Mid-session IV Report March 31, 2025

Mid-session IV Report March 31, 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: SWTX NVDU SOFI CLS RDFN CVNA TEAM APP BHC MRNA PINS TECL ALAB BILL BITO TWLO ALGN XP ALGN DASH MGNI PYPL RBRK RKT EL ANET CONY ETN LLY NCLH QCOM VTRS F AMZN NVDA RBLX SBUX UPS NOW GM GOOGL GOOG META FTNT BKNG DLR EXPE CAT NLY NDX NDAQ MNST MO V FI CAT ABBV XME MMM VOO SPLG

Popular stocks volume: HOOD INTC AVGO GME NU SMCI SOFI KVUE NIO

Option implied volatility into last day of quarter

Tesla (TSLA) 30-day option implied volatility is at 79; compared to its 52-week range of 41 to 90. Call put ratio 1 call to 1.1 puts as share price down 4.8%.

Salesforce (CRM) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 52. Call put ratio 1.3 calls to 1 put as share price down 2.2%.

NVIDIA (NVDA) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 89. Call put ratio 1.3 calls to 1 put as share price down 4.2%.

Intel (INTC) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 77. Call put ratio 2.7 calls to 1 put as share price down 1.5%.

Broadcom (AVGO) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 66. Call put ratio 1.1 calls to 1 put as share price down 3.4%.

AMD (AMD) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 64. Call put ratio 1.1 calls to 1 put as share price down 1.4%.

Arm Holdings (ARM) 30-day option implied volatility is at 62; compared to its 52-week range of 43 to 88. Call put ratio 1 call to 1 put as share price down 3.2%.

Qualcomm (QCOM) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 53. Call put ratio 1.5 calls to 1 put as share price down 1.6%.

Micron Technology (MU) 30-day option implied volatility is at 50; compared to its 52-week range of 37 to 76. Call put ratio calls 1.6 to 1 put as share price down 3.4%.

Taiwan Semi (TSM) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 58. Call put ratio 1.1 calls to 1 put as share price down 1%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 94; compared to its 52-week range of 60 to 217. Call put ratio 1.7 calls to 1 put as share price down 1.3%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 59. Call put ratio 1 call to 1.4 puts as share price down 2.2%.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 24; compared to its 52-week range of 15 to 18. Call put ratio 1 call to 4.4 puts as share price down 2.4%.

Option IV into quarter results

PVH Corp. (PVH) April call option implied volatility is at 80, May is at 59; compared to its 52-week range of 25 to 88. Call put ratio 1 call to 3 puts into the expected release of quarter results today after the bell.

Active options: NVDA TSLA PLTR AMZN AAPL META MSTR AMD GOOG HOOD INTC AVGO GME NU SMCI SOFI KVUE NIO GOOG MSFT

Options with decreasing option implied volatility: LULU DLTR CHWY
Increasing unusual option volume: UMC HUYA TRMB FND HES MCHI XLI CAMT KVUE GOGL FEX EXTR
Increasing unusual call option volume: XLI UMC MCHI FEZ DT ULCC MGA ZH TDS LXRX DESP CORT
Increasing unusual put option volume: HES MCHI FND XLI RBRK FEZ GFI DQ VTRS BLMN CORT