To The Moon

$Advanced Micro Devices(AMD)$ shares closed at $503.89, up 7.78% on the session. Recent swings in AMD’s share price have fueled elevated activity in the options market. Over the past three trading sessions, large block trades have largely reflected a cautious tone, dominated by selling far-dated out-of-the-money call options and buying out-of-the-money puts, alongside a smaller number of bullish wagers targeting a near-term rebound. Options Metrics Implied Volatility (IV): Current implied volatility stands at 67.97%, while its historical percentile has climbed to 86.45%, indicating options pricing is elevated relative to historical norms and that contracts remain relatively expensive. Call/Put Volume Ratio: The call-to-put volume ratio stands at 1.

MU shares closed at $751.00 on Monday, down 1.46%, as unusual activity in the company’s options market pointed to diverging views on the chipmaker’s near- and medium-term outlook. Over recent sessions, traders have simultaneously accumulated large positions in longer-dated deep-in-the-money call options and near-dated deep out-of-the-money put options, with combined premium exceeding $25 million. The positioning suggests investors remain constructive on Micron’s medium-term trajectory while seeking protection against potential short-term downside risks. Elevated Volatility Signals Expensive Option Pricing Micron’s options market continues to reflect elevated volatility expectations. As of May 25, 2026, the stock’s implied volatility stood at 95.18%, while its IV percentile reached 96.41%,

Intel shares closed at $118.96, up 7.36% on the session. Following the stock’s sharp recent rally, investor sentiment has turned increasingly bullish. Activity in the options market has also accelerated, with large block trades over the past three sessions dominated by call buying. One trade involving nearly 10,000 contracts of $195 strike calls drew particular attention. Options Indicators Point to Elevated Bullish Positioning Implied volatility (IV), a key gauge of expected future price swings in the options market, currently stands at 88.08% for Intel options. The stock’s IV percentile has climbed to 99.20%, indicating that implied volatility is near historical extremes. The elevated readings suggest traders are pricing in significant future price movement, making options comparatively

QQQ closed at $705.88, down 0.43% on the session. Options activity in the Nasdaq-100 ETF has accelerated over the past three trading days, with block trades revealing increasingly complex positioning across time horizons. While implied volatility remains near historical averages, institutional flows suggest a market split between near-term volatility bets and a more defensive medium- to long-term outlook. Implied Volatility and Positioning QQQ’s current implied volatility stands at 21.99%, with its IV percentile at 39.84%, placing volatility expectations within a historically neutral range. Options pricing therefore suggests the market is not currently assigning elevated odds to outsized moves relative to recent history. The put-to-call ratio stands at 0.99, pointing to broadly balanced di

$NVIDIA(NVDA)$ is scheduled to report quarterly earnings after the U.S. market closes on May 20, 2026, with investors closely watching whether AI-chip demand and earnings momentum can continue to outpace guidance. The stock last traded at $222.32. Consensus expectations point to another blockbuster quarter: Revenue is projected at $78.80 billion, up 81.9% year-over-year. Earnings per share are expected to reach $1.758, up 88.4% from a year earlier. EBIT is forecast at $51.67 billion, representing 90.9% annual growth. Source: Tiger Trade App Options Market Prices in a 7% Earnings Move Options expiring on May 22, 2026 — the first expiration following earnings — imply elevated volatility around the event. Current implied volatility for the weekly ten

$Apple(AAPL)$ closed at $300.23, up 0.68%. Recent activity in Apple’s options market points to a complex positioning backdrop characterized by near-term caution and longer-term optimism. Institutional traders have established a sizable bearish call spread structure by selling out-of-the-money call options to cap upside exposure in the short run, while simultaneously purchasing a large block of at-the-money puts as downside protection. The positioning suggests investors remain skeptical that the stock can stage a significant rally in the near term. At the same time, some market participants have been selling longer-dated in-the-money puts to collect elevated premium income, signaling confidence that Apple shares will remain above current levels ove

USA Rare Earth is scheduled to report quarterly results after the U.S. market close on May 13, 2026. Investors are closely watching progress in the company’s rare earth operations and whether profitability metrics continue to improve. As of the latest trading session on May 12, 2026, the stock closed at $26.30. Consensus estimates project quarterly revenue of $4.23 million, while adjusted loss per share is expected at $0.137, widening 142.27% from a year earlier. Options Market Signals Ahead of Earnings 1. Implied Volatility Signals Elevated Earnings Expectations Based on options expiring on May 15, 2026 — the first expiration date following earnings — aggregate implied volatility (IV) stands at 152.65%, placing it in the 97.21st historical percentile, an exceptionally elevated level that

$Nvidia(NVDA)$ closed at $211.50, up 1.77%, as its options market saw notable large-block activity recently, concentrated in contracts expiring in May, June, and December 2026. Institutional investors were active in buying near-term $210 calls and longer-dated $190 calls, building bullish positions exceeding $40 million in total, signaling a strong directional optimism. Meanwhile, some traders sold near-term $210 calls to collect premium, suggesting expectations for the stock to consolidate near or above $210 in the short term. Overall, buying of calls dominated the market, reflecting broad investor confidence in Nvidia’s continued upward trajectory. Implied Volatility and Volume Analysis The current implied volatility (IV) stands at 45.08%, with

$CoreWeave (CRWV)$ is scheduled to report quarterly earnings after the U.S. market close on May 7, 2026, with investors closely watching the AI infrastructure provider’s revenue trajectory and progress toward profitability. Wall Street consensus estimates project quarterly revenue of $1.965 billion, up 130.43% year over year, while adjusted EPS is expected at negative $0.898, compared with a year-earlier decline of 632.39%. Options Positioning Ahead of Earnings 1. Open Interest Structure: $120 Calls Draw the Most Attention Among options expiring on May 8, the $120 call has emerged as the most actively watched contract, with open interest reaching 23,056 contracts. Other heavily traded strikes include the $110 call with 21,300 contracts and the $45

$Arm Holdings(ARM)$ is set to report its latest quarterly results on May 6, 2026, after the U.S. market close, with investors closely watching its growth momentum amid the ongoing AI boom. Consensus estimates point to revenue of $1.471 billion for the quarter, up 19.4% year-on-year, while adjusted earnings per share are expected to come in at $0.58, marking a 10.83% increase from a year earlier. Options positioning around the earnings window 1. Notable open interest concentrations Based on options expiring May 8, 2026, contracts with relatively high open interest include: $240 strike calls: 3,937 contracts $250 strike calls: 3,598 contracts $220 strike calls: 2,989 contracts Overall, call open interest significantly exceeds put open interest for th