Mid-session IV Report May 16, 2025

Mid-session IV Report May 16, 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: CONY UNH IGT LYB FI SKX URGN CRWV SMLR ACAD OSCR TSLY EC VICI SCHD

Popular stocks volume: SMCI UNH MSTR COIN PLTR CRWV RGTI HIMS

Active options: TSLA NVDA GOOGL SMCI AAPL UNH GOOG AMD META ACHR MSTR COIN AMZN PLTR GRAB QUBT CRWV RGTI MARA HIMS

Movers

Netflix (NFLX) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 71. Call put ratio 1.2 calls to 1 put as share price near record high.

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 64. Call put ratio 2.2 calls to 1 put Worldwide Developers Conference (WWDC) on June 9, 2025.

Charter Communications (CHTR) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 66. Call put ratio 2.2 calls to 1 put with a focus on September calls after combining with Cox.

UnitedHealth Group (UNH) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 75. Call put ratio 1.6 calls to 1 put.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 42 to 105. Call put ratio 1.8 calls to 1 put as share price up 1.2%.

NVIDIA (NVDA) 30-day option implied volatility is at 51; compared to its 52-week range of 34 to 75. Call put ratio 1.6 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 29; compared to its 52-week range of its 52-week range of 21 to 58. Call put ratio 4.3 calls to 1 put with a focus on June calls 175 and 185 calls as share price up 1.4%.

AMD (AMD) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 88. Call put ratio 2.9 calls to 1 put with a focus on May calls as share price up 2%.

Option IV into quarter results

Home Depot (HD) May 23 weekly call option implied volatility is at 41, June is at 27; compared to its 52-week range of 17 to 49 into the expected release of quarter results before the bell on May 20. Call put ratio 2.7 calls to 1 put with a focus on May 23 weekly 380 calls.

Palo Alto (PANW) May 23 weekly call option implied volatility is at 76, June is at 43; compared to its 52-week range of 25 to 64 into the expected release of quarter results after the bell on May 20. Call put ratio 2.1 calls to 1 put with a focus on August 235 calls.

Options with decreasing option implied volatility: UNH CONY IGT KODK ADBE FI JNPR
Increasing unusual option volume: GALT TDUP INFA MBOT SEAT ACAD TSSI ARRY AEVA SPESG DOCS UNH
Increasing unusual call option volume: TDUP GALT ACAD MBOT SEAT CIVI TSSI DOCS UNH DBRG
Increasing unusual put option volume: HBAN SPESG FEZ UNH NEXT DOCS FL TTWO TSSI EQT CLX CAVA SPCE DKS AMTM MDLZ JCI ALC AMAT