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: PCG FL EIX FDX BHVN IMAB ACMR HPK MSTY WBA

Popular stocks volume: MSTR INTC PLTR PDD UNH AMD CHWY HOOD ZM

Active options: NVDA TSLA MSTR INTC PLTR AAPL PDD UNH AMD CHWY OPEN GOOGL AMZN GOOG HOOD ZM META MSFT BMNR

Option IV amid rally after Fed Jackson Hole headlines

Apple (AAPL) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 64. Call put ratio 2.2 calls to 1 put as share price up 1.5%.

Amazon (AMZN) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 63. Call put ratio 2.5 calls to 1 put as share price up 2.4%.

Netflix (NFLX) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 71. Call put ratio 1.1 calls to 1 put.

Alphabet (GOOG) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 58. Call put ratio 2 calls to 1 put as share price up 2.3%.

Microsoft (MSFT) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 50. Call put ratio 2.1 calls to 1 put as share price up 1.1%.

Meta Platforms (META) 30-day option implied volatility is at 27; compared to its 52-week range of 25 to 68. Call put ratio 1.9 calls to 1 put as share price up 2.2%.

Palantir (PLTR) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 109. Call put ratio 1.4 calls to 1 put as share price up 3.9%.

Intel (INTC) 30-day option implied volatility is at 50; compared to its 52-week range of 38 to 93. Call put ratio 3.1 calls to 1 put as share price up 3.8%.

Option IV into quarter results

Pinduoduo (PDD) August 29 weekly call option implied volatility is at 72, September is at 45; compared to its 52-week range of 31 to 76. Call put ratio 4.6 calls to 1 put with a focus on September 26 weekly calls into the expected release of quarter results before the bell on August 25.

Heico (HEI) September call option implied volatility is at 40, October is at 34; compared to its 52-week range of 20 to 48. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on August 25.

Semtech (SMTC) September call option implied volatility is at 81, October is at 72; compared to its 52-week range of 47 to 113. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on August 25.

Options with decreasing option implied volatility: VKTX TRON KODK WRD RUN VNET EL CRWV GDS TGT BILI BHF SEZL PANW WDAY FRO ZM ROST WMT TJX IEP INTU ADI MDT LOW
Increasing unusual option volume: XLI ALTS ALHC BHVN MNSO CBRL FIVN WDAY TSEM ZM
Increasing unusual call option volume: XLI ALTS MNSO TSEM FNKO ZM COTY AVDL WDAY ACMR NE CBRL
Increasing unusual put option volume: XLI FIVN BHVN OPEN HOG ROST WDAY ZM DQ COMM MSOS INTU