Mid-session IV Report May 12, 2025

Mid-session IV Report May 12, 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: CAPR SRPT ADBE IBB AZN WRD GME WBA SKX
Popular stocks volume: NKE HOOD SOFI SMCI BAC BP INTC MSTR MU GME

Active options: CVS UNH HUM CI AMGN GILD JNJ LLY MRK PFE SNY AZN GSK NVS BMY NVO CVS CI UNH CAH MCK COR RH W NVDA TSLA AMZN AAPL AMD PLTR META NKE GOOGL HOOD SOFI SMCI MARA BAC BP INTC MSTR MSFT MU GME

Option IV into quarter results

Simon Property Group (SPG) May call option implied volatility is at 60, June is at 29; compared to its 52-week range of 17 to 54 into the expected release of quarter results after the bell on May 12. Call put ratio 2.8 calls to 1 put with a focus on May 170 calls.

Archer Aviation (ACHR) May call option implied volatility is at 140, June is at 85; compared to its 52-week range of 50 to 168 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to put with a focus on May 9 and May 10.5 calls.

NuScale (SMR) May call option implied volatility is at 90, June is at 44; compared to its 52-week range of 82 to 159 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put.

ZoomInfo (ZI) May call option implied volatility is at 182, June is at 70; compared to its 52-week range of 29 to 103 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls to 1 put.

Rigetti (RGTI) May call option implied volatility is at 172, June is at 114; compared to its 52-week range of 20 to 229 into the expected release of quarter results after the bell on May 12. Call put ratio 2.8 calls to 1 put.

Hertz (HTZ) May call option implied volatility is at 210, June is at 123; compared to its 52-week range of 64 to 227 into the expected release of quarter results after the bell on May 12. Call put ratio 1.5 calls to 1 put.

Nu Holdings (NU) May call option implied volatility is at 92, June is at 44; compared to its 52-week range of 28 to 67 into the expected release of quarter results on May 13.

JD.com (JD) May call option implied volatility is at 85, June is at 50; compared to its 52-week range of 34 to 80 into the expected release of quarter results before the bell on May 13. Call put ratio 2.4 calls to 1 put.

On Holdings (ONON) May call option implied volatility is at 107, June is at 55; compared to its 52-week range of 34 to 86 into the expected release of quarter results before the bell on May 13.

Oklo (OKLO) May call option implied volatility is at 167, June is at 108; compared to its 52-week range of 68 to 188 into the expected release of quarter results after the bell on May 13. Call put ratio 2 calls to 1 put.

Silicon Laboratories (SLAB) May call option implied volatility is at 145, June is at 72; compared to its 52-week range of 35 to 86 into the expected release of quarter results before the bell on May 13.

Boot Barn Holdings (BOOT) May call option implied volatility is at 150, June is at 70; compared to its 52-week range of 31 to 88 into the expected release of quarter results on May 13. Call put ratio 4.3 calls to 1 put with a focus on May 120 calls.

Under Armour (UAA) May call option implied volatility is at 130, June is at 68; compared to its 52-week range of 24 to 79 into the expected release of quarter results before the bell on May 13.

Cisco (CSCO) May call option implied volatility is at 61, June is at 27; compared to its 52-week range of into the expected release of quarter results after the bell on May 14. Call put ratio 1 call to 1.4 puts.

CoreWeave (CRWV) May call option implied volatility is at 190, June is at 106; compared to its 52-week range of 101 to 158 into the expected release of quarter results after the bell on May 13. Call put ratio 2.8 calls to 1 put with a focus on May 52 and May 70 calls.

Options with decreasing option implied volatility: UPST SMCX APP ROOT CRMD BROS TTD CE PTON AAOI FSLY TMDX
Increasing unusual option volume: ABEO KOS GLL MAT INDA NICE MAG MSOX XEL OMEX
Increasing unusual call option volume: MAT NICE KOS GLL TAN MAG MSOX FLEX ARRY HHH
Increasing unusual put option volume: INDA BJ IBB PLCE TME MNDY WU NEXT EH EWY PR BXP