Mid-session IV Report March 7, 2025

Mid-session IV Report March 7, 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: PR WFC MS FITB JPM AGNC JNPR

Popular stocks volume: AVGO PLTR BABA MSTR WBA HOOD AAL MRVL SMCI INTC NFLX

Active options: NVDA TSLA AVGO AAPL PLTR BABA MSTR LUNR AMZN AMD META WBA HOOD AAL MRVL GOOGL SMCI MSFT INTC NFLX

Option IV

SPDR S&P 500 ETF Trust (SPY) March 14 weekly call option implied volatility is at 27, March is at 24; compared to its 52-week range of 10 to 29.

PowerShares QQQ Trust (QQQ) March 14 weekly call option implied volatility is at 34, March is at 33; compared to its 52-week range of 14 to 37.

iShares Russell 2000 (RUT) March 14 weekly call option implied volatility is at 34, March is at 32; compared to its 52-week range of 16 to 38. Call put ratio 1 call to 1.9 puts.

ARK Innovation ETF (ARKK) March 7 weekly call option implied volatility is at 59, March is at 60; compared to its 52-week range of 27 to 53. Call put ratio 1.3 calls to 1 put.

Option IV into quarter results

Oracle (ORCL) March 14 weekly call option implied volatility is at 90, March is at 69; compared to its 52-week range of 19 to 57 into the expected release of quarter results after the bell on March 10. Call put ratio 2.6 calls to 1 put with a focus on March 14 weekly calls.

Asana (ASAN) March 14 weekly call option implied volatility is at 180, March is at 134; compared to its 52-week range of 41 to 100 into the expected release of quarter results after the bell on March 10. Call put ratio 4.3 calls to 1 put with a focus on March 14 weekly calls.

Vail Resorts (MTN) March call option implied volatility is at 55, April is at 44; compared to its 52-week range of 21 to 238 into the expected release of quarter results after the bell on March 10. Call put ratio 9.2 calls to 1 put with a focus on March 180 calls.

BioNTech (BNTX) March call option implied volatility is at 76, April is at 65; compared to its 52-week range of 27 to 64 into the expected release of quarter results before the bell on March 10. Call put ratio 1 calls to 3.6 puts with a focus on March puts.

Dick’s Sporting Goods (DKS) March 14 weekly call option implied volatility is at 98, March is at 78; compared to its 52-week range of 25 to 61 into the expected release of quarter results before the bell on March 11.

Adobe Systems (ADBE) March 14 weekly call option implied volatility is at 82, March is at 65; compared to its 52-week range of 23 to 50 into the expected release of quarter results after the bell on March 12. Call put ratio 1.6 calls to 1 put into quarter results.

Options with decreasing option implied volatility: WBA CAPR CRDO FL OKTA EDR GTLB TGTX GCT MDB IOT ANF CONY SE ZS GAP TGT BURL BBY
Increasing unusual option volume: CNH AMPL VSCO TXT TUYA GAP CMA HPE RLX DB SWBI SPGI AQST RC CIVI AVGX TAN YUM PEG
Increasing unusual call option volume: VSCO AMPL SPGI YUM GAP CIVI TAN AQST GH AVTR TUYA
Increasing unusual put option volume: CMA HPE DB MT BBIO BJ KDP EH SIL IOT GAP CSCO EXE