Mid-session IV Report May 15, 2025

Mid-session IV Report May 15, 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: UNH TSLY ADBE BHVN DAR OGN GLL

Popular stocks volume: SMCI PLTR BABA MSTR UNH INTC BA COIN SOFI

Active options: NVDA TSLA SMCI AMD MSFT AAPL GOOGL PLTR AMZN GOOG BABA MSTR UNH INTC BA GME META COIN SOFI RGTI

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 82; compared to its 52-week range of 17 to 57. Call put ratio 1 call to 1 put as share price down 16.7%.

CVS Health (CVS) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 57. Call put ratio 1 call to 2.6 puts as share price down 1.2%.

Centene (CNC) 30-day option implied volatility is at 38; compared to its 52-week range of 12 to 47. Call put ratio 1.2 calls to 1 put as share price down 3.2%.

Cigna (CI) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 45. Call put ratio 1.1 calls to 1 put as share price down 1.5%.

Elevance Health (ELV) 30-day option implied volatility is at 38; compared to its 52-week range of 12 to 47. Call put ratio 1.2 calls to 1 put as share price down 3.4%.

Humana (HUM) 30-day option implied volatility is at 58compared to its 52-week range of 24 to 95. Call put ratio 1 call to 3.5 puts with a focus on 3303 contracts of May 215 puts as share price down 6.5%.

Molina Healthcare (MOH) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 113. Call put ratio 1.4 calls to 1 put as share price down 5.4%.

Coinbase (COIN) 30-day option implied volatility is at 64; compared to its 52-week range of 57 to 100. Call put ratio 1.3 calls to 1 put as share price down 5.3%.

Option IV into quarter results

Applied Materials (AMAT) May call option implied volatility is at 116, June is at 41; compared to its 52-week range of 28 to 71 into the expected release of quarter results today after the bell. Call put ratio 3.1 calls to 1 put with a focus on May 175 calls.

Take-Two Interactive (TTWO) May call option implied volatility is at 123, June is at 36; compared to its 52-week range of 20 to 50 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.2 puts.

Cava Group (CAVA) May call option implied volatility is at 210, June is at 64; compared to its 52-week range of 41 to 92 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put with a focus on May 100 calls.

Options with decreasing option implied volatility: FL BULL TMDX INOD SG TTD BILL AAOI LYFT PINS AFRM TOST VTLE VG ASTS NET AKAM PARA DKNG SOC ONON DBX EXPE GCT STNE SE ILMN BEKE MCHP XIFR MNST HE JD NU SONY WMT SWTX CSCO
Increasing unusual option volume: LBRT FL SHLS UNH KVYO AEVA WAY VERU NXT
Increasing unusual call option volume: SHLS LBRT FL UNH KVYO TIGR NXT NTES TUYA DLO
Increasing unusual put option volume: FL UNH HBAN KVYO FIVN VERU NXT HUM ARES TAL INMD JACK EH