Mid-session IV Report May 30, 2025

Mid-session IV Report May 30, 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: DJT LTBR MP HOLO JNPR FDX FL SATS TAL EWZ
Popular stocks volume: MRVL UNH PDDTGT X MU XOM RDDT

Active options: NVDA TSLA MSTR PLTR CRWV MRVL UNH PDD MSFT TGT NFLX QBTS PLUG X MU XOM RDDT TEM NVTS OKLO

Movers into end of month

Netflix (NFLX) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 71. Call put ratio 1.4 calls to 1 put with a focus on May 30 weekly calls as share price near record high.

Tesla (TSLA) 30-day option implied volatility is at 62 compared to its 52-week range of 45 to 105. Call put ratio 1.5 calls to 1 put with a focus on June 6 weekly calls.

CoreWeave (CRWV) 30-day option implied volatility is at 114; compared to its 52-week range of 96 to 157. Call put ratio 1 call to 1.4 puts with a focus on May 30 weekly 105 puts.

Unity Software Inc. (U) 30-day option implied volatility is at 77 compared to its 52-week range of 46 to 122. Call put ratio 10 calls to 1 put with a focus on June 30 and August 40 calls as share price up 11%.

UnitedHealth Group (UNH) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 75. Call put ratio 3.2 calls to 1 put with a focus on June 310 calls.

Interest rate option IV flattens

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 25. Call put ratio 1.7 calls to 1 put with a focus on June 86 and 90 calls.

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 48. Call put ratio 1.6 calls to 1 put.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 6; compared to its 52-week range of 4 to 18. Call put ratio 1 call to 38 puts with a focus on a spreader of 15K contracts of July 77 and 10K contracts of 78 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 8; compared to its 52-week range of 6 to 16. Call put ratio 6.7 calls to 1 put.

Options with decreasing option implied volatility: X QBTS MSTZ IONQ BULL SMST LQDA DECK PBR OKTA ANF PSTG ELF S NTNX SMTC PATH AI M EH GAP BBY LI WDAY INTU BURL PDD KSS MRVL DKS
Increasing unusual option volume: JNPR NVTS PD ULTA HST AR PRTA WRD NTRS AMBA
Increasing unusual call option volume: ULTA NVTS ETHA VSAT SMMT WRBY HON
Increasing unusual put option volume: JNPR IQ EOSE AR TAL ETHA ESTC ULTA GAP PATH VERU CGC SATS NTAP SMMT