Mid-session IV Report May 14, 2025

Mid-session IV Report May 14, 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: GME UNH ADBE WBA SEPN SMCX TSLY AMDL TDUP AMD LBTYA NOK

Popular stocks volume: SOFI UNH MSTR COIN INTC HOOD

Active options: NVDA TSLA AMD SMCI PLTR AAPL MSFT GOOGL SOFI UNH AMZN META MSTR GOOG COIN OKLO BBAI INTC SOUN HOOD

Movers

Palantir (PLTR) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 109. Call put ratio 2 calls to 1 put as share price near record high.

AppLovin (APP) 30-day option implied volatility is at 75; compared to its 52-week range of 38 to 142. Call put ratio 6.4 calls to 1 put with a focus on June 400 calls.

Coinbase (COIN) 30-day option implied volatility is at 65; compared to its 52-week range of 57 to 100. Call put ratio 1.8 calls to 1 put with a focus on May 237.50 calls.

Option IV into quarter results

Cisco (CSCO) May call option implied volatility is at 86, June is at 28; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1.8 calls to 1 put.

CoreWeave (CRWV) May call option implied volatility is at 247, June is at 108; 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 2.2 calls to 1 put with a focus on May 70 calls.

Walmart (WMT) May call option implied volatility is at 83, 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 102, June is at 48; 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 4.3 calls to 1 put with a focus on May 135 and June 140 calls.

Deere (DE) May call option implied volatility is at 80, 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 1 call to 1 put.

Applied Materials (AMAT) May call option implied volatility is at 90, 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 90, June is at 42; 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 1.6 calls to 1 put with a focus on June 110 calls.

Take-Two Interactive (TTWO) May call option implied volatility is at 99, 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 1.7 calls to 1 put into quarter results.

Cava Group (CAVA) May call option implied volatility is at 161, 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 3.7 calls to 1 put with a focus on May and June 100 calls.

Birkenstock (BIRK) May call option implied volatility is at 140, June is at 47; 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 4.9 calls to 1 put with a focus on May and June calls.

H World (HTHT) May call option implied volatility is at 77, June is at 45; 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: TMDX INOD RDFN ROOT ASPN BILL FLNC BROS BULL SG FSLY TTD AAOI APP AXON PINS MGNI GRPN LYFT
Increasing unusual option volume: NXT AKRO SPRY BHF EXEL FNGR SATS FND DT FBL
Increasing unusual call option volume: NXT SPRY EXEL SATS SONO FNGR GLL HALO TDUP AMDL
Increasing unusual put option volume: FND AEO FL CF EXEL TAN SATS ARCC NEXT GRAL NMM URA