Mid-session IV Report March 20, 2025

Mid-session IV Report March 20, 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: SPRY NKE MU FDX UPS LEN

Popular stocks volume: INTC BABA PLTR MSTR PDD NIO HOOD RIVN AVGO BAC MU FCX

Active options: NVDA TSLA AAPL AMD INTC BABA META AMZN PLTR MSTR PDD NIO HOOD RIVN MSFT AVGO GOOGL BAC MU FCX

Option IV into quarter results

FedEx (FDX) into March call option implied volatility is at 190, April is at 46; compared to its 52-week range of 18 to 63 the expected release of quarter results. Call put ratio 1 call to 1.1 puts.

Micron (MU) March call option implied volatility is at 215, April is at 64; compared to its 52-week range of 63 to 76 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put as share price up 2%.

Nike (NKE) March call option implied volatility is at 180, April is at 49; compared to its 52-week range of 19 to 53 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put with a focus on March 73 calls.

Lennar (LEN) March call option implied volatility is at 144, April is at 48; compared to its 52-week range of 25 to 53 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts as share price up 1.9%.

NIO Inc. (NIO) March call option implied volatility is at 185, 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 1.4 calls to 1 put with a focus on March 5 and 5.5 calls.

Carnival Corp. (CCL) March call option implied volatility is at 167, April is at 55; compared to its 52-week range of 35 to 66 into the expected release of quarter results before the bell on March 21. Call put ratio 3.6 Calls to 1 put with focus on March 21 and 22 calls.

Hims & Hers Health, Inc. (HIMS) 30-day option implied volatility is at 97; compared to its 52-week range of 47 to 145. Call put ratio 1.1 calls to 1 put amid wide price movement.

Options with decreasing option implied volatility: FIVE STNE SIG GDS SWTX SMTC WSM WB JBL INCY SOC
Increasing unusual option volume: CBRE VNET FIVE AKBA ZTO MUX DBI XNET CIVI BTG
Increasing unusual call option volume: VNET CBRE FIVE CIVI AKBA FND DBI XNET BXP
Increasing unusual put option volume: BTG VNET FIVE BAH SYY DRI ACN ASO WSM HAS BURL