Mid-session IV Report August 27, 2025

Mid-session IV Report August 27, 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: NIO NMAX ASST SATS SERV MSTY

Popular stocks volume: WBA PLTR OPEN AMD MDB NIO SOFI KSS INTC UNH BAC CRWV BABA

Active options: TSLA NVDA WBA PLTR OPEN AAPL AMD MDB AMZN NIO SOFI KSS INTC UNH OKTA MSFT GOOGL BAC CRWV BABA

Option IV into quarter results

NVIDIA (NVDA) August 29 weekly call option implied volatility is at 106, September is at 48; 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 today after the bell.

CrowdStrike (CRWD) August 29 weekly call option implied volatility is at 128, 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 today after the bell.

Snowflake (SNOW) August 29 weekly call option implied volatility is at 182, September is at 69; compared to its 52-week range of 31 to 74. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

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 7.5 calls to 1 put with a focus on September 70 calls into the expected release of quarter results today after the bell.

Agilent (A) September call option implied volatility is at 37, October is at 35; compared to its 52-week range of 21 to 60. Call put ratio 10.7 calls to 1 put into the expected release of quarter results today after the bell.

HP Inc (HPQ) August 29 weekly call option implied volatility is at 111, September is at 46; compared to its 52-week range of 23 to 72. Call put ratio 1 call to 2 puts with a focus on September puts into the expected release of quarter results today after the bell.

NetApp (NTAP) August 29 weekly call option implied volatility is at 121, September is at 46; compared to its 52-week range of 22 to 65. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Nutanix (NTNX) August 29 weekly call option implied volatility is at 66, September is at 51; compared to its 52-week range of 28 to 68. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Pure Storage (PSTG) September call option implied volatility is at 70, October is at 60; compared to its 52-week range of 34 to 85. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on August 27.

Five Below (FIVE) August 29 weekly call option implied volatility is at 63, September is at 53; compared to its 52-week range of 39 to 106. Call put ratio 1 call to 1.8 puts 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 184, September is at 67; compared to its 52-week range of 31 to 82. Call put ratio 1 call to 5.1 puts into the expected release of quarter results after the bell on August 27.

Bill Holdings (BILL) August 29 weekly call option implied volatility is at 247, September is at 88; 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.

Dell Technologies (DELL) August 29 weekly call option implied volatility is at 135, September is at 56; compared to its 52-week range of 33 to 86. Call put ratio 1 call to 3.4 puts into the expected release of quarter results after the bell on August 28.

Autodesk (ADSK) August 29 weekly call option implied volatility is at 89, September is at 38; compared to its 52-week range of 21 to 52 into the expected release of quarter results after the bell on August 28.

Marvell (MRVL) August 29 weekly call option implied volatility is at 166, September is at 71; compared to its 52-week range of 36 to 103 into the expected release of quarter results after the bell on August 28.

Dollar General (DG) August 29 weekly call option implied volatility is at 129, September is at 48; compared to its 52-week range of 25 to 70. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on August 28.

Li Auto (LI) August 29 weekly call option implied volatility is at 128, September is at 59; compared to its 52-week range of 44 to 86 into the expected release of quarter results before the bell on August 28.

Affirm Holdings (AFRM) August 29 weekly call option implied volatility is at 220, September is at 90; compared to its 52-week range of 55 to 130 into the expected release of quarter results after the bell on August 28.

Ulta Beauty (ULTA) August 29 weekly call option implied volatility is at 113, September is at 44; compared to its 52-week range of 24 to 62 into the expected release of quarter results after the bell on August 28.

Dick’s Sporting Goods (DKS) August 29 weekly call option implied volatility is at 115, September is at 50; compared to its 52-week range of 29 to 78 into the expected release of quarter results before the bell on August 28.

Burlington Stores (BURL) August 29 weekly call option implied volatility is at 150, September is at 53; compared to its 52-week range of 27 to 63 into the expected release of quarter results before the bell on August 28.

Hormel (HRL) August 29 weekly call option implied volatility is at 74, September is at 31; compared to its 52-week range of 17 to 36 with a focus on September 5 weekly 30 calls into the expected release of quarter results before the bell on August 28.

Best Buy (BBY) August 29 weekly call option implied volatility is at 137, September is at 53; compared to its 52-week range of 23 to 77 into the expected release of quarter results before the bell on August 28.

Bath & Body Works (BBWI) August 29 weekly call option implied volatility is at 160, September is at 62; compared to its 52-week range of into the expected release of quarter results before the bell on August 28.

Sentinel One (S) August 29 weekly call option implied volatility is at 177, September is at 70; compared to its 52-week range of 36 to 82 with a focus on 1K contracts of September 12 weekly 20 calls into the expected release of quarter results after the bell on August 28.

Ambarella (AMBA) August 29 weekly call option implied volatility is at 201, September is at 86; compared to its 52-week range of 35 to 89 with a focus on September options into the expected release of quarter results after the bell on August 28.

Victoria Secret (VSCO) September call option implied volatility is at 87, October is at 74; compared to its 52-week range of 47 to 116 with a focus on September 21 calls into the expected release of quarter results before the bell on August 28.

Build-A-Bear (BBW) September call option implied volatility is at 83, October is at 65; compared to its 52-week range of 31 to 83 into the expected release of quarter results before the bell on August 28.

Options with decreasing option implied volatility: MDB VRNT OKTA ANF WDAY ZM BILI INTU PDD ROST WBA WMT
Increasing unusual option volume: WBA PSNY ALTS GOOS CBRL CYTK XP KDP COTY IONS KNX XND
Increasing unusual call option volume: PSNY WBA GOOS ALTS CYTK XP KDP CBRL IONS COTY DDD XND BOX LWLG CRML MNKD ASST SERV RY
Increasing unusual put option volume: OPEN CBRL SIG XP KDP BILL XND SATS QURE MDB RDW EH BOX IRBT PVH IP SJM ESTC OKTA