Mid-session IV Report May 1, 2025

Mid-session IV Report May 1, 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: HOLO OKTA CEP BULL ALT MTCH BITO

Popular stocks volume: HOOD PLTR MSTR SOFI SMCI AVGO SNAP TSM PYPL CVS INTC

Active options: NVDA TSLA MSFT META HOOD AAPL PLTR AMZN AMD MSTR SOFI SMCI AVGO GOOGL SNAP MARA TSM PYPL CVS INTC

Option IV into quarter results

Apple (AAPL) May 2 weekly call option implied volatility is at 97, May is at 41; compared to its 52-week range of 16 to 64 into the expected release of quarter results today after the bell. Call put ratio 1.6 calls to 1 put with a focus on May 2 weekly calls.

Amazon (AMZN) May 2 weekly call option implied volatility is at 140, May is at 51; compared to its 52-week range of 22 to 63 into the expected release of quarter results today after the bell.

Airbnb (ABNB) May 2 weekly call option implied volatility is at 180, May is at 64; compared to its 52-week range of 25 to 70 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts with a focus on May 2 weekly puts.

Atlassian (TEAM) May 2 weekly call option implied volatility is at 296, May is at 99; compared to its 52-week range of 29 to 100 into the expected release of quarter results after the bell on May 1. Call put ratio 1 call to 1 put.

ExxonMobil (XOM) May 2 weekly call option implied volatility is at 64, May is at 34; compared to its 52-week range of 17 to 53 into the expected release of quarter results before the bell on May 2.

Chevron (CVX) May 2 weekly call option implied volatility is at 63, May is at 34; compared to its 52-week range of 16 to 58 into the expected release of quarter results before the bell on May 2.

Cigna (CI) May 2 weekly call option implied volatility is at 110, May is at 41; compared to its 52-week range of 16 to 45 into the expected release of quarter results before the bell on May 2. Call put ratio 1 call to 3.7 puts with a focus on May 2 weekly puts.

Apollo Global (APO) May 2 weekly call option implied volatility is at 134, May is at 55; compared to its 52-week range of 26 to 86 into the expected release of quarter results before the bell on May 2.
Call put ratio 1 call to 4.2 puts with a focus on May 2 weekly 138 puts as share price up 2.2%.

Dupont (DD) May 2 weekly call option implied volatility is at 140, May is at 48; compared to its 52-week range of 14 to 73 into the expected release of quarter results before the bell on May 2. Call put ratio 1 call to 3.4 puts with a focus on 1500 contracts of June 52.50 puts.

Chewy (CHWY) 30-day option implied volatility is at 50; compared to its 52-week range of 40 to 128. Call put ratio 1.2 calls to 1 put with a focus on May 2 weekly 40 calls as share price down 2.2%.

Options with decreasing option implied volatility: SNAP SWTX HTZ TAL VRNA SPOT CLS SOFI ETSY HAS MBLY HUM STX PYPL NOW EW WDC CMG SKX NEM WBA GOOG GOOGL TSCO CNC DPZ CDNS FLG SBUX UPS
Increasing unusual option volume: TAL OMEX AMCR HPP WW LFMD ATEC ODD HHH
Increasing unusual call option volume: TAL WW AMCR OMEX CNH MAT FRSH ODD ACI NEO WEN SONY CX SSRM
Increasing unusual put option volume: WGS WEN SCCO VNQ IP BBIO URNM BXP TTE SNAP FSLR NE