Mid-session IV Report March 26, 2025

Mid-session IV Report March 26, 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: TSLY IBM MRK FCX PLTK

Popular stocks volume: PLTR MU RIVN CHWY HOOD DLTR BAC SMCI AVGO AMC MSTR INTC

Active options: NVDA TSLA GME AMD AAPL AMZN PLTR MU META GOOGL RIVN CHWY HOOD DLTR BAC SMCI AVGO AMC MSTR INTC

Semi option IV goes bid as share prices pull back

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put as share price down 4.6%.

Intel (INTC) 30-day option implied volatility is at 51; compared to its 52-week range of 29 to 77. Call put ratio 2.3 calls to 1 put as share price down 2.4%.

Broadcom (AVGO) 30-day option implied volatility is at 42; compared to its 52-week range of 31 to 66. Call put ratio 1 call to 1 put as share price down 2.4%.

AMD (AMD) 30-day option implied volatility is at 39; compared to its 52-week range of 35 to 64. Call put ratio 1.3 calls to 1 put as share price down 3%.

Qualcomm (QCOM) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 53. Call put ratio 1 call to 1.7 puts with focus on March 28 weekly and April 4 weekly puts.

Taiwan Semi (TSM) 30-day option implied volatility is at 41; compared to its 52-week range of 31 to 58. Call put ratio 1 call to 1 put as share price down 2.8%.

Micron Technology (MU) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 76. Call put ratio calls 2.6 to 1 put with a focus on short duration March 28 weekly and April 4 weekly calls and puts.

Arm Holdings (ARM) 30-day option implied volatility is at 52; compared to its 52-week range of 43 to 88. Call put ratio call 1 call to 1.2 puts as share price down 4.7%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 85; compared to its 52-week range of 60 to 217. Call put ratio 1.3 calls to 1 put as share price down 6.1%.

Dell Technologies (DELL) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 80. Call put ratio 1.1 calls to 1 put.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 33; compared to its 52-week range of 25 to 59. Call put ratio 1 call to 2.3 puts.

Option IV into quarter results

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.

Winnebago Industries (WGO) April call option implied volatility is at 69, May is at 58; compared to its 52-week range of 28 to 73. Call put ratio 1 call to 6.6 puts with a focus on April 35 puts into the expected release of quarter results before the bell on March 27.

DraftKings (DKNG) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 68. Call put ratio 3 calls to 1 put with a focus on March 28 weekly 46 calls.

Options with decreasing option implied volatility: YANG DLTR OUST FIVE NFE FDX CHWY TIGR NKE MU PDD JBL ACN KODK FAZ BBIO LEN BITO CCL
Increasing unusual option volume: NNDM XLI KBE PRMB MAIN CTAS HES SNY HSBC CIVI ACHC
Increasing unusual call option volume: XLI KBE PRMB HES CTAS BJ CIVI ACHC DLTR TH EPD
Increasing unusual put option volume: XLI CTAS HSBC EXEL ARCC CHWY XME PAYX HUMA GME