Mid-session IV Report March 21, 2025

Mid-session IV Report March 21, 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 WBA SWTX TUR WBA NI

Popular stocks volume: MU NKE PLTR MSTR NIO SMCI HOOD QBTS INTC PDD BABA BA

Active options: NVDA TSLA MU AAPL META NKE PLTR AMD MSTR NIO AMZN SMCI HOOD QBTS INTC PDD BABA BA

Lockheed Martin (LMT) option IV amid sell off

Lockheed Martin (LMT) 30-day option implied volatility is at 28; compared to its 52-week range of 12 to 28. Call put ratio 2.6 calls to 1 put as share price down 5%.

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 48. Call put ratio 2.3 calls to 1 put as share price up 5%.

Athletic leisure option IV after Nike (NKE) results and outlook

Nike (NKE) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 53. Call put ratio 1.1 calls to 1 put as share price down 6.7%.

Skechers USA (SKX) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 51. Call put ratio 1 call to 3 puts.

Deckers Brands (DECK) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 57. Call put ratio 5.6 calls to 1 put after Nike (NKE) quarter results and outlook.

On Holding AG (ONON) 30-day option implied volatility is at 46; compared to its 52-week range of 34 to 72. Call put ratio 1.8 calls to 1 put with a focus on April 50 calls.

Under Armour Inc (UAA) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 64. Call put ratio 1 call to 3.1 puts with a focus on April 7.5 puts.

lululemon athletica (LULU) 30-day option implied volatility is at 59; compared to its 52-week range of 23 to 66. Call put ratio 1 call to 2 puts as share price down 1.6% after Nike (NKE) quarter results and outlook.

Foot Locker (FL) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 98. Call put ratio 2.8 calls to 1 put with a focus on April calls.

Option IV into quarter results

KB Home (KBH) April call option implied volatility is at 47, May is at 41; compared to its 52-week range of 27 to 69 into the expected release of quarter results after the bell on March 24. Call put ratio 1 call to 18 puts with a focus on March 60 puts.

Oklo (OKLO) March 28 weekly call option implied volatility is at 140, April is at 114; compared to its 52-week range of 47 to 245 into the expected release of quarter results after the bell on March 24. Call put ratio 1.6 calls to 1 put with a focus on March 28 weekly options.

Options with decreasing option implied volatility: SIG FIVE RGTI WSM GDS SOC KODK STNE MU NKE
Increasing unusual option volume: BALL XND UDN HUYA ASTL JBHT LAZR
Increasing unusual call option volume: UDN XND LAZR EWG SNV HTZ ZH DHT OUST
Increasing unusual put option volume: TIGR JETS SHW FDX LAZR OUST CORZ UAA