Mid-session IV Report August 25, 2025

Mid-session IV Report August 25, 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: AEHR ASST NIO PCG FL EIX WBA CVE KDP NKE COMM COST FLG MARA BITX

Popular stocks volume: PLTR INTC NIO SOFI PDD MSTR TLRY HOOD

Active options: TSLA OPEN NVDA PLTR INTC NIO SOFI PDD AMD AAPL MSTR TLRY HOOD MARA AMZN BABA GOOGL META BMNR GOOG

Option IV into quarter results

Heico (HEI) September call option implied volatility is at 39, October is at 32; compared to its 52-week range of 20 to 48. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Semtech (SMTC) September call option implied volatility is at 88, October is at 76; compared to its 52-week range of 47 to 112. Call put ratio 3.3 calls to 1 put into the expected release of quarter results today after the bell.

MongoDB (MDB) August 29 weekly call option implied volatility is at 184, September is at 88; compared to its 52-week range of 39 to 84. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on August 26.

Okta (OKTA) August 29 weekly call option implied volatility is at 135, September is at 69; compared to its 52-week range of 29 to 71. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 26.

NVIDIA (NVDA) August 29 weekly call option implied volatility is at 80, September is at 46; compared to its 52-week range of 32 to 75. Call put ratio 1.4 calls to 1 put into expected release of quarter results after the bell on August 27.

CrowdStrike (CRWD) August 29 weekly call option implied volatility is at 96, September is at 54; compared to its 52-week range of 33 to 77. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 27.

Snowflake (SNOW) August 29 weekly call option implied volatility is at 133, September is at 65; compared to its 52-week range of 31 to 74. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on August 27.

Movers

Western Union (WU) 30-day option implied volatility is at 28; compared to its 52-week range of 17 to 59. Call put ratio 1 call to 1.1 puts as share price down 1.9%.

AxoGen (AXGN) 30-day option implied volatility is at 71; compared to its 52-week range of 48 to 139. Call put ratio 1 call to 5 puts with a focus on September 15 puts as share price down 9%.

Verint Systems (VRNT) 30-day option implied volatility is at 29; compared to its 52-week range of 34 to 97. Call put ratio 7.3 calls to puts with a focus on September 22.50 calls after the company agreed to be acquired by Thoma Bravo for $20.50 per share in cash.

Tesla (TSLA) 30-day option implied volatility is at 47; compared to its 52-week range of 44 to 105. Call put ratio 2 calls to 1 put as share price up 0.5%.

Options with decreasing option implied volatility: GDS VKTX RILY EL BILI GDS TGT PANW WDAY ZM MDT ROST INTU ADI LOW TJX WMT HD
Increasing unusual option volume: ALTS GGAL ARWR MNDY VRNT FNT GDRX CRGY CBRL OPEN
Increasing unusual call option volume: ALTS OHI ARWR GDRX KDP ASST AEHR BBD PDD OPEN TLRY
Increasing unusual put option volume: CHI OPEN FND CBRL IEF BHVN GLW UAMY ETH TLRY KDP PDD EH