Mid-session IV Report May 28, 2025

Mid-session IV Report May 28, 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 DJT SMR SWTX UEC HOLO FDX NKE PARA AMGN JNPR JOBY U GRAB X EEM EWJ

Popular stocks volume: AMC ANF GOOG CRWV COIN INTC DJT MSFT AVGO CELH U

Active options: GME AAPL NVDA AMC AMZN GOOGL ANF GOOG CRWV AMD COIN ACHR META BBAI INTC FUBO DJT MSFT AVGO CELH

Option IV into quarter results

NVDIDIA (NVDA) May 30 weekly call option implied volatility is at 116, June is at 52; compared to its 52-week range of 34 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put with a focus on May 30 weekly calls.

Salesforce (CRM) May 30 weekly call option implied volatility is at 125, June is at 49; compared to its 52-week range of 23 to 58 into the expected release of quarter results today after the bell.

Agilent (A) June call option implied volatility is at 45, July is at 39; compared to its 52-week range of 20 to 60 into the expected release of quarter results today after the bell. Call put ratio 18 calls to 1 put with a focus on June 115 and 120 calls.

HP Inc (HPQ) May 30 weekly call option implied volatility is at 110, June is at 47; compared to its 52-week range of 23 to 72 into the expected release of quarter results today after the bell.

Nutanix (NTNX) June call option implied volatility is at 64, July is at 50; compared to its 52-week range of 28 to 68 into the expected release of quarter results today after the bell.

Pure Storage (PSTG) June call option implied volatility is at 72, July is at 59; compared to its 52-week range of 33 to 85 into the expected release of quarter results today after the bell. Call put ratio 14.7 calls to 1 put with a focus on June 60 calls.

C3.ai (AI) May 30 weekly call option implied volatility is at 220, June is at 89; compared to its 52-week range of 44 to 99 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put as share price down 2.5%.

Costco (COST) May 30 weekly call option implied volatility is at 57, June is at 27; compared to its 52-week range of 17 to 43 into the expected release of quarter results after the bell on May 29.

Dell (DELL) May 30 weekly call option implied volatility is at 145, June is at 60; compared to its 52-week range of 33 to 86 into the expected release of quarter results after the bell on May 29.

Marvell Technology (MRVL) May 30 weekly call option implied volatility is at 180, June is at 79; compared to its 52-week range of 36 to 103 into the expected release of quarter results after the bell on May 29. Call put ratio 3.3 calls to 1 put with a focus on June 64, 75 and 85 calls.

Zscaler (ZS) May 30 weekly call option implied volatility is at 114, June is at 47; compared to its 52-week range of 31 to 72 into the expected release of quarter results after the bell on May 29.

Ulta Beauty (ULTA) May 30 weekly call option implied volatility is at 112 , June is at 47; compared to its 52-week range of 23 to 62 into the expected release of quarter results after the bell on May 29.

Li Auto (LI) May 30 weekly call option implied volatility is at 149, June is at 65; compared to its 52-week range of 45 to 86 into the expected release of quarter results before the bell on May 29.

Burlington Stores (BURL) May 30 weekly call option implied volatility is at 148, June is at 59; compared to its 52-week range of 22 to 63 into the expected release of quarter results before the bell on May 29. Call put ratio 1 call to 3.8 puts with a focus on June 195 puts.

Hormel (HRL) May 30 weekly call option implied volatility is at 84, June is at 32; compared to its 52-week range of 16 to 36 into the expected release of quarter results before the bell on May 29.

Best Buy (BBY) May 30 weekly call option implied volatility is at 130, June is at 51; compared to its 52-week range of 22 to 77 into the expected release of quarter results before the bell on May 29.

Gap (GAP) May 30 weekly call option implied volatility is at 200, June is at 74; compared to its 52-week range of 33 to 93 into the expected release of quarter results after the bell on May 29.

Bath & Body Works (BBWI) May 30 weekly call option implied volatility is at 136, June is at 57; compared to its 52-week range of 29 to 74 into the expected release of quarter results before the bell on May 29.

Ambarella (AMBA) May 30 weekly call option implied volatility is at 220, June is at 79; compared to its 52-week range of 36 to 89 into the expected release of quarter results after the bell on May 29.

American Eagle (AEO) May 30 weekly call option implied volatility is at 150, June is at 80; compared to its 52-week range of 32 to 80 into the expected release of quarter results after the bell on May 29. Call put ratio 1 call to 4.2 puts with a focus on a spreader of May 30 weekly 11.5 and 13 puts.

Pager Duty (PD) June call option implied volatility is at 71, July is at 53; compared to its 52-week range of 29 to 70 into the expected release of quarter results after the bell on May 29. Call put ratio 1 call to 7.4 puts with a focus on June 15 puts.

Cracker Barrel (CBRL) June call option implied volatility is at 62, July is at 59; compared to its 52-week range of 39 to 92 into the expected release of quarter results on May 29. Call put ratio 3.9 calls to 1 put with a focus on June 75 calls.

Kohl’s (KSS) May 30 weekly call option implied volatility is at 245, June is at 104; compared to its 52-week range of 40 to 105 into the expected release of quarter results before the bell on May 29. Call put ratio 15.5 calls to 1 put with a focus on May 30 weekly 8.5 calls.

Options with decreasing option implied volatility: VNET X AAP OKTA VFC DECK VFC SNOW ANF TGT ZM WDAY WSM PANW URBN M INTU BJ ROST ADSK TJX
Increasing unusual option volume: U NVTS WRD BOX ETHA JOBY WEN UNM RCKT ANF SLDP AAP
Increasing unusual call option volume: NVTS ETHA JOBY ANF RCKT AAP QRVO SLDP PNC CPRT
Increasing unusual put option volume: WEN HBAN USAR AS FLNC M ANF OKTA JOBY CZR AMC DKS ACN DJT NTES TM OKLO