Mid-session IV Report March 6, 2025

Mid-session IV Report March 6, 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: FAZ IEP MSTY COP OKE JEPQ JWN VOO PEG PARA ET WBA ETN CLS SWTX

Popular stocks volume: PLTR MRVL MSTR AVGO SMCI JD INTC BAC MDB HOOD

Active options: NVDA TSLA AAPL PLTR MRVL AMZN MSTR AVGO SMCI AMD JD INTC RGTI META MSFT CORZ BAC MDB HOOD ET

Option IV February employment report

NVDIA (NVDA) 30-day option implied volatility is at 59; compared to its 52-week range of 34 to 89. Call put ratio 1.8 calls to 1 put into Quantum Day at GTC 2025 on Thursday, March 20.

AMD (AMD) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 64. Call put ratio 1.6 calls to 1 put.

Qualcomm (QCOM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 53. Call put ratio 1.8 calls to 1 put.

Micron Technology (MU) 30-day option implied volatility is at 69; compared to its 52-week range of 34 to 73. Call put ratio 2.9 calls to 1 put with share price down 2%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 59. Call put ratio 1 call to 1 put with share price down 2%.

SPDR S&P 500 ETF Trust (SPY) March 7 weekly call option implied volatility is at 37, March is at 22; compared to its 52-week range of 10 to 29 into February employment release.

PowerShares QQQ Trust (QQQ) March 7 weekly call option implied volatility is at 45, March is at 28; compared to its 52-week range of 14 to 37 into February employment release.

iShares Russell 2000 (RUT) March 7 weekly call option implied volatility is at 54, March is at 31; compared to its 52-week range of 16 to 38 into February employment release.

ARK Innovation ETF (ARKK) March 7 weekly call option implied volatility is at 71, March is at 56; compared to its 52-week range of 27 to 53 into February employment release. Call put ratio 2 calls to 1 put with focus on March 7 weekly calls.

Option IV into quarter results

Broadcom (AVGO) March 7 weekly call option implied volatility is at 201, March is at 71; compared to its 52-week range of 31 to 66 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Costco (COST) March 7 weekly call option implied volatility is at 91, March is at 37; compared to its 52-week range of 16 to 33 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.3 puts.

Gap (GAP) March 7 weekly call option implied volatility is at 265, March is at 84; compared to its 52-week range of 33 to 81 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put with a focus on 3700 contracts of March 20 calls.

Movers

SpringWorks Therapeutics Inc. (SWTX) 30-day option implied volatility is at 134; compared to its 52-week range of 48 to 178. Call put ratio 4.6 calls to 1 put with a focus on March 80 and April 65 calls.

Options with decreasing option implied volatility: CAPR RILY CONY TMDX CRDO FL WBA OKTA GTLB MDB ZS
Increasing unusual option volume: BJ FEZ NGD VSCO SWTX ALGM TREE HSBC PHAT EWG
Increasing unusual call option volume: EWG VSCO ALGM NGD BJ SWTX CBRL BOOT TH DBI UDN
Increasing unusual put option volume: BJ FEZ DB VSCO HSBC MDB TAN NFE NAK BEKE BK MT PAA