Mid-session IV Report May 21, 2025

Mid-session IV Report May 21, 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 PBR COP UNH BITO UUP

Popular stocks volume: PANW MSTR SOFI SMCI RIVN BIDU CRWV

Active options: AAPL TSLA AMZN GOOGL PANW PLTR AMD GOOG MSTR SOFI SMCI RIVN BIDU ACHR META SBSW MARA CRWV

CoreWeave (CRWV) 30-day option implied volatility is at 134; compared to its 52-week range of 96 to 157. Call put ratio 2.1 calls to 1 put with a focus on May 23 weekly calls as share price up 12.9%.

Option IV into quarter results

Snowflake (SNOW) May 23 weekly call option implied volatility is at 163, June is at 60; compared to its 52-week range of 35 to 81 into the expected release of quarter results today after the bell.

Zoom Communications (ZM) May 23 weekly call option implied volatility is at 120, June is at 52; compared to its 52-week range of 23 to 64 into the expected release of quarter results today after the bell.

Intuit (INTU) May 23 weekly call option implied volatility is at 87, June is at 35; compared to its 52-week range of 21 to 50 into the expected release of quarter results after the bell on May 22.

Analog Devices (ADI) May 23 weekly call option implied volatility is at 83, June is at 38; compared to its 52-week range of 21 to 70 into the expected release of quarter results before the bell on May 22. Call put ratio 3.8 calls to 1 put with a focus on May 23 weekly 235 and 240 calls.

Workday (WDAY) May 23 weekly call option implied volatility is at 128, June is at 44; compared to its 52-week range of 24 to 58 into the expected release of quarter results after the bell on May 22.

AutoDesk (ADSK) May 23 weekly call option implied volatility is at 95, June is at 35; compared to its 52-week range of 21 to 52 into the expected release of quarter results after the bell on May 22.

Copart (CPRT) June call option implied volatility is at 29, July is at 28; compared to its 52-week range of 16 to 41 into the expected release of quarter results after the bell on May 22. Call put ratio 1 call to 19 puts with a focus on June 60 puts.

Deckers Outdoor (DECK) May 23 weekly call option implied volatility is at 179, June is at 65; compared to its 52-week range of 26 to 82 into the expected release of quarter results after the bell on May 22. Call put ratio 1.8 calls to 1 put with a focus on June 140 and 160 calls as share price down 2.1%.

Ralph Lauren (RL) June call option implied volatility is at 50, July is at 40; compared to its 52-week range of 24 to 80 into the expected release of quarter results before the bell on May 22.

Advance Auto Parts (AAP) May 23 weekly call option implied volatility is at 209, June is at 76; compared to its 52-week range of 37 to 95 into the expected release of quarter results before the bell on May 22.

Booz Allen (BAH) June call option implied volatility is at 44, July is at 33; compared to its 52-week range of 19 to 62 into the expected release of quarter results before the bell on May 23. Call put ratio 1.7 calls to 1 put with a focus on June 130 calls.

Options with decreasing option implied volatility: FL DOCS TSSI BTDR SMCI ZIM TGT GDS CAVA BILI CONY PANW BITO TTWO BABA CSCO VOD
Increasing unusual option volume: GOOS HYLN QURE LAES QXO WRBY SMLR UNH PANW XNET
Increasing unusual call option volume: REAL GOOS LAES SMLR SBSW UNH LHX QXO PANW AS SGOL
Increasing unusual put option volume: WOLF EQT CRMD HPP UNH CARR PANW BAM RILY LAES EWJ ACB TGT