Mid-session IV Report May 8, 2025

Mid-session IV Report May 8, 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: CAPR PLCE SRPT IOT MDB CONY IBB CODI
Popular stocks volume: HOOD SMCI INTC APP PFE SHOP GME

Active options: NVDA TSLA PLTR AMD GOOGL AAPL HOOD SMCI INTC GOOG QBTS MSTR AMZN META HIMS MSFT APP PFE SHOP GME

Movers

Boeing (BA) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 75. Call put ratio 3.7 calls to 1 put with focus on May 9 weekly calls as share price up 2.8%.

Strategy (MSTR) 30-day option implied volatility is at 67; compared to its 52-week range of 65 to 221. Call put ratio 1.4 calls to 1 put as Bitcoin trades above $99K.

Option IV into quarter results

Rocket Companies (RKT) May 9 weekly call option implied volatility is at 185, May is at 93; compared to its 52-week range of 43 to 102 into the expected release of quarter results today after the bell. Call put ratio 1 call to 2.7 puts with focus on May 9 weekly 11.50 puts.

Trade Desk (TTD) May 9 weekly call option implied volatility is at 303, May is at 128; compared to its 52-week range of 29 to 106 into the expected release of quarter results today after the bell. Call put ratio 3 calls to 1 put as share price up 2%.

Toast (TOST) May 9 weekly call option implied volatility is at 240, May is at 107; compared to its 52-week range of 37 to 89 into the expected release of quarter results today after the bell. Call put ratio 2.1 calls to 1 put as share price up 3.5%.

Pinterest (PINS) May 9 weekly call option implied volatility is at 290, May is at 121; compared to its 52-week range of 23 to 98 into the expected release of quarter results today after the bell.

Expedia (EXPE) May 9 weekly call option implied volatility is at 220, May is at 92; compared to its 52-week range of 22 to 81 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.6 puts as share price up 1.6%.

Coinbase (COIN) May 9 weekly call option implied volatility is at 155, May is at 77; compared to its 52-week range of 64 to 100 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Cloudflare (NET) May 9 weekly call option implied volatility is at 250, May is at 114; compared to its 52-week range of 35 to 101 into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) May 9 weekly call option implied volatility is at 297, May is at 130; compared to its 52-week range of 58 to 131 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.1 puts as share price up 5.9%.

Options with decreasing option implied volatility: UPST CRMD SKX BMBL APP MGNI BROS TWLO ROOT ZETA CE IPE TEAM PTON LMND TRIP ROKU SYM DUOL DDOG OSCR SEDG U ABR UCO FLR RIVN SPHR JCI SWKS ANET TEVA DASH GENI CART EA DIS CPNG SKWS ANET CROX CG AMZN TPR EMR WYNN DD F MELI CLX UBER VTRS
Increasing unusual option volume: BBD FHN INFA DOC CRON ASTL CYH PLCE FLNC
Increasing unusual call option volume: BBD ASTL CRON PLCE SN CX FLNC MSOX WWW BORR LPSN
Increasing unusual put option volume: ADMA ASPN MSOS PR BE FLNC CVE GXO TAP AXON