Mid-session IV Report May 6, 2025

Mid-session IV Report May 6, 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: PLCE ALT MDB IOT PATH GTLB DOCU CONY WBA QURE PLCE X RDFN BITO BMY MRK ABBV AMGN WBA AZN GILD IBB PPH JNJ

Popular stocks volume: BABA MSTR WMB SMCI CELH INTC SOFI DDOG HOOD LCID

Active options: PLTR TSLA NVDA AAPL HIMS AMD AMZN META BABA MSFT MSTR WMB SMCI CELH INTC SOFI GOOGL DDOG HOOD LCID

Option IV into quarter results

Advanced Micro Devices (AMD) May 9 weekly call option implied volatility is at 119, May is at 79; compared to its 52-week range of 35 to 88 into the expected release of quarter results today after the bell. Call put ratio 1.7 calls to 1 put with a focus on May 9 weekly 100 calls.

Rivian (RIVN) May 9 weekly call option implied volatility is at 153, May is at 101; compared to its 52-week range of 57 to 105 into the expected release of quarter results today after the bell.

Arista Networks (ANET) May 9 weekly call option implied volatility is at 127, May is at 85; compared to its 52-week range of into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.8 puts with focus on May 9 weekly 66 puts.

Novo Nordisk (NVO) May 9 weekly call option implied volatility is at 99, May is at 69; compared to its 52-week range of 24 to 70 into the expected release of quarter results before the bell on May 7.

Uber (UBER) May 9 weekly call option implied volatility is at 105, May is at 66; compared to its 52-week range of 29 to 69 into the expected release of quarter results before the bell on May 7.

Walt Disney (DIS) May 9 weekly call option implied volatility is at 94, May is at 58; compared to its 52-week range of 18 to 61 into the expected release of quarter results before the bell on May 7.

Arm Holdings (ARM) May 9 weekly call option implied volatility is at 138, May is at 90; compared to its 52-week range of 43 to 99 into the expected release of quarter results after the bell on May 7. Call put ratio 1.9 calls to 1 put with a focus on June 120 calls.

AppLovin (APP) May 9 weekly call option implied volatility is at 280, May is at 168; compared to its 52-week range of 39 to 142 into the expected release of quarter results after the bell on May 7. Call put ratio 1.3 calls to 1 put.

Carvana (CVNA) May 9 weekly call option implied volatility is at 181, May is at 112; compared to its 52-week range of into the expected release of quarter results after the bell on May 7.

Axon (AXON) May call option implied volatility is at 105, June is at 59; compared to its 52-week range of 20 to 212 into the expected release of quarter results after the bell on May 7.

Vistra (VST) May 9 weekly call option implied volatility is at 112, May is at 84; compared to its 52-week range of 41 to 103 into the expected release of quarter results before the bell on May 7.

Corteva (CTVA) May call option implied volatility is at 58, June is at 31; compared to its 52-week range of 14 to 68 into the expected release of quarter results after the bell on May 7.

Teva (TEVA) May 9 weekly call option implied volatility is at 121, May is at 79; compared to its 52-week range of 28 to 72 into the expected release of quarter results before the bell on May 7.

Zillow (Z) May 9 weekly call option implied volatility is at 155, May is at 91; compared to its 52-week range of 35 to 87 into the expected release of quarter results after the bell on May 7.

Barrick Gold (GOLD) May 9 weekly call option implied volatility is at 62, May is at 47; compared to its 52-week range of 27 to 55 into the expected release of quarter results before the bell on May 7.

Options with decreasing option implied volatility: SNAP SKX WGS CRMD DUOL RBLX TEAM CE TWLO ROKU ZETA DDOG DXCM PLTR LMND ETSY AMZU TDOC FMC SFM TGTX XRX ALGN SHAK FLR SMG BBIO CELH XYZ EL HOG F CART DASH CSGP LYV SBUX META ABNB Irm HSY PRU BKNG PRU CCI ZTS MA AIG YUM ADP
Increasing unusual option volume: SHLS TDS TDUP SNDK UPWK EVGO LNTH KNX LODE
Increasing unusual call option volume: SHLS AZUL SNDK UPWK EVGO PAYX SN LODE TBCH CVE MAT GGAL
Increasing unusual put option volume: UWMC WMB FIS CVE VRTX HMC JCI HIMS CLX EVGO ESTC FAST