Mid-session IV Report August 20, 2025

Mid-session IV Report August 20, 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: FDX ULTY WBA HTZ PTIR CVNA JHX ULTY

Popular stocks volume: INTC AMD TGT OPEN CRWV HTZ SOFI UNH TJX MU VKTX

Active options: NVDA PLTR INTC TSLA AMD AAPL TGT OPEN META CRWV AMZN MSTR HOOD GOOGL HTZ SOFI UNH TJX MU VKTX

Option IV into Jackson Hole and 2026 cap ex outlooks

NVIDIA (NVDA) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 75. Call put ratio 1.6 calls to 1 put with a focus on August 22 weekly and August 29 weekly calls into expected release of quarter results after the bell on August 27.

Amazon (AMZN) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 63. Call put ratio 1.8 calls to 1 put as share price down 2.3%.

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

Microsoft (MSFT) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 50. Call put ratio 1.8 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 58. Call put ratio 2.7 calls to 1 put with a focus on August 29 weekly calls.

Oracle (ORCL) 30-day option implied volatility is at 54; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1 put as share price down 1%.

Palantir (PLTR) 30-day option implied volatility is at 59; compared to its 52-week range of 40 to 109. Call put ratio 1 call to 1.1 puts as share price down 6%.

Option IV into quarter results

Coty (COTY) September call option implied volatility is at 67, October is at 57; compared to its 52-week range of 25 to 62. Call put ratio 1 call to 1.7 puts with a focus on September 4 puts into the expected release of quarter results today after the bell.

Walmart (WMT) August 22 weekly call option implied volatility is at 76, September is at 29; compared to its 52-week range of 14 to 50. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 21.

Intuit (INTU) August 22 weekly call option implied volatility is at 99, September is at 39; compared to its 52-week range of 20 to 50. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on August 21.

Workday (WDAY) August 22 weekly call option implied volatility is at 135, September is at 49; compared to its 52-week range of 24 to 58. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on August 21.

Ross Stores (ROST) August 22 weekly call option implied volatility is at 104, September is at 34; compared to its 52-week range of 17 to 45. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 21.

Zoom Communications (ZM) August 22 weekly call option implied volatility is at 121, September is at 45; compared to its 52-week range of 23 to 64. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on August 21.

Newsmax (NMAX) August 22 weekly call option implied volatility is at 116, September is at 71; compared to its 52-week range of 69 to 272. Call put ratio 2 calls to 1 put into the expected release of quarter results on August 21.

SelectQoute (SLQT) September call option implied volatility is at 130, October is at 110; compared to its 52-week range of 62 to 141 with a focus on September 2 and 3 calls into the expected release of quarter results before the bell on August 21.

Canadian Solar (CSIQ) August 22 weekly call option implied volatility is at 140, September is at 79; compared to its 52-week range of 48 to 98. Call put ratio 3.9 calls to 1 put with a focus on August 22 weekly calls into the expected release of quarter results before the bell on August 21.

BJ’s Wholesale (BJ) September call option implied volatility is at 45, October is at 37; compared to its 52-week range of 21 to 45. Call put ratio 3.2 calls to 1 put with a focus on September 110 calls into the expected release of quarter results before the bell on August 22.

Options with decreasing option implied volatility: VKTX PSKY PEW SBET SNDK AAP GDS EL COHR TGT IEP GLNG PANW CSCO NU DE JD TPR
Increasing unusual option volume: FIP ALC AS BORR NLY OPEN ALTS OTIS ADI GDRX
Increasing unusual call option volume: FIP AS BORR NLY GES NLY DUK TJX ADI ALTS GOOS DUK OPEN GDRX
Increasing unusual put option volume: OPEN NTAP SILJ URNM KMB JMIA TGT EL ETHE PTIR HRL