Mid-session IV Report August 11, 2025

Mid-session IV Report August 11, 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: AI AVAV ADBE WBA ALTS SBET BMNR VVPR AI DYNX SGML ACB BULL GME MLNK ORCL ADBE ARM PBR AAL BITO KR

Popular stocks volume: MSTR PLTR AI MU SOFI AMZN COIN AMC HOOD UNH

Active options: TSLA NVDA AAPL INTC MSTR PLTR AI MU AMD SOUN BMNR SOFI AMZN COIN AMC GOOGL HOOD UNH OPEN TLRY

Option Volume Movers

Apple (AAPL) August call option implied volatility is at 34, September is at 26; compared to its 52-week range of 16 to 65 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls put ratio 1 put.

Amazon (AMZN) August call option implied volatility is at 29, September is at 26; compared to its 52-week range of 23 to 63 into the expected release of quarter results today after the bell. Call put ratio 1.9 calls to 1 put.

C3 AI (AI) 30-day option implied volatility is at 89; compared to its 52-week range of 44 to 98. Call put ratio 4.9 calls to 1 put as share price down 23.8%.

Option IV into quarter results

Oklo (OKLO) August call option implied volatility is at 155, September is at 100; compared to its 52-week range of 68 to 167. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

CoreWeave (CRWV) August call option implied volatility is at 200, September is at 103; compared to its 52-week range of 74 to 157. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on August 12.

On Holdings (ONON) August call option implied volatility is at 130, September is at 56; compared to its 52-week range of 34 to 86. Call put ratio 1 call to 3.9 puts into the expected release of quarter results before the bell on August 12.

Smithfield Foods, Inc. (SFD) August call option implied volatility is at 100, September is at 60; compared to its 52-week range of 26 to 41. Call put ratio 2.7 calls to 1 put into the expected release of quarter results before the bell on August 12.

Options with decreasing option implied volatility: SEZL ATYR GRPN CRMD UPST SMCX BROS SNAP TSSI BMBL DOCN SYM LYFT DUOL MGNI
Increasing unusual option volume: MNDY XLP SHOT GOOS ALTS BLDE MSOX SQM VTRS AREC SBET TKO
Increasing unusual call option volume: GOOS SHOT ALTS BLDE MSOX VTRS SQM SBET AREC TIPT OPEN BORR
Increasing unusual put option volume: YETI XLP OPEN BHVN PATH ONDS MSOS HUMA SBET ETHE BCE AI NVS GPRE