Mid-session IV Report March 4, 2025

Mid-session IV Report March 4, 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: SMTC MSTY VET QLD SDS C GS BAC MS F JPM MTUM XLF
Popular stocks volume: SMCI INTC SOFI TSM MSTR HOOD BABA BAC

Active options: NVDA TSLA PLTR AMZN SMCI AAPL INTC META SOFI AMD GOOGL TSM MSTR MSFT HOOD BABA BAC RUN ASTS MARA

Bank of America (BAC) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 36. Call put ratio 1 call to 1 put as share price down 6.3%.

Wells Fargo (WFC) 30-day option implied volatility is at 37; compared to its 52-week range of 19 to 38. Call put ratio 1.7 calls to 1 put as share price down 6.1%.

PNC Financial Services (PNC) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 34. Call put ratio 1 call to 1.3 puts as share price down 4.4%.

U.S. Bancorp (USB) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 38. Call put ratio 1 call to 3.4 puts with a focus on June 30 puts as share price down 2.9%.

Goldman Sachs (GS) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 36. Call put ratio 1 call to 1.4 puts as share price down 5%.

Morgan Stanley (MS) 30-day option implied volatility is at 38; compared to its 52-week range of 18 to 37. Call put ratio 1.3 calls to 1 put as share price down 5.9%.

Citigroup (C) 30-day option implied volatility is at 39; compared to its 52-week range of 21 to 40. Call put ratio 2.7 calls to 1 put as share price down 7.2%.

JPMorgan (JPM) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 32. Call put ratio 1 call to 1.5 puts as share price down 4.4%.

BlackRock (BLK) 30-day option implied volatility is at 31; compared to its 52-week range of 17 to 29. Call put ratio 1 call to 1.6 puts as share price down 3.1%.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 44. Call put ratio 1 call to 4.2 puts with a focus on April 60 puts as share price down 4.2%.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 24; compared to its 52-week range of 11 to 26. Call put ratio 1 call to 1 put on active option volume of 205K as share price down 3.1%.

Option IV into quarter results

CrowdStrike (CRWD) March 7 weekly call option implied volatility is at 129, March is at 72; compared to its 52-week range of 32 to 74 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1 put.

Marvel (MRVL) March 7 weekly call option implied volatility is at 177, March is at 98; compared to its 52-week range of 36 to 79 into the expected release of quarter results after the bell on March 5.

Zscaler (ZS) March 7 weekly call option implied volatility is at 160, March is at 80; compared to its 52-week range of 31 to 66 into the expected release of quarter results after the bell on March 5.

Foot Locker (FL) March 7 weekly call option implied volatility is at 221, March is at 110; compared to its 52-week range of 39 to 98 into the expected release of quarter results before the bell on March 5.

Broadcom (AVGO) March 7 weekly call option implied volatility is at 133, March is at 74; compared to its 52-week range of 31 to 66 into the expected release of quarter results after the bell on March 6.

Costco (COST) March 7 weekly call option implied volatility is at 64, March is at 39; compared to its 52-week range of 16 to 33 into the expected release of quarter results after the bell on March 6.

JD.com (JD) March 7 weekly call option implied volatility is at 128, March is at 78; compared to its 52-week range of 16 to 33 into the expected release of quarter results before the bell on March 6. Call put ratio 1 call to 1 put.

Kroger (KR) March 7 weekly call option implied volatility is at 77, March is at 40; compared to its 52-week range of 16 to 35 into the expected release of quarter results before the bell on March 6.

Options with decreasing option implied volatility: CAPR AAOI SMCI TMDX ROOT ZI MGNI LMND ZETA AXON WBA GTLB SG OKTA AAP AMBA TDOC SNOW NTNX AI CART WDAY TGT EDR CRM INTU WBD IPE CPNG EIX PARA
Increasing unusual option volume: DB ITUB ATEC MOMO CM CMA MBI HCC HTZ UNIT HES DAN ZI FEZ
Increasing unusual call option volume: HTZ ATEC ZI NDAQ TMC MBI ALGM CB QID AMBC BOOT IBT
Increasing unusual put option volume: CMA DB SENS HSBC UAA HES FEZ PAYX RUN ALGN