Mid-session IV Report August 22, 2025

Mid-session IV Report August 22, 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: WBA ULTY

Popular stocks volume: WMT INTC AMD NIO HOOD CRWV OPEN MSTR HIMS SOFI

Active options: NVDA PLTR TSLA WMT INTC AAPL AMD NIO AMZN HOOD CRWV OPEN GOOGL META MSFT MSTR CORZ HIMS EXE SOFI

NVIDIA (NVDA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 75. Call put ratio 1.5 calls to 1 put into expected release of quarter results after the bell on August 27.

Option IV into Jackson Hole FOMC comments

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 2.8 calls to 1 put as share price up 1.4%.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 25. Call put ratio 2.4 calls to 1 put as share price down 0.75%.

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. Call put ratio 6 calls to 1 put.

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 56 puts with a focus on October puts.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 7; compared to its 52-week range of 6 to 16. Call put ratio 1 call to 1.7 puts.

Option IV into quarter results

Intuit (INTU) August 22 weekly call option implied volatility is at 138, September is at 39; compared to its 52-week range of 20 to 50. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Workday (WDAY) August 22 weekly call option implied volatility is at 178, September is at 49; compared to its 52-week range of 24 to 58. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Ross Stores (ROST) August 22 weekly call option implied volatility is at 143, September is at 35; compared to its 52-week range of 17 to 45. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Zoom Communications (ZM) August 22 weekly call option implied volatility is at 167, September is at 45; compared to its 52-week range of 23 to 64. Call put ratio 1.4 calls to 1.1 puts into the expected release of quarter results today after the bell.

BJ’s Wholesale (BJ) September call option implied volatility is at 45, October is at 38; compared to its 52-week range of 21 to 45. Call put ratio 1.5 calls to 1 put with a focus on September calls into the expected release of quarter results before the bell on August 22.

Option Movers

Canadian Solar (CSIQ) August 22 weekly call option implied volatility is at 120, September is at 74; compared to its 52-week range of 48 to 98. Call put ratio 1 call to 1.2 puts with a focus on August 22 weekly 11 calls as share price down 19.5%.

Options with decreasing option implied volatility: PEW VKTX WULF KODK MLGO CRWV SNDK GDS PSKY VNET HSAI EL SEZL TGT WRD BILI NU PANW IEP TJX
Increasing unusual option volume: COTY CARR PGEN MNSO REAL DUST EXE CBRL GDRX
Increasing unusual call option volume: PGEN EXE MNSO DUST REAL XME CARR HE GDRX INDA SPGI
Increasing unusual put option volume: CARR OPEN CSIQ PAGS ASHR XME LIN EQT NEON NVAX WMT