Mid-session IV Report August 26, 2025

Mid-session IV Report August 26, 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: ASST UAMY NIO FSM ATYR SATS

Popular stocks volume: PLTR SOFI INTC AMD MSTR PDD JNJ HOOD

Active options: TSLA OPEN NVDA PLTR SOFI INTC AAPL NIO GOOGL AMD MSTR PDD JNJ HOOD RKLB AMZN TLRY IREN ASTS GOOG

Option IV into quarter results

MongoDB (MDB) August 29 weekly call option implied volatility is at 220, September is at 93; compared to its 52-week range of 39 to 84. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Okta (OKTA) August 29 weekly call option implied volatility is at 165, September is at 72; compared to its 52-week range of 29 to 71. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

NVIDIA (NVDA) August 29 weekly call option implied volatility is at 89, September is at 47; compared to its 52-week range of 32 to 75. Call put ratio 1.6 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 110, September is at 55; 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 155, September is at 66; compared to its 52-week range of 31 to 74. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell on August 27.

Trip.com (TCOM) September call option implied volatility is at 47, October is at 38; compared to its 52-week range of 29 to 66. Call put ratio 1 call to 4.7 puts with a focus on September 60 and 65 puts into the expected release of quarter results after the bell on August 27.

Agilent (A) September call option implied volatility is at 39, October is at 33; compared to its 52-week range of 21 to 60. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on August 27.

HP Inc (HPQ) August 29 weekly call option implied volatility is at 97, September is at 46; compared to its 52-week range of 23 to 72. Call put ratio 1 call to 3.3 puts with a focus on September puts into the expected release of quarter results after the bell on August 27.

Williams Sonoma (WSM) August 29 weekly call option implied volatility is at 66, September is at 50; compared to its 52-week range of 33 to 79. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on August 27.

NetApp (NTAP) August 29 weekly call option implied volatility is at 101, September is at 45; compared to its 52-week range of 22 to 65. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 27.

Nutanix (NTNX) August 29 weekly call option implied volatility is at 65, September is at 43; compared to its 52-week range of 28 to 68. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 27.

Pure Storage (PSTG) September call option implied volatility is at 68, October is at 55; compared to its 52-week range of 34 to 85. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 27.

J.M. Smucker (SJM) September call option implied volatility is at 33, October is at 27; compared to its 52-week range of 18 to 49. Call put ratio 1 call to 2.9 puts into the expected release of quarter results before the bell on August 27.

Five Below (FIVE) August 29 weekly call option implied volatility is at 63, September is at 51; compared to its 52-week range of 39 to 106. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 27.

Urban Outfitters (URBN) August 29 weekly call option implied volatility is at 150, September is at 66; compared to its 52-week range of 31 to 82. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 27.

Abercrombie & Fitch (ANF) August 29 weekly call option implied volatility is at 190, September is at 88; compared to its 52-week range of 44 to 94. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 27.

Bill Holdings (BILL) August 29 weekly call option implied volatility is at 210, September is at 87; compared to its 52-week range of 37 to 109. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on August 27.

UP Fintech (TIGR) August 29 weekly call option implied volatility is at 130, September is at 79; compared to its 52-week range of 35 to 214. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on August 27.

Kohl’s (KSS) August 29 weekly call option implied volatility is at 95, September is at 112; compared to its 52-week range of 41 to 156. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 27.

Options with decreasing option implied volatility: VRNT VKTX EL TGT ZM BILI INTU PDD ADI ROST TJX WMT LOW
Increasing unusual option volume: TSEM KDP SMTC SPHR GPRO ALTS BNS SATS FL TLRY WBA GOOS
Increasing unusual call option volume: KDP TSEM GPRO BNS SMTC ALTS GOOS WBA TLRY FL IBKR
Increasing unusual put option volume: FL OPEN SATS TCOM CBRL MPLX TLRY GPRO ETSY EQT BILI