Mid-session IV Report May 29, 2025

Mid-session IV Report May 29, 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: EWZ DJT LTBR SOC HOLO MP JNPR FDX SWTX
Popular stocks volume: GME PLTR AI UBER CRWV SMCI AVGO MSTR CRM SOFI

Active options: NVDA TSLA AAPL GME PLTR AMZN AI UBER CRWV SMCI AMD AVGO MSTR META CRM EOSE GOOGL AGNC SOFI GOOG

Option IV after quarter results

NVDIDIA (NVDA) May 30 weekly call option implied volatility is at 62, June is at 40; compared to its 52-week range of 34 to 89 as share price up after quarter results and outlook. Call put ratio 1.5 calls to 1 put with a focus on May 30 weekly 140 calls and puts.

Salesforce (CRM) May 30 weekly call option implied volatility is at 60, June is at 33; compared to its 52-week range of 23 to 58. Call put ratio 1.4 calls to 1 put with a focus on May 30 weekly 260 calls and puts.

Option IV into quarter results

Costco (COST) May 30 weekly call option implied volatility is at 72, June is at 28; compared to its 52-week range of 17 to 43 into the expected release of quarter results today after the bell.

Dell (DELL) May 30 weekly call option implied volatility is at 184, June is at 60; compared to its 52-week range of 33 to 86 into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) May 30 weekly call option implied volatility is at 225, June is at 79; compared to its 52-week range of 36 to 103 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 30 weekly 60 calls.

Zscaler (ZS) May 30 weekly call option implied volatility is at 143, June is at 46; compared to its 52-week range of 31 to 72 into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) May 30 weekly call option implied volatility is at 155, June is at 49; compared to its 52-week range of 23 to 62 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put.

Gap (GAP) May 30 weekly call option implied volatility is at 263, June is at 74; compared to its 52-week range of 33 to 93 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts with a focus on June 28 puts.

Ambarella (AMBA) May 30 weekly call option implied volatility is at 277, June is at 80; compared to its 52-week range of 36 to 89 into the expected release of quarter results today after the bell.

American Eagle (AEO) May 30 weekly call option implied volatility is at 212, June is at 77; compared to its 52-week range of 32 to 80 into the expected release of quarter results today after the bell. Call put ratio 6.8 calls to 1 put with a focus on August 12 calls.

Pager Duty (PD) June call option implied volatility is at 80, July is at 64; compared to its 52-week range of 29 to 70 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.3 puts with a focus on June 15 puts.

Shoe Carnival (SCVL) June call option implied volatility is at 67, July is at 58; compared to its 52-week range of 33 to 80 into the expected release of quarter results before the bell on May 30. Call put ratio 1.4 calls to 1 put with a focus on June 25 calls.

Movers

Boeing (BA) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 75. Call put ratio 3.2 calls to 1 put with a focus on January 230, 240, 260 and 270 calls as share price up 3.8%.

AppLovin (APP) 30-day option implied volatility is at 73; compared to its 52-week range of 40 to 142. Call put ratio 2.3 calls to 1 put with a focus on May 30 weekly calls.

Options with decreasing option implied volatility: X SMST MSTZ DECK HSAI AAP OKTA PSTG ANF SNOW NVDX NVDL S SMTC KSS NTNX ELF WDAY M URBN BBY BBWI NVDA BJ PDD INTU DKS ROST HPQ BAH
Increasing unusual option volume: NVTS WRD KNX ETHA ABEV EWY VEEV HYLN MLCO NTNX EOSE
Increasing unusual call option volume: NVTS KNX ETHA VEEV EWY AS MLCO TALK RRC XNET CAL FHN NTNX S SFIX
Increasing unusual put option volume: EH EOSE KOS NTNX S NXT AI NEXT BURL SOC GTM SONY TMC ELF PARA RRC CRM