Mid-session IV Report May 5, 2025

Mid-session IV Report May 5, 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: ALT IOT SWTX WBA MDB MSTY PARA DOCU LQDA HELE UAA CRWD HPE HUN WBA ABR AAPL SNY XDS

Popular stocks volume: PLTR MSTR HIMS HOOD SOFI BAC X RIOT BKR.B

Active options: TSLA NVDA AAPL PLTR AMZN MSTR AMD META MARA HIMS HOOD MSFT NFLX SOFI BAC X RIOT BKR.B LCID GOOGL

Mover

Netflix (NFLX) 30-day option implied volatility is at 35; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1.9 puts with a focus on May 9 weekly 1060 puts as share price down 1.6%.

Option IV into quarter results

Palantir (PLTR) May 9 weekly call option implied volatility is at 166, May is at 115; compared to its 52-week range of 36 to 109 into the expected release of quarter results after the bell on May 5.

Hims & Hers Health (HIMS) May 9 weekly call option implied volatility is at 230, May is at 169; compared to its 52-week range of 47 to 145 into the expected release of quarter results today after the bell.

Advanced Micro Devices (AMD) May 9 weekly call option implied volatility is at 103, May is at 73; compared to its 52-week range of 35 to 88 into the expected release of quarter results after the bell on May 6. Call put ratio 3.2 calls to 1 put with a focus on January 110 calls.

Marriott (MAR) May 9 weekly call option implied volatility is at 56, May is at 42; compared to its 52-week range of 18 to 69 into the expected release of quarter results before the bell on May 6. Call put ratio 1 call to 4.3 puts with a focus on May 210 and 220 puts.

Rivian (RIVN) May 9 weekly call option implied volatility is at 133, May is at 95; compared to its 52-week range of 57 to 105 into the expected release of quarter results after the bell on May 6.

Data Dog (DDOG) May 9 weekly call option implied volatility is at 130, May is at 87; compared to its 52-week range of 30 to 84 into the expected release of quarter results before the bell on May 6.

Options with decreasing option implied volatility: SNAP SKX CFLT WGS RBLX TWLO RBLX TEAM DUOL
Increasing unusual option volume: SKX CNK FNGR OMEX LNTH HHH EWY FND
Increasing unusual call option volume: SKX CNK FNGR EWY OMEX WW DBI HHH BCRX JETS NEO
Increasing unusual put option volume: TSN FND SKX IRM DJX INMD EWT TMC SNY SCHD DRI