Mid-session IV Report August 14, 2025

Mid-session IV Report August 14, 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:

Popular stocks volume: SOFI HOOD CRWV CSCO MSTR PLTR UNH INTC BABA

Active options: AMZN NVDA TSLA AMD SOFI AAPL WULF HOOD CRWV CSCO MSTR PLTR UNH TLRY META INTC MSFT MARA BABA BMNR

Option IV into quarter results

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 48. Call put ratio 1 call to 3.7 puts as share price up 1.1%.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 12; compared to its 52-week range of 12 to 25. Call put ratio 1.8 calls to 1 put as share price down 0.5%.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 7; compared to its 52-week range of 4 to 18.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 4; compared to its 52-week range of 4 to 18. Call put ratio 1 call to 1.9 puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 6; compared to its 52-week range of 6 to 16. Call put ratio 4.7 calls to 1 put with a focus on September 110 calls.

Option IV into quarter results

Applied Materials (AMAT) August call option implied volatility is at 122, September is at 39; compared to its 52-week range of 31 to 71. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Movers

The Trade Desk Inc. (TTD) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 106. Call put ratio 2 calls to 1 put with a focus on 2500 contracts of May 77.50 calls as share price down 5.9%.

Options with decreasing option implied volatility: CAPR SEZL CHYM GPRE SOUN GT LQDA OUST TWLO FLNC TTD PINS SE AAOI SG TEAM ARRY EXPE TRIP
Increasing unusual option volume: AMCR ALTS ACHC DLO NICE EQX APD BIRK ETHW COHR GTM PH CLBT
Increasing unusual call option volume: ALTS AMCR APD DLO EQX BIRK AEO FND CLBT PSQH WULF TLRY
Increasing unusual put option volume: COHR DLO UAA OPEN TPR BMBL IYR ONDS GLXY TLRY OUST DE LITE