Mid-session IV Report March 25, 2025

Mid-session IV Report March 25, 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 WBA TSLY YMM

Popular stocks volume: SMCI HOOD INTC MSTR BABA SOFI NIO PFE MU

Active options: TSLA NVDA AAPL AMZN META PLTR AMD SMCI HOOD INTC MSTR BABA MARA MSFT DJT SOFI NIO GOOGL PFE MU

Option implied volatility for Metals as copper near record high

Freeport-McMoran (FCX) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 49. Call put ratio 3.6 calls to 1 put puts as copper futures prices at COMEX are near a record high.

Southern Copper (SCCO) 30-day option implied volatility is at 37; compared to its 52-week range of 31 to 78. Call put ratio 14.4 calls to 1 put with a focus on September 110 and 120 calls as copper futures prices at COMEX are near a record high.

Alcoa (AA) 30-day option implied volatility is at 53; compared to its 52-week range of 41 to 60. Call put ratio 1.7 calls to 1 put as share price up 1.7%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 30; compared to its 52-week range of 28 to 40. Call put ratio 1.7 calls to 1 put as share price up 2.3%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 40. Call put ratio 2.1 calls to 1 put as share price up 2.1%.

United States Natural Gas (UNG) 30-day option implied volatility is at 56; compared to its 52-week range of 43 to 83. Call put ratio 1 call to 1 put as share price near 1-year high.

Option IV into quarter results

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 1.3 puts with a focus on March 28 weekly 192.50 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 call to 3.9 puts with a focus on April 140 puts.

Dollar Tree (DLTR) March 28 weekly call option implied volatility is at 171, April is at 74; compared to its 52-week range of 21 to 88. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on March 26.

Chewy (CHWY) March 28 weekly call option implied volatility is at 138, 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. Call put ratio 3.2 calls to 1 put.

Steelcase (SCS) February call option implied volatility is at 67, May is at 50; compared to its 52-week range of 21 to 91 into the expected release of quarter results after the bell on March 26.

JinkoSolar (JKS) April call option implied volatility is at 77, May is at 70; compared to its 52-week range of 48 to 114 into the expected release of quarter results before the bell on March 26.

Lululemon (LULU) March 28 weekly call option implied volatility is at 127, April is at 62; compared to its 52-week range of 23 to 66 into the expected release of quarter results after the bell on March 27.

RH (RH) March 28 weekly call option implied volatility is at 81, April is at 100; compared to its 52-week range of 36 to 100. Call put ratio 1.7 calls to 1 put into the expected release of quarter results on April 2.

Options with decreasing option implied volatility: RGTI QBTS UVIX KC SIG AAOI OUST YANG NFE FIVE WSM TIGR STEN
Increasing unusual option volume: COPX DNB ME YMM SLNO CYBR ATAT KBH NNDM MKC
Increasing unusual call option volume: CYBR COPX BTU GPC BJ SLNO NNDM CLX PRMB SMG MKC
Increasing unusual put option volume: ETR SAVA KBH HES NE HSBC PAYX CCJ VERU CTAS HUMA LAZR