Mid-session IV Report March 24, 2025

Mid-session IV Report March 24, 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: SNAP PARA IBM SWTX PARA KSS SNAP TDOC CMG IBM PRMB CMCSA WBA MSTY

Popular stocks volume: MSTR HOOD SMCI MU SOFI LCID NIO MSFT INTC BA

Active options: TSLA NVDA AAPL PLTR AMZN META MSTR HOOD SMCI AMD MU SOFI LCID GOOGL MARA NIO MSFT INTC BA IONQ

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 today after the bell. Call put ratio 1 call to 4.2 puts with a focus on March 55 puts.

Oklo (OKLO) March 28 weekly call option implied volatility is at 170, April is at 115; compared to its 52-week range of 47 to 245 into the expected release of quarter results today after the bell. Call put ratio 3.4 calls to 1 put with a focus on March 28 weekly 30 calls.

McCormick (MKC) April call option implied volatility is at 45, May is at 38; compared to its 52-week range of 16 to 63 into the expected release of quarter results before the bell on March 25. Call put ratio 1 call to 4 puts with a focus on April 55 puts.

GameStop (GME) March 28 weekly call option implied volatility is at 130, April is at 82; compared to its 52-week range of 57 to 357. Call put ratio 4.9 calls to 1 put with a focus on June 60 and 125 calls into the expected release of quarter results after the bell on March 25.

Cintas (CTAS) March 28 weekly call option implied volatility is at 67, April is at 34; compared to its 52-week range of 14 to 37 into the expected release of quarter results before the bell on March 26. Call put ratio 1 call to 3.4 puts with a focus on April 190 puts.

Paychex (PAYX) April call option implied volatility is at 30, May is at 24; compared to its 52-week range of 27 to 59 into the expected release of quarter results before the bell on March 26. Call put ratio 1.7 calls to 1 put.

Dollar Tree (DLTR) March 28 weekly call option implied volatility is at 159, April is at 77; compared to its 52-week range of 21 to 88. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on March 26.

Chewy (CHWY) March 28 weekly call option implied volatility is at 124, April is at 65; compared to its 52-week range of 40 to 128 into the expected release of quarter results before the bell on March 26.

RH (RH) March 28 weekly call option implied volatility is at 99, April is at 100; compared to its 52-week range of 36 to 100. Call put ratio 4.3 calls to 1 put with a focus on April 400 calls as share price up 7% into the expected release of quarter results on April 2.

Options with decreasing option implied volatility: QBTS RGTI KODK SIG SWTX FIVE KC OUST STNE TIGR WSM GDS MU SOC FDX NVDU TME NKE JBL
Increasing unusual option volume: DNB HUYA PRMB FE NAK WEN ALNY ME CG EPAM
Increasing unusual call option volume: NAK PRMB CG GBTC PENG INDA VNET MTZ TFC MOD AMPX PR
Increasing unusual put option volume: WEN YETI BAH FOUR NAK NEXT DGX GRPN DOCS WSM HSBC