Mid-session IV Report May 22, 2025

Mid-session IV Report May 22, 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: PBR CRWV ABR CAN CONY AGNC RITM SWTX CLBR RUN

Popular stocks volume: MSTR UNH PLTR SNOW CRWV COIN HOOD

Active options: NVDA TSLA AAPL MARA GOOGL MSTR UNH PLTR SNOW CRWV AMZN GOOG HIMS RIOT COIN AMD META HOOD MSFT GME

Gold and Oil ETF option IV flat

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 50. Call put ratio 2 calls to 1 put with focus on July calls and puts as gold trades $3288.

United States Oil Fund (USO) 30-day option implied volatility is at 36; compared to its 52-week range of 22 to 53. Call put ratio 1 call to 1.7 puts as WTI crude trades $60.80.

Proshares Ultra Dj-ubs Crude Oil (UCO) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 90. Call put ratio 3.2 calls to 1 put as WTI crude trades $60.80.

Market Vectors Oil Services Etf (OIH) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 70. Call put ratio 1 call to 10.7 puts with focus on May 30 weekly 200 puts as WTI crude trades $60.80.

Option IV into quarter results

Workday (WDAY) May 23 weekly call option implied volatility is at 170, June is at 46; compared to its 52-week range of 24 to 58 into the expected release of quarter results today after the bell.

AutoDesk (ADSK) May 23 weekly call option implied volatility is at 121, June is at 37; compared to its 52-week range of 21 to 52 into the expected release of quarter results today after the bell.

Copart (CPRT) June call option implied volatility is at 32, July is at 29; compared to its 52-week range of 16 to 41 into the expected release of quarter results today after the bell. Call put ratio 1.4 calls to 1 put with a focus on June 65 calls.

Deckers Outdoor (DECK) May 23 weekly call option implied volatility is at 245, June is at 68; compared to its 52-week range of 26 to 82 into the expected release of quarter results today after the bell. Call put ratio 2.3 calls to 1 put with a focus on May 125 calls.

Booz Allen (BAH) June call option implied volatility is at 48, July is at 47; 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 call to 2.8 puts with a focus on June 115 puts.

Pinduoduo (PDD) May 30 weekly call option implied volatility is at 73, July is at 50; compared to its 52-week range of 31 to 75 into the expected release of quarter results before the bell on May 27. Call put ratio 1.9 calls to 1 put with a focus on May 30 weekly 120 calls.

AutoZone (AZO) May 30 weekly call option implied volatility is at 32, July is at 28; compared to its 52-week range of 17 to 42 into the expected release of quarter results before the bell on May 27.

Heico (HEI) May 30 weekly call option implied volatility is at 41, July is at 37; compared to its 52-week range of 19 to 166 into the expected release of quarter results after the bell on May 27.

Okta (OKTA) May 30 weekly call option implied volatility is at 105, June is at 65; compared to its 52-week range of 28 to 77 into the expected release of quarter results after the bell on May 27.

Options with decreasing option implied volatility: TSSI DOCS UNH ZIM TGT CAVA SNOW BILI PANW KODK XP TTWO FI VOD FL JNPR
Increasing unusual option volume: GOOS NVT FHN URBN AAP AMSC NXT BBD QBTS QUBT RGTI STX
Increasing unusual call option volume: NVTS GOOS URBN MLGO AAP AMSC BBD SNOW SBSW
Increasing unusual put option volume: TAN NXT EXE URBN AAP MVST EWW SEDG RUN TM ZM