97 into the expected release of quarter results after the bell on March 19.

Signet (SIG) March call option implied volatility is at 158, April is at 78; compared to its 52-week range of 32 to 82 into the expected release of quarter results before the bell on March 19.

JinkoSolar (JKS) March call option implied volatility is at 89, April is at 78; compared to its 52-week range of 48 to 118 into the expected release of quarter results before the bell on March 19. Call put ratio 1.8 calls to 1 put.

Options with decreasing option implied volatility: ARVN RBRK ASAN ZIM HSAI TSLZ GRPN KSS CONL
Increasing unusual option volume: COMM MIST HNRG VERU QFIN
Increasing unusual call option volume: COMM MIST HNRG VERU CWH TEN
Increasing unusual put option volume: TME BBWI YETI WEN HSBC SWTX NTES FIVE OSCR