Mid-session IV Report May 20, 2025

Mid-session IV Report May 20, 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: ACN QBTS PBR UUP PTON MNMD RGLS WBA

Popular stocks volume: UNH RIVN SMCI HOOD HD MSTR

Active options: TSLA NVDA QBTS UNH AMD AAPL GOOGL RIVN WOLF PLTR AMZN SMCI CRWV MSFT GOOG HOOD NBIS ACHR HD MSTR

Movers

UnitedHealth Group (UNH) 30-day option implied volatility is at 58; compared to its 52-week range of 34 to 75. Call put ratio 2.8 calls to 1 put.

CoreWeave (CRWV) 30-day option implied volatility is at 125; compared to its 52-week range of 96 to 157. Call put ratio 1.5 calls to 1 put as share price near post IPO high.

U.S. Steel (X) 30-day option implied volatility is at 100; compared to its 52-week range of 32 to 116. Call put ratio 1.9 calls to 1 put with a focus on 5K contracts of June 52.50 calls.

Option IV into quarter results

Palo Alto (PANW) May 23 weekly call option implied volatility is at 105, June is at 44; compared to its 52-week range of 25 to 64 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with a focus on May 23 weekly 195 calls.

Toll Brothers (TOL) May 23 weekly call option implied volatility is at 93, June is at 45; compared to its 52-week range of 28 to 63 into the expected release of quarter results today after the bell. Call put ratio 1 call to 6.3 puts.

TJX Companies (TJX) May 23 weekly call option implied volatility is at 59, June is at 25; compared to its 52-week range of 14 to 42 into the expected release of quarter results before the bell on May 21.

Lowe’s (LOW) May 23 weekly call option implied volatility is at 58, June is at 30; compared to its 52-week range of 18 to 53 into the expected release of quarter results before the bell on May 21.

Medtronic (MDT) May 23 weekly call option implied volatility is at 55, June is at 25; compared to its 52-week range of 14 to 44 into the expected release of quarter results before the bell on May 21.

Snowflake (SNOW) May 23 weekly call option implied volatility is at 143, June is at 49; compared to its 52-week range of 35 to 81 into the expected release of quarter results after the bell on May 21.

Target (TGT) May 23 weekly call option implied volatility is at 136, June is at 54; compared to its 52-week range of 19 to 65 into the expected release of quarter results before the bell on May 21.

Baidu (BIDU) May 23 weekly call option implied volatility is at 84, June is at 46; compared to its 52-week range of 31 to 68 into the expected release of quarter results before the bell on May 21.

Zoom Communications (ZM) May 23 weekly call option implied volatility is at 106, June is at 43; compared to its 52-week range of 23 to 64 into the expected release of quarter results after the bell on May 21.

Xpeng (XPEV) May 23 weekly call option implied volatility is at 116, June is at 68; compared to its 52-week range of 62 to 121 into the expected release of quarter results before the bell on May 21. Call put ratio 3 calls to 1 put into quarter results.

V.F. Corp (VFC) May 23 weekly call option implied volatility is at 177, June is at 79; compared to its 52-week range of 41 to 112 into the expected release of quarter results before the bell on May 21. Call put ratio 5 calls to 1 put.

iQIYI (IQ) May 23 weekly call option implied volatility is at 180, June is at 81; compared to its 52-week range of 44 to 117 into the expected release of quarter results before the bell on May 21. January 2 calls active on 1400 contracts sold at 42c.

Canada Goose (GOOS) May 23 weekly call option implied volatility is at 143, June is at 65; compared to its 52-week range of 34 to 70 into the expected release of quarter results before the bell on May 21.

Options with decreasing option implied volatility: FL DOCS CONY IGT ZIM CAVA BILI NU BEKE SONY VTRS TTWO WB WMT CSCO DE WBA
Increasing unusual option volume: AXL JWN AS MLGO CARR PSNY ARQQ TK OMEX UNH
Increasing unusual call option volume: AS MLGO HOG ARQQ OMEX UNH XEL BBD
Increasing unusual put option volume: JWN CARR WOLF TCOM