Mid-session IV Report March 5, 2025

Mid-session IV Report March 5, 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: SDS COP BAC JEPQ UBS CONY HTGC JWN

Popular stocks volume: PLTR F MSTR INTC BABA CRWD BAC SMCI SOFI AVGO MRNA PDD

Active options: NVDA TSLA AAPL PLTR F MSTR INTC BABA CRWD AMD BAC AMZN SMCI META ASTS SOFI AVGO MRNA PDD GOOGL

Option IV into quarter results

Marvel (MRVL) March 7 weekly call option implied volatility is at 200, March is at 96; compared to its 52-week range of 36 to 79 into the expected release of quarter results today after the bell.

Zscaler (ZS) March 7 weekly call option implied volatility is at 180, March is at 78; compared to its 52-week range of 31 to 66 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.1 puts with focus on March 7 weekly puts.

Broadcom (AVGO) March 7 weekly call option implied volatility is at 155, 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 71, March is at 37; compared to its 52-week range of 16 to 33 into the expected release of quarter results after the bell on March 6. Call put ratio 1 call to 2.4 puts with a focus on April 960 puts.

JD.com (JD) March 7 weekly call option implied volatility is at 133, March is at 71; 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 3.4 calls to 1 put with a focus on March 7 weekly calls.

Kroger (KR) March 7 weekly call option implied volatility is at 94, March is at 41; compared to its 52-week range of 16 to 35 into the expected release of quarter results before the bell on March 6. Call put ratio 1 call to 1.9 puts with a focus on March 7 weekly puts.

Burlington Stores (BURL) March 7 weekly call option implied volatility is at 165, March is at 72; compared to its 52-week range of 22 to 58 into the expected release of quarter results before the bell on March 6. Call put ratio 4.7 calls to 1 put with a focus on March 7 weekly 250 calls.

BJ’s Wholesale (BJ) March call option implied volatility is at 52, April is at 40; compared to its 52-week range of 20 to 76 into the expected release of quarter results before the bell on March 6. Call put ratio 3.6 calls to 1 put with a focus on March 105 calls.

Gap (GAP) March 7 weekly call option implied volatility is at 205, March is at 91; compared to its 52-week range of 33 to 81 into the expected release of quarter results after the bell on March 6. Call put ratio 1.8 calls to 1 put with a focus on 1K contracts of March 19 calls.

Macy’s (M) March 7 weekly call option implied volatility is at , March is at ; compared to its 52-week range of 34 to 64 into the expected release of quarter results before the bell on March 6. Call put ratio 9 calls to 1 put with a focus on March 7 weekly 13.50 and 14 calls.

Copper sector option IV as share prices up amid tariff headlines

Freeport McMoRan (FCX) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 48. Call put ratio 6.9 calls to 1 put with focus on March 7 weekly calls as share price up 6.7%.

Southern Copper (SCCO) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 78. Call put ratio 7.3 calls to 1 put with a focus on April 95 calls as share price up 4%.

Rio Tinto (RIO) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 30. Call put ratio 1 call to 1.3 puts with a focus on June 57.50 puts.

BHP (BHP) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 67. Call put ratio 2.5 calls to 1 put with a focus on May calls as share price up 2%.

Options with decreasing option implied volatility: CAPR AAOI HNST ROOT TMDX MGNI FL CRDO WBA SG NVAX RILY
Increasing unusual option volume: VNET DB HTGC CMRX BXP VSCO TMC YMM FHN SAN ATEC BOX
Increasing unusual call option volume: VSCO VNET CMRX DB TMC YMM EWG SAN ATEC QID BOX HALO MT
Increasing unusual put option volume: MGM DB VNET HSBC EWC VTLE AVAV MDY ESTC ROST VSCO ANF WOLF