Mid-session IV Report May 27, 2025

Mid-session IV Report May 27, 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: GME LTBR NNE PTON RUN IONQ DJT UEC FDX PARA HOLO NKE FLR ABR AMGN SCHD ALT WRD COMM GME FIP FDX MU NKE FRO

Popular stocks volume: GME AMC PLTR CRWV DJT MSTR PDD SMCI SOFI X

Active options: TSLA NVDA AAPL GME AMC PLTR CRWV DJT AMZN MSTR AMD PDD GOOGL SMCI RGTI MARA SOFI X UNH

Movers

Palantir (PLTR) 30-day option implied volatility is at 58; compared to its 52-week range of 36 to 109. Call put ratio 1.9 calls to 1 put with a focus on May 130 weekly 150 calls as share price up 2.8%.

CoreWeave (CRWV) 30-day option implied volatility is at 130; compared to its 52-week range of 96 to 157. Call put ratio 1.6 calls to 1 put as share price up 15.7%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 54; compared to its 52-week range of 40 to 114. Call put ratio 2.1 calls to 1 put with a focus on May 30 weekly 13.50 calls.

UnitedHealth Group (UNH) 30-day option implied volatility is at 48; compared to its 52-week range of 17 to 75. Call put ratio 3.3 calls to 1 put with a focus on January 270 calls as share price down 1.6%.

FICO (FICO) 30-day option implied volatility is at 52; compared to its 52-week range of 27 to 70. Call put ratio 1 call to 1.4 puts with a focus on June puts as share price down 8.8%.

Equifax (EFX) 30-day option implied volatility is at 34; compared to its 52-week range of 22 to 59. Call put ratio 1 call to 50 puts with a focus on June 250 puts as share price down 0.6%.

Option IV into quarter results

Okta (OKTA) May 30 weekly call option implied volatility is at 150, June is at 66; compared to its 52-week range of 28 to 77 into the expected release of quarter results today after the bell.

NVDIDIA (NVDA) May 30 weekly call option implied volatility is at 94, June is at 50; compared to its 52-week range of 34 to 89 into the expected release of quarter results after the bell on May 28.

Salesforce (CRM) May 30 weekly call option implied volatility is at 105, June is at 48; compared to its 52-week range of 23 to 58 into the expected release of quarter results after the bell on May 28.

Agilent (A) June call option implied volatility is at 45, July is at 38; compared to its 52-week range of 20 to 60 into the expected release of quarter results after the bell on May 28. Call put ratio 15.5 calls to 1 put with a focus on June 110 calls as share price up 2.5%.

HP Inc (HPQ) May 30 weekly call option implied volatility is at 90, June is at 45; compared to its 52-week range of 23 to 72 into the expected release of quarter results after the bell on May 28.

Nutanix (NTNX) June call option implied volatility is at 64, July is at 51; compared to its 52-week range of 28 to 68 into the expected release of quarter results after the bell on May 28.

Pure Storage (PSTG) June call option implied volatility is at 74, July is at 60; compared to its 52-week range of 33 to 85 into the expected release of quarter results after the bell on May 28.

Dicks Sporting Goods (DKS) May 30 weekly call option implied volatility is at 100, June is at 51; compared to its 52-week range of 27 to 79 into the expected release of quarter results before the bell on May 28.

Abercrombie & Fitch (ANF) May 30 weekly call option implied volatility is at 190, June is at 87; compared to its 52-week range of 41 to 94 into the expected release of quarter results before the bell on May 28.

Capri Holdings (CPRI) May 30 weekly call option implied volatility is at 144, June is at 69; compared to its 52-week range of 26 to 160 into the expected release of quarter results before the bell on May 28.

Macy’s (M) May 30 weekly call option implied volatility is at 130, June is at 64; compared to its 52-week range of34 to 90 into the expected release of quarter results before the bell on May 28.

C3.ai (AI) May 30 weekly call option implied volatility is at 186, June is at 91; compared to its 52-week range of 44 to 99 into the expected release of quarter results after the bell on May 28. Call put ratio 2 calls to 1 put as share price up 5.9%.

Options with decreasing option implied volatility: TGT X DECK SNOW AAP YANG VFC ZM PANW WDAY ROST WSM INTU BJ ADSK JNPR
Increasing unusual option volume: NVTS CNK RCKT PSQH ARQQ HST WIX COMM
Increasing unusual call option volume: CNK NVTS RCKT URBN PSQH ARQQ UEC XNET
Increasing unusual put option volume: DAN DKS SLG CONY PL HIVE NTNX CIEN FLR BJ