Mid-session IV Report August 12, 2025

Mid-session IV Report August 12, 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: RH ADBE AVAV ORCL KR WOW HBI

Option IV into quarter results

CoreWeave (CRWV) August call option implied volatility is at 230, September is at 110; compared to its 52-week range of 74 to 157. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Rigettti (RGTI) August call option implied volatility is at 175, September is at 92; compared to its 52-week range of 81 to 229. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Cisco (CSCO) August call option implied volatility is at 74, September is at 29; compared to its 52-week range of 14 to 41. Call put ratio 1 call to 1.9 puts into the expected release of quarter results after the bell on August 13.

Brinker (EAT) August call option implied volatility is at 150, September is at 65; compared to its 52-week range of 37 to 98. Call put ratio 1 call to 3 put into the expected release of quarter results before the bell on August 13.

Applied Materials (AMAT) August call option implied volatility is at 75, September is at 38; compared to its 52-week range of 31 to 71. Call put ratio 1.7 call to 1 put into the expected release of quarter results after the bell on August 14.

Deere (DE) August call option implied volatility is at 68, September is at 32; compared to its 52-week range of 17 to 56. Call put ratio 1 call to 2.3 puts into the expected release of quarter results before the bell on August 14.

JD.Com (JD) August call option implied volatility is at 80, September is at 41; compared to its 52-week range of 34 to 79. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on August 14.

Option IV for software as share prices pull back on AI

Adobe Systems (ADBE) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 50. Call put ratio 1.2 calls to 1 put.

Infosys Limited (INFY) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 47 with a focus on October 19 calls.

GitLab Inc (GTLB) 30-day option implied volatility is at 75; compared to its 52-week range of 37 to 83. Call put ratio 2.4 calls to 1 put as share price up 2%.

Cognizant (CTSH) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 57. Call put ratio 2.8 calls to 1 put.

UiPath Inc. (PATH) 30-day option implied volatility is at 64; compared to its 52-week range of 34 to 94. Call put ratio 5.6 calls to 1 put with a focus on January calls.

ServiceNow (NOW) 30-day option implied volatility is at 33; compared to its 52-week range of 23 to 76. Call put ratio 1.1 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 46; compared to its 52-week range of 24 to 58. Call put ratio 1.2 calls to 1 put.

Workday (WDAY) 30-day option implied volatility is at 48; compared to its 52-week range of 24 to 58. Call put ratio 1 call to 4.4 puts with a focus on August 29 weekly puts.

GoDaddy (GDDY) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 54. Call put ratio 1.9 calls to 1 put as share price up 2.3%.

Expedia (EXPE) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 81. Call put ratio 3.3 calls to 1 put as share price up 2%.

Options with decreasing option implied volatility: CAPR ATYR SEZL SMCX BMBL GRPN CRMD SNAP TSSI BROS ZETA LYFT UPST GPRE BBIO PTON SYM MGNI APP GT TOST ELF LFMD SG CPRI EXAS MTCH FTNT CROX LFMD DASH UAA MCD AIG MOS WYNN AMGN UBER MNST KVUE
Increasing unusual option volume: SYF PUBM CE MNDY ALTS SNDL HBI CAH OPEN TLRY INMD BLDE CNC GEVO
Increasing unusual call option volume: INMD ALTS SNDL TLRY BLDE OPEN GEVO HBI EWJ NLY CGC AGEN SE
Increasing unusual put option volume: SYF CE CAH OPEN CNC TLRY ONON MSOS PAYX GPRO TME UIEC LQDA