Mid-session IV Report May 7, 2025

Mid-session IV Report May 7, 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 SRPT IOT MDB TSLY DOCU WBA IBB RCUS AIP
Popular stocks volume: DIS SMCI UBER MSTR ET RIVN HOOD INTC MRVL UPST U

Active options: AMD NVDA PLTR DIS AAPL SMCI TSLA HIMS AMZN UBER MSTR ET RIVN HOOD INTC MRVL EOSE UPST META U

Option IV into quarter results and FOMC policy decision

Arm Holdings (ARM) May 9 weekly call option implied volatility is at 155, May is at 90; compared to its 52-week range of 43 to 99 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put with a focus on May 9 weekly 121 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 today after the bell. Call put ratio 1.6 calls to 1 put with a focus on May 9 weekly 300 calls.

Carvana (CVNA) May 9 weekly call option implied volatility is at 208, May is at 114; compared to its 52-week range of 41 to 126 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put with a focus on May 9 weekly calls.

Shopify (SHOP) May 9 weekly call option implied volatility is at 188, May is at 103; compared to its 52-week range of 32 to 105 into the expected release of quarter results before the bell on May 8. Call put ratio 1 call to 1.1 puts as share price up 1.6%.

ConocoPhillips (COP) May 9 weekly call option implied volatility is at 62, May is at 59; compared to its 52-week range of 19 to 69 into the expected release of quarter results before the bell on May 8. Call put ratio 1 call to 1.5 puts as WTI crude oil below $59.

Kenvue (KVUE) May 9 weekly call option implied volatility is at 120, May is at 52; compared to its 52-week range of 18 to 46 into the expected release of quarter results before the bell on May 8. Spreaders active in May 9 weekly 24, May 24 calls, September 23 and September 25 calls.

Warner Bros (WBD) May 9 weekly call option implied volatility is at 160, May is at 92; compared to its 52-week range of 36 to 82 into the expected release of quarter results before the bell on May 8.

Rocket Companies (RKT) May 9 weekly call option implied volatility is at 145, May is at 90; compared to its 52-week range of 43 to 102 into the expected release of quarter results after the bell on May 8. Call put ratio 4.4 calls to 1 put with a focus on May 9 weekly calls.

Trade Desk (TTD) May 9 weekly call option implied volatility is at 240, May is at 127; compared to its 52-week range of 29 to 106 into the expected release of quarter results after the bell on May 8. Call put ratio 3 calls to 1 put as share price up 2%.

Toast (TOST) May 9 weekly call option implied volatility is at 197, May is at 105; compared to its 52-week range of 37 to 89 into the expected release of quarter results after the bell on May 8. Call put ratio 2.8 calls to 1 put with a focus on June 45 calls.

Pinterest (PINS) May 9 weekly call option implied volatility is at 220, May is at 117; compared to its 52-week range of 23 to 98 into the expected release of quarter results after the bell on May 8.

Expedia (EXPE) May 9 weekly call option implied volatility is at 170, May is at 89; compared to its 52-week range of 22 to 81 into the expected release of quarter results after the bell on May 8.

Coinbase (COIN) May 9 weekly call option implied volatility is at 122, May is at 76; compared to its 52-week range of 64 to 100 into the expected release of quarter results after the bell on May 8. Call put ratio 2 calls to 1 put.

Cloudflare (NET) May 9 weekly call option implied volatility is at 220, May is at 119; compared to its 52-week range of 35 to 101 into the expected release of quarter results after the bell on May 8.

Affirm Holdings (AFRM) May 9 weekly call option implied volatility is at 227, May is at 130; compared to its 52-week range of 58 to 130 into the expected release of quarter results after the bell on May 8. Call put ratio 1.7 calls to 1 put into quarter results and outlook.

Options with decreasing option implied volatility: CFLT UPST CRMD CE TEAM DUOL ZETA LMND RBLX DDOG TWLO AMZU ROKU W TRIP FMC DXCM PLTR
Increasing unusual option volume: SEAT PRCH WW ABEV EOSE UAMY TDUP SRPT OSCR FHN LNTH
Increasing unusual call option volume: PRCH SEAT ABEV EOSE UAMY SRPT OSCR GLL TBCH ZK PLNT UUP
Increasing unusual put option volume: JMIA SRPT PLNT OSCR SABR FLUT RACE MPLX ACLS DIS TTWO RUM EMR UPST BGS