Mid-session IV Report May 13, 2025

Mid-session IV Report May 13, 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: ADBE HALO IGT UNH WNS NEXT ELV VOD
Popular stocks volume: COIN HOOD LUNR UBER HTZ BA JD INTC

Active options: NVDA COIN AMZN AAPL META ACHR AMD MSFT CLSK HOOD LUNR UBER GOOGL HUT HTZ BA GME JD SGMO INTC

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 48; compared to its 52-week range of 17 to 48 following CEO exit and outlook suspension. Call put ratio 1.6 calls to 1 put as share price down 16%.

United States Oil Fund (USO) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 53. Call put ratio 1 call to 1.4 puts as WTI crude trades $63.

Option IV into quarter results

Oklo (OKLO) May call option implied volatility is at 175, June is at 100; compared to its 52-week range of 68 to 188 into the expected release of quarter results today after the bell. Call put ratio 3.2 calls to 1 put with a focus on May 30 and 31 calls.

Cisco (CSCO) May call option implied volatility is at 71, June is at 28; compared to its 52-week range of into the expected release of quarter results after the bell on May 14. Call put ratio 2.1 calls to 1 put.

CoreWeave (CRWV) May call option implied volatility is at 210, 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 2.5 calls to 1 put with a focus on May 60 calls.

VinFast (VFS) May call option implied volatility is at 105, June is at 74; compared to its 52-week range of into the expected release of quarter results on May 13 with a focus on June 3 and 4 calls.

Walmart (WMT) May call option implied volatility is at 71, June is at 31; compared to its 52-week range of 13 to 50 into the expected release of quarter results before the bell on May 15.

Alibaba (BABA) May call option implied volatility is at 82, June is at 46; compared to its 52-week range of 27 to 73 into the expected release of quarter results before the bell on May 15. Call put ratio 3 calls to 1 put with a focus on 2K September 130 calls.

Deere (DE) May call option implied volatility is at 68, June is at 31; compared to its 52-week range of 17 to 56 into the expected release of quarter results before the bell on May 15. Call put ratio 2.4 calls to 1 put with a focus on June 510 calls.

Applied Materials (AMAT) May call option implied volatility is at 76, June is at 41; compared to its 52-week range of 28 to 71 into the expected release of quarter results after the bell on May 15.

NetEase (NTES) May call option implied volatility is at 77, June is at 41; compared to its 52-week range of 29 to 68 into the expected release of quarter results before the bell on May 15. Call put ratio 2.9 calls to 1 put with a focus on May 107 and June 115 calls.

Take-Two Interactive (TTWO) May call option implied volatility is at 87, June is at 36; compared to its 52-week range of 20 to 50 into the expected release of quarter results after the bell on May 15. Call put ratio 1 call to 1.2 puts into quarter results.

Cava Group (CAVA) May call option implied volatility is at 133, June is at 64; compared to its 52-week range of 41 to 92 into the expected release of quarter results after the bell on May 15. Call put ratio 3.6 calls to 1 put with a focus on May 23 weekly 100 calls.

Birkenstock (BIRK) May call option implied volatility is at 117, June is at 45; compared to its 52-week range of 32 to 64 into the expected release of quarter results before the bell on May 15. Call put ratio 1 call to 11.3 puts with a focus on May and June 50 puts.

H World (HTHT) May call option implied volatility is at 85, June is at 43; compared to its 52-week range of 25 to 84 into the expected release of quarter results before the bell on May 16.

Options with decreasing option implied volatility: HALO IGT WNS NEXT ELV
Increasing unusual option volume: IGT NEXT SHLS AVTR ODD COMM DJX ARRY GLL DDD
Increasing unusual call option volume: AVTR NEXT SHLS IGT ARRY DDD RPD DVA TAN UNH CYTK
Increasing unusual put option volume: DUK DJX XIFR NEXT UNH UAA NXT SATS VOD QYLD HMC NRG DQ