Mid-session IV Report March 28, 2025

Mid-session IV Report March 28, 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: CONY BITO ACHR ETSY EQX MSTY PYPL WBA

Popular stocks volume: GME SMCI HOOD MSTR LULU CLSK APP RIVN NIO INTC BAC

Active options: NVDA TSLA AAPL PLTR GME AMZN AMD META SMCI HOOD MSTR LULU GOOGL CLSK APP RIVN NIO INTC BAC MSFT

Option implied volatility into (CRWV) IPO.

Snowflake (SNOW) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 82. Call put ratio 1.4 calls to 1 put into (CRWV) IPO.

IBM (IBM) 30-day option implied volatility is at 40; compared to its 52-week range of 16 to 40. Call put ratio 1 call to 1.2 puts into CoreWeave (CRWV) IPO.

Cisco Systems (CSCO) 30-day option implied volatility is at 20; compared to its 52-week range of 15 to 43. Call put ratio 1.1 calls to 1 put.

Oracle (ORCL) 30-day option implied volatility is at 36; compared to its 52-week range of 19 to 60. Call put ratio 1.1 calls to 1 put.

Twilio (TWLO) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 1.1 puts.

Salesforce (CRM) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 52. Call put ratio 1 call to 1.4 puts into CoreWeave (CRWV) IPO.

ServiceNow (NOW) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 46. Call put ratio 1 call to 1 put into CoreWeave (CRWV) IPO.

Okta, Inc. (OKTA) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 77. Call put ratio 1.2 calls to 1 put into CoreWeave (CRWV) IPO.

Five9 (FIVN) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 113. Call put ratio 1 call to 5.1 puts into CoreWeave (CRWV) IPO.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 46; compared to its 52-week range of 32 to 74. Call put ratio 1.2 calls to 1 put into CoreWeave (CRWV) IPO.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 44; compared to its 52-week range of 30 to 71. Call put ratio 2.1 calls to 1 put into CoreWeave (CRWV) IPO.

Fastly, Inc. (FSLY) 30-day option implied volatility is at 60; compared to its 52-week range of 48 to 130. Call put ratio 3 calls to 1 put into CoreWeave (CRWV) IPO.

Super Micro Computer (SMCI) 30-day option implied volatility is at 89; compared to its 52-week range of 60 to 217. Call put ratio 1.5 calls to 1 put.

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 34 to 89. Call put ratio 1.1 calls to 1 put.

Dell Technologies (DELL) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 80. Call put ratio 1 call to 1.5 puts into CoreWeave (CRWV) IPO.

Veeva Systems (VEEV) 30-day option implied volatility is at 27; compared to its 52-week range of 22 to 248. Call put ratio 1 call to 7.5 puts into CoreWeave (CRWV) IPO.

Booz Allen Hamilton (BAH) 30-day option implied volatility is at 43; compared to its 52-week range of 18 to 50. Call put ratio 1 call to 3.3 puts into CoreWeave (CRWV) IPO.

Netscout Systems (NTCT) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 82.

Parsons Corporation (PSN) 30-day option implied volatility is at 41; compared to its 52-week range of 15 to 50 with a focus on September 55 puts.

Option IV into quarter results

PVH Corp. (PVH) April call option implied volatility is at 72, May is at 57; compared to its 52-week range of 25 to 88. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on March 31.

Options with decreasing option implied volatility: DLTR ARVN YANG CHWY LULU
Increasing unusual option volume: GOGL BRZE HPP NKTR ME LXRX CIM ORGN LULU
Increasing unusual call option volume: NKTR ME BRZE GPN AMKR LXRX ORGN MIST IAG LULU
Increasing unusual put option volume: NNOX BTG HTZ LULU WOLF CFG FIVN TIGT IAU TSSI DB SA