Mid-session IV Report March 27, 2025

Mid-session IV Report March 27, 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: KD UAA LULU CAR ABNB HTZ CAR KMX AN ORLY AAP KD GME

Popular stocks volume: GME PFE PLTR NIO HOOD AVGO F SMCI SOFI BABA MSTR RIVN INTC

Active options: NVDA TSLA GME AMD PFE PLTR AMZN NIO AAPL HOOD META AVGO F SMCI SOFI BABA MSFT MSTR RIVN INTC

Movers

Airbnb (ABNB) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 60. Call put ratio 1 call to 1 put as share price down 2.8%.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 42; compared to its 52-week range of 17 to 54. Call put ratio 2.8 calls to 1 put with a focus on January 50 calls.

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 1.8 calls to 1 put as gold trades $3066.

Option implied volatility for vehicle renters, vehicle retailers and vehicle part retailers

Avis Budget Group (CAR) 30-day option implied volatility is at 85; compared to its 52-week range of 40 to 97. Call put ratio 4.3 calls to 1 put as share price up 19%.

Hertz Global (HTZ) 30-day option implied volatility is at 101; compared to its 52-week range of 57 to 120. Call put ratio 3.5 calls to 1 put as share price up 23%.

CarMax (KMX) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 83. Call put ratio 2.8 calls to 1 put with a focus on April 75 and April 82.50 calls.

AutoNation (AN) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 49. Call put ratio 1.1 call to 1 put as share price down 4%.

Carvana Co. (CVNA) 30-day option implied volatility is at 75; compared to its 52-week range of 41 to 107. Call put ratio 1 call to 1.4 puts.

Asbury Automotive Group (ABG) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 48. Call put ratio 17 calls to 1 put.

Group 1 Automotive (GPI) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 72. Call put ratio 1 call to 30 puts as share price down 4.3%.

Lithia Motors & Driveway (LAD) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 76. Call put ratio 4.5 calls to 1 put as share price down 4.2%.

Penske Automotive Group (PAG) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 37. Call put ratio 1 call to 5 puts as share price down 4%.

Sonic Automotive (SAH) 30-day option implied volatility is at 38; compared to its 52-week range of 30 to 103. Call put ratio 5 calls to 1 put as share price down 5%.

CarGurus (CARG) 30-day option implied volatility is at 43; compared to its 52-week range of 24 to 77. Call put ratio 1.3 calls to 1 put as share price down 4.8%.

Cars.com (CARS) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 63. Call put ratio 3 calls to 1 put as share price down 3.4%.

TrueCar (TRUE) 30-day option implied volatility is at 73; compared to its 52-week range of 35 to 90. Call put ratio 1.3 calls to 1 put as share price down 8.6%.

Group 1 Automotive (GPI) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 72. Call put ratio 1 call to 5 puts as share price down 3%.

ACV (ACVA) 30-day option implied volatility is at 59; compared to its 52-week range of 28 to 82. Call put ratio 1.7 calls to 1 put as share price down 3.7%.

O’Reilly Automotive (ORLY) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1 put as share price up 2.8%.

Advance Auto Parts (AAP) 30-day option implied volatility is at 49; compared to its 52-week range of 36. Call put ratio 4.3 calls to 1 put as share price up 5.8%.

Genuine Parts (GPC) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 41. Call put ratio 6.7 calls to 1 put with focus on April 120 calls.

American Axle (AXL) 30-day option implied volatility is at 54; compared to its 52-week range of 30 to 70. Call put ratio 1 call to 25 puts as share price down 6%.

Magna International (MGA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 70. Call put ratio 1 call to 4.3 puts as share price down 7.6%.

Dana Incorporated (DAN) 30-day option implied volatility is at 60; compared to its 52-week range of 26 to 77. Call put ratio 1.3 calls to 1 put as share price down 3.8%.

Visteon (VC) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 46. Call put ratio 1 call to 1 put as share price down 5.2%.

Lear Corp. (LEA) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 46. Call put ratio 1 call to 32 puts with a focus on April and May 85 puts as share price down 7.5%.

Autoliv (ALV) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 42. Call put ratio 1 call to 1 put as share price down 3.9%.

Adient (ADNT) 30-day option implied volatility is at 51; compared to its 52-week range of 23 to 74. Call put ratio 1 call to 11 puts as share price down 9%.

Option IV into quarter results

Lululemon (LULU) March 28 weekly call option implied volatility is at 200, April is at 62; compared to its 52-week range of 23 to 66 into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: DLTR YANG OUST CHWY FDX NKE ARVN MU LEN BBIO CONY WB BITO
Increasing unusual option volume: AMKR ME PACS WOOF SLNO CAR SRE HTZ QURE MIST VRNT
Increasing unusual call option volume: CAR WOOF HTZ SRE SLNO MIST QURE SAND BJ KR ABT AAP
Increasing unusual put option volume: AMKR PAYX WOOF KD FRO NTRA BTG NNOX HTZ GME