Mid-session IV Report March 18, 2025

Mid-session IV Report March 18, 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: EDR TSLL SRPT TSLA CDE HYG
Popular stocks volume: BABA INTC BIDU PLTR MSTR NIO AVGO HOOD SMCI

Active options: AMZN AAPL AMD BABA INTC QBTS BIDU PLTR MSTR META NIO AVGO LCID HOOD AGNC SMCI GOOGL MARA

Semi stocks option IV into Nvidia’s developer conference

NVIDIA (NVDA) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put into Nvidia’s developer conference today.

Arm Holdings (ARM) 30-day option implied volatility is at 60; compared to its 52-week range of 43 to 88. Call put ratio 1 call to 1 put as share price down 3.3%.

Intel (INTC) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 77. Call put ratio 2.6 calls to 1 put with a focus on March 25.50 calls.

Super Micro Computer (SMCI) 30-day option implied volatility is at 98; compared to its 52-week range of 60 to 217. Call put ratio 1.5 calls to 1 put as share price down 6.6%.

Dell Technologies (DELL) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 80. Call put ratio 2.2 calls to 1 put as share price down 2.5%.

Option IV into FOMC policy meeting

Tesla (TSLA) 30-day option implied volatility is at 75; compared to its 52-week range of 41 to 90. Call put ratio 1 call to 1.3 puts as share price down 5.4%.

Reddit (RDDT) 30-day option implied volatility is at 88; compared to its 52-week range of 51 to 166. Call put ratio 1.3 calls to 1 put as share price down 9.2%.

Strategy (MSTR) 30-day option implied volatility is at 91; compared to its 52-week range of 70 to 222. Call put ratio 1 call to 1.1 puts as share price down 6.3%.

Option IV into quarter results

Pinduoduo (PDD) March call option implied volatility is at 128, 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 1.9 calls to 1 put with a focus on April calls.

General Mills (GIS) March call option implied volatility is at 80, April is at 34; 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 1.3 puts.

Ollie’s Bargain Outlet (OLLI) March call option implied volatility is at 149, April is at 59; compared to its 52-week range of 27 to 76 into the expected release of quarter results before the bell on March 19. Call put ratio 1 call to 1.5 puts with a focus on March out of the money puts.

Five Below (FIVE) March call option implied volatility is at 182, 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 184, April is at 75; compared to its 52-week range of 32 to 82 into the expected release of quarter results before the bell on March 19. Call put ratio 1.7 calls to 1 put.

Options with decreasing option implied volatility: RBRK ZIM GRPN S PATH SMTC VNET AEO ARVN AEO DOCU TSLY CONY CORZ DG
Increasing unusual option volume: FND ALHC FSK SRPT TME MUX HNRG ITUB
Increasing unusual call option volume: ALHC ITUB MUX HNRG DESP EWG SRPT BTG YUMC
Increasing unusual put option volume: FND SRPT ARRY TXRH ZI JEPQ TME SGMO HSAI NTRA