Mid-session IV Report August 18, 2025

Mid-session IV Report August 18, 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: PSKY FDX WBA XNET FDX CELH NVO COMM
Popular stocks volume: INTC PLTR AMD NVO CRWV MSTR FSLR NIO

Active options: NVDA OPEN INTC TSLA META PLTR AMD WULF AAPL IQ APLD NVO BBAI CRWV MSTR AMZN BULL FSLR NIO GOOGL

Option IV into quarter results, Jackson Hole and techs 2026 cap ex outlooks

Palo Alto (PANW) August 22 weekly call option implied volatility is at 91, September is at 39; compared to its 52-week range of 25 to 64. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Home Depot (HD) August 22 weekly call option implied volatility is at 45, September is at 24; compared to its 52-week range of 17 to 50. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on August 19.

Alcon (ALC) September call option implied volatility is at 34, October is at 30; compared to its 52-week range of 18 to 46. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on August 19.

Xpeng (XPEV) August 22 weekly call option implied volatility is at 107, September is at 63; compared to its 52-week range of 55 to 122. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 19.

ZTO Express (ZTO) September call option implied volatility is at 48, October is at 40; compared to its 52-week range of 28 to 62. Call put ratio 1 call to 4.9 puts into the expected release of quarter results after the bell on August 19.

Toll Brother (TOL) September call option implied volatility is at 38, October is at 34; compared to its 52-week range of 30 to 63. Call put ratio 3 calls to 1 put into the expected release of quarter results after the bell on August 19.

La-Z-Boy (LZB) September call option implied volatility is at 43, October is at 38; compared to its 52-week range of 23 to 59. Call put ratio 1 call to 1.8 puts into the expected release of quarter results after the bell on August 19.

Lowe’s Cos. (LOW) August 22 weekly call option implied volatility is at 51, September is at 29; compared to its 52-week range of 18 to 53. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on August 20.

Analog Devices (ADI) August 22 weekly call option implied volatility is at 63, September is at 34; compared to its 52-week range of 25 to 70. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on August 20.

Target (TGT) August 22 weekly call option implied volatility is at 105, September is at 49; compared to its 52-week range of 21 to 65. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on August 20.

Estee Lauder (EL) August 22 weekly call option implied volatility is at 128, September is at 58; compared to its 52-week range of 33 to 100. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 20.

Walmart (WMT) August 22 weekly call option implied volatility is at 55, September is at 27; compared to its 52-week range of 14 to 50. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on August 21.

Option implied volatility for cybersecurity companies into Palo Alto (PANW) quarter results

CrowdStrike (CRWD) 30-day option implied volatility is at 53; compared to its 52-week range of 33 to 77. Call put ratio 1.5 calls to 1 put into Palo Alto Networks (PANW) quarter results.

F5 Networks (FFIV) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 61. Call put ratio 2.1 calls to 1 put into Palo Alto Networks (PANW) quarter results.

Okta, Inc. (OKTA) 30-day option implied volatility is at 64; compared to its 52-week range of 29 to 71. Call put ratio 2.6 calls to 1 put into Palo Alto Networks (PANW) quarter results.

Fortinet (FTNT) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 76. Call put ratio 2.8 calls to 1 put into Palo Alto Networks (PANW) quarter results.

Check Point (CHKP) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 52. Call put ratio 10.3 calls to 1 put into Palo Alto Networks (PANW) quarter results.

Options with decreasing option implied volatility: CAPR FLNC SBET LQDA PEW BBAI EAT ETOR CRWV LITE ACHR SE ONON AAP CAVA VG SNDK INSM GLNG TME TPR NU CSCO DE CAH JEPQ COHR
Increasing unusual option volume: GDRX JBS XNET ALTS OPEN IQ PGEN GTM SRRK CIVI AS MSOX
Increasing unusual call option volume: JBS GDRX XNET ALTS IQ IPA OPEN PGEN SQNS MO MSOX
Increasing unusual put option volume: CIVI COMM OPEN WULF PRTA MBLY MTUM INVZ CZR BBWI