Mid-session IV Report March 19, 2025

Mid-session IV Report March 19, 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 SWTX MU FDX ACN WBA

Popular stocks volume: BABA RDDT GIS APO BIDU CVNA C BA ROKU WSM PLUG SHOP CVX
Active options: AAPL TSLA NVDA INTC AMZN AMD GOOGL NFLX SMCI GOOG BA PLTR MSTR TIGR BIDU MARA GME META SOFI AG

Carvana (CVNA) option IV amid Amazon (AMZN) eyes used-car sales, Automotive News reported

Carvana (CVNA) 30-day option implied volatility is at 78; compared to its 52-week range of 41 to 107. Call put ratio 1 call to 1.5 puts amid Amazon (AMZN) eyes used-car sales, Automotive News reported.

CarMax (KMX) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 83. Call put ratio 1 call to 3.7 puts with focus on March 70 puts amid Amazon (AMZN) eyes used-car sales, Automotive News reported.

AutoNation (AN) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 49. Call put ratio 1 call to 316 puts with focus on March 165 puts amid Amazon (AMZN) eyes used-car sales, Automotive News reported.

Option IV into quarter results and FOMC policy meeting decision

Accenture (ACN) March call option implied volatility is at 108, April is at 39; compared to its 52-week range of 17 to 42 into the expected release of quarter results before the bell on March 20.

FedEx (FDX) into March call option implied volatility is at 141, April is at 47; compared to its 52-week range of 18 to 63 the expected release of quarter results before the bell on March 20.

Micron (MU) March call option implied volatility is at 167, April is at 64; compared to its 52-week range of 63 to 76 into the expected release of quarter results after the bell on March 20. Call put ratio 2.2 calls to 1 put with a focus on a spreader of March 108 and 118 calls.

Nike (NKE) March call option implied volatility is at 134, April is at 49; compared to its 52-week range of 19 to 53 into the expected release of quarter results after the bell on March 20.

Lennar (LEN) March call option implied volatility is at 116, April is at 54; compared to its 52-week range of 25 to 53 into the expected release of quarter results after the bell on March 20.

Darden (DRI) March call option implied volatility is at 105, April is at 38; compared to its 52-week range of 15 to 54 into the expected release of quarter results after the bell on March 20.

Jabil (JBL) into March call option implied volatility is at 138, April is at 47; compared to its 52-week range of 21 to 245 into the expected release of quarter results before the bell on March 20. Call put ratio 1 call to 3.3 puts with a focus on March 120 and 125 puts.

H World (HTHT) March call option implied volatility is at 81, April is at 54; compared to its 52-week range of 25 to 84 into the expected release of quarter results before the bell on March 20. March 30, 35 and 40 calls active as share price down 1%.

Academy Sports (ASO) March call option implied volatility is at 155, April is at 57; compared to its 52-week range of 28 to 61 into the expected release of quarter results before the bell on March 20. Call put ratio 1 call to 2.3 puts as share price up 2.3%.

Commercial Metals (CMC) March call option implied volatility is at 125, April is at 45; compared to its 52-week range of 23 to 50 into the expected release of quarter results before the bell on March 20. Call put ratio 12.7 calls to 1 put with a focus on March and April 47.50 calls.

Shoe Carnival (SCVL) March call option implied volatility is at 170, April is at 67; compared to its 52-week range of 33 to 69 into the expected release of quarter results before the bell on March 20. Call put ratio 16 calls to 1 put with a focus on March 25 calls.

NIO Inc. (NIO) March call option implied volatility is at 155, April is at 83; compared to its 52-week range of 61 to 110 into the expected release of quarter results before the bell on March 20. Call put ratio 4.4 calls to 1 put with a focus on March 5.5 calls.

Carnival Corp. (CCL) March call option implied volatility is at 144, April is at 57; compared to its 52-week range of 35 to 66 into the expected release of quarter results before the bell on March 21.

Options with decreasing option implied volatility: PATH RBRK S INCY MSTY AEO DOCU SMTC DG GRPN SIG ADBE ULA STNE
Increasing unusual option volume: MRVI ZTO OLLI SIG SRPT WSM STNE IMVT OI
Increasing unusual call option volume: EWG MRVI SIG SRPT COPX QID RC OLLI STNE WSM
Increasing unusual put option volume: ARRY WSM STNE GLNG PGR
Options with decreasing option implied volatility: PATH RBRK S INCY MSTY AEO DOCU SMTC DG GRPN SIG ADBE ULA STNE
Increasing unusual option volume: MRVI ZTO OLLI SIG SRPT WSM STNE IMVT OI
Increasing unusual call option volume: EWG MRVI SIG SRPT COPX QID RC OLLI STNE WSM
Increasing unusual put option volume: ARRY WSM STNE GLNG PGR