Mid-session IV Report August 13, 2025

Mid-session IV Report August 13, 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 GME ORCL KR PSKY BE JBS NVDY BITO CART KWEB

Popular stocks volume: CRWV COIN HOOD PLTR BABA CAVA UNH SOFI INTC RGTI CSCO CRCL

Active options: AMD TSLA NVDA AAPL CRWV AMZN COIN HOOD PLTR BABA CAVA UNH SOFI OPEN INTC BMNR META RGTI CSCO CRCL

United States Oil Fund (USO) 30-day option implied volatility is at 30; compared to its 52-week range of 24 to 66. Call put ratio 1 call to 1.5 puts into Trump Putin meeting.

Option IV into quarter results

Cisco (CSCO) August call option implied volatility is at 88, September is at 27; compared to its 52-week range of 14 to 41. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Applied Materials (AMAT) August call option implied volatility is at 90, September is at 38; compared to its 52-week range of 31 to 71. Call put ratio 1.1 calls 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 85, September is at 31; compared to its 52-week range of 17 to 56. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on August 14.

NetEases (NTES) August call option implied volatility is at 108, September is at 42; compared to its 52-week range of 29 to 68. Call put ratio 6.4 calls to 1 put as share price up 2.6% into the expected release of quarter results before the bell on August 14.

JD.Com (JD) August call option implied volatility is at 99, September is at 44; compared to its 52-week range of 34 to 79. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on August 14.

Tapestry (TPR) August call option implied volatility is at 128, September is at 47; compared to its 52-week range of 25 to 77. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on August 14.

Advance Auto Parts (AAP) August call option implied volatility is at 200, September is at 68; compared to its 52-week range of 37 to 95. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on August 14.

Grocery option IV after Amazon (AMZN) expands same-day delivery

Walmart (WMT) 30-day option implied volatility is at 25; compared to its 52-week range of 15 to 50. Call put ratio 1 call to 1.4 puts as share price down 1.6%.

Amazon (AMZN) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 63. Call put ratio 3.7 calls to 1 put with a focus on August calls as share price up 0.5%.

Costco (COST) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 43. Call put ratio 1.1 calls to 1 put as share price down 2%.

Target (TGT) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 65. Call put ratio 1.5 calls to 1 put into expected release of quarter results on August 20.

Albertsons (ACI) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 86 with a focus on September 19 puts as share price down 3.4%.

Kroger (KR) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 2 puts as share price down 4.3%.

Instacart (CART) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 69. Call put ratio 1 call to 1.6 puts as share price down 10.4%.

Options with decreasing option implied volatility: CAPR SEZL BMBL TSSI CRMD GRPN DUOL BROS SYM ADMA LQDA LYFT PTON GPRE APP FSLY
Increasing unusual option volume: XLB OPRA LITE MNDY VFF HBI ALTS LX HBM JBS SONO ZVRA
Increasing unusual call option volume: XLB OPRA LITE HBI LITE VFF ALTS CIVI HBM JBS HUN SONO UPXI
Increasing unusual put option volume: XLB LITE METC CAVA VOR OPEN DFDV LQDA STM OUST COHR CART