Mid-session IV Report August 1, 2025

Mid-session IV Report August 1, 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: NVDL MDB NVDX AFRM GAP DELL DG SPXU IOT NVDA CRWD MSTY CRM UPRO ULTA TSLY LULU HPQ SDS BK JEPQ SCHD VOO VTI SPX XSP TECL TSEM FAS

Popular stocks volume: SOFI HOOD MSTR PLTR COIN OPEN RKT RIOT RDDT SMCI UNH

Active options: NVDA AAPL TSLA AMZN AMD META SOFI HOOD MSTR PLTR COIN OPEN RKT RIOT MSFT GOOGL RDDT SMCI UNH

Option IV into quarter results

Palantir (PLTR) August 8 weekly call option implied volatility is at 110, August is at 86; compared to its 52-week range of 40 to 109. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on August 4.

MercadoLibre (MELI) August 8 weekly call option implied volatility is at 80, August is at 65; compared to its 52-week range of 25 to 67. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on August 4.

Vertex Pharmaceutical (VRTX) August 8 weekly call option implied volatility is at 67, August is at 55; compared to its 52-week range of 20 to 53. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on August 4.

Williams Co (WMB) August 8 weekly call option implied volatility is at 41, August is at 35; compared to its 52-week range of 18 to 54. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 4.

Axon (AXON) August call option implied volatility is at 80, September is at 53; compared to its 52-week range of 20 to 90. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on August 4.

Simon Property Group (SPG) August call option implied volatility is at 33, September is at 25; compared to its 52-week range of 18 to 54. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 4.

ONEOK (OKE) August call option implied volatility is at 36, September is at 32; compared to its 52-week range of 14 to 72. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on August 4.

Diamondback Energy (FANG) August 8 weekly call option implied volatility is at 52, August is at 46; compared to its 52-week range of 22 to 67. Call put 1 call to 1.7 puts into the expected release of quarter results after the bell on August 4.

ON Semiconductor (ON) August 8 weekly call option implied volatility is at 92, August is at 74; compared to its 52-week range of 38 to 98. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on August 4.

Tyson (TSN) August call option implied volatility is at 42, September is at 28; compared to its 52-week range of 17 to 41. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on August 4.

Hims & Hers Health, Inc. (HIMS) August 8 weekly call option implied volatility is at 162, August is at 134; compared to its 52-week range of 53 to 145. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on August 4.

Wayfair (W) August 8 weekly call option implied volatility is at 122, August is at 99; compared to its 52-week range of 55 to 140. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on August 4.

AMD (AMD) August 8 weekly call option implied volatility is at 82, August is at 67; compared to its 52-week range of 35 to 88. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on August 5.

Options with decreasing option implied volatility: WGS TMDX BYON INOD CFLT EOSE FTAI CVNA AEO COMP TDOC RBLX ETSY FIVN SFM ROKU PBI NXT NET RDDT SPOT TER SHAK HOG GNRC WHR EBAY HUM WM CLX GLW F UPS EA
Increasing unusual option volume: ATEC VIPS FUN OPEN CWEB FND IRDM FLR FIVN RKT
Increasing unusual call option volume: IRDM XHB SMST OPEN RKT URNM UPXI GORO CWEB MNSO
Increasing unusual put option volume: OPEN XLB XLI FLR BBWI FND BEN FIVN SYK AVTR