Mid-session IV Report May 2, 2025

Mid-session IV Report May 2, 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: ALT PATH OKTA PARA UCO WBA

Popular stocks volume: PLTR HOOD MSTRL RDDT BABA SOFI HIMS MRNA PCX TTWO
Active options: NVDA AAPL TSLA AMZN PLTR MSFT META HOOD MSTR XYZ AMD RIOT GOOGL RDDT BABA SOFI HIMS MRNA GME

Option IV into quarter results

Palantir (PLTR) May 9 weekly call option implied volatility is at 133, May is at 105; compared to its 52-week range of 36 to 109 into the expected release of quarter results after the bell on May 5.

Vertex (VRTX) May 9 weekly call option implied volatility is at 45, May is at 40; compared to its 52-week range of 17 to 53 into the expected release of quarter results after the bell on May 5. Call put ratio 5.8 calls to 1 put.

Ares Management (ARES) May call option implied volatility is at 49, June is at 39; compared to its 52-week range of 21 to 77 into the expected release of quarter results before the bell on May 5. Call put ratio 26 calls to 1 put with a focus on September 170 calls.

Cummins (CMI) May call option implied volatility is at 43, June is at 33; compared to its 52-week range of 18 to 58 into the expected release of quarter results before the bell on May 5. Call put ratio 1 call to 2.3 puts with a focus on March options.

Ford (F) May 9 weekly call option implied volatility is at 57, May is at 45; compared to its 52-week range of 23 to 67 into the expected release of quarter results after the bell on May 5.

Diamondback (FANG) May 9 weekly call option implied volatility is at 77, May is at 55; compared to its 52-week range of 20 to 67 into the expected release of quarter results after the bell on May 5.

Tyson (TSN) May call option implied volatility is at 42, June is at 27; compared to its 52-week range of 15 to 41 into the expected release of quarter results before the bell on May 5. Call put ratio 1 call to 3.2 puts with a focus on January 47.50 puts.

Zimmer Biomet (ZBH) May call option implied volatility is at 44, June is at 35; compared to its 52-week range of 17 to 70 into the expected release of quarter results before the bell on May 5.

Clorox (CLX) May call option implied volatility is at 41, June is at 29; compared to its 52-week range of 15 to 40 into the expected release of quarter results before the bell on May 5.

On Semiconductor (ON) May 9 weekly call option implied volatility is at 98, May is at 77; compared to its 52-week range of 34 to 99 into the expected release of quarter results before the bell on May 5.

Hims & Hers Health (HIMS) May 9 weekly call option implied volatility is at 180, May is at 167; compared to its 52-week range of 47 to 145 into the expected release of quarter results after the bell on May 5.

Mattel (MAT) May call option implied volatility is at 69, June is at 45; compared to its 52-week range of 17 to 74 into the expected release of quarter results after the bell on May 5. Call put ratio 9.6 calls to 1 put with a focus on June 17 calls.

Options with decreasing option implied volatility: SNAP SMMT CFLT RBLX TWLO DUOL ROKU W ETSY ZETA TEAM FMC SOFI EL SWTX SMG ALGN SMG SFM
Increasing unusual option volume: OMEX MUB CNH TDS CP KNX JBLU MRVI
Increasing unusual call option volume: CNH OMEX JBLU MRVI ATEC NTRA EXAS CNK
Increasing unusual put option volume: CP AR GLNG ZI IRM TMC FIVN TTWO PR AZUL PR