Mid-session IV Report March 3, 2025

Mid-session IV Report March 3, 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: MSTY JEPQ JWN HYG FAZ MSTU GENI COIN GOGL HSBC JWN NOK JEPQ HYG
Popular stocks volume: MSTR PLTR INTC AMD HOOD COIN SMCI AVGO BAC NIO SOFI

Active options: NVDA TSLA MSTR PLTR AAPL AMZN INTC AMD MARA HOOD COIN SMCI AVGO GOOGL META RIOT BAC NIO SOFI MSFT

Option IV into State of the Union

NVIDIA (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put with a focus on March 7 weekly 125 calls as share price down 4.6%.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 29 into State of the Union.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 37 into State of the Union.

PepsiCo (PEP) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 23. Call put ratio 6 calls to 1 put with a focus on April 160 calls.

Coca-Cola (KO) 30-day option implied volatility is at 17; compared to its 52-week range of 10 to 21. Call put ratio 1.8 calls to 1 put with a focus on March 7 weekly calls.

Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 63.

Option IV into quarter results

Okta (OKTA) March 7 weekly call option implied volatility is at 141, March is at 76; compared to its 52-week range of 28 to 77 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put.

NuScale (SMR) March 7 weekly call option implied volatility is at 212, March is at 140; compared to its 52-week range of 82 to 184 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

CrowdStrike (CRWD) March 7 weekly call option implied volatility is at 108, March is at 65; compared to its 52-week range of 32 to 74 into the expected release of quarter results after the bell on March 4. Call put ratio 1.1 calls to 1 put.

Target (TGT) March 7 weekly call option implied volatility is at 99, March is at 53; compared to its 52-week range of 19 to 52 into the expected release of quarter results before the bell on March 4. Call put ratio 1 call to 1.8 puts.

AutoZone (AZO) March call option implied volatility is at 33, April is at 28; compared to its 52-week range of 17 to 32 into the expected release of quarter results before the bell on March 4. Call put ratio 1 call to 1.4 puts.

Flutter (FLUT) March call option implied volatility is at 50, April is at 42; compared to its 52-week range of 27 to 81 into the expected release of quarter results after the bell on March 4.

On Holdings (ONON) March 7 weekly call option implied volatility is at 131, March is at 83; compared to its 52-week range of 34 to 72 into the expected release of quarter results before the bell on March 4. Call put ratio 2.6 calls to 1 put.

Best Buy (BBY) March 7 weekly call option implied volatility is at 101, March is at 54; compared to its 52-week range of 22 to 47 into the expected release of quarter results before the bell on March 4. Call put ratio 1 call to 1.9 puts with a focus on March 7 weekly puts.

Options with decreasing option implied volatility: HNST AAOI BYON ROOT SMCI ZI TMDX MGNI ZETA SG AXON DOCN LMND NVAX AMBA TDOC SNOW NTNX
Increasing unusual option volume: SNDX ALGM VNET RC HSBC ME ODFL DV LXRX EU BPMC
Increasing unusual call option volume: ALGM SNDX VNET AON BPMC MKC EU NEO SRE HSBC TGTX CPRI HNRG
Increasing unusual put option volume: VNET ZI HSBC FEZ NOVA CGC JEPQ NOK WW XPO