Mid-session IV Report August 28, 2025

Mid-session IV Report August 28, 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 SATS NIO TIGR TIME

Popular stocks volume: CRWV PLTR SNOW HOOD INTC AVGO CRWD BABA MDB SOFI

Active options: NVDA TSLA AMD CRWV PLTR SNOW OPEN AAPL HOOD INTC AMZN GOOGL AVGO CRWD BABA META MDB SOFI MSFT RGTI

Option IV into quarter results

Dell Technologies (DELL) August 29 weekly call option implied volatility is at 187, September is at 56; compared to its 52-week range of 33 to 86. Call put ratio 1 call to 1.6 puts into the expected release of quarter results today after the bell.

Autodesk (ADSK) August 29 weekly call option implied volatility is at 118, September is at 38; compared to its 52-week range of 21 to 52. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Marvell (MRVL) August 29 weekly call option implied volatility is at 212, September is at 70; compared to its 52-week range of 36 to 103. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) August 29 weekly call option implied volatility is at 286, September is at 86; compared to its 52-week range of 55 to 130. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) August 29 weekly call option implied volatility is at 150, September is at 44; compared to its 52-week range of 24 to 62. Call put ratio 1 call to 2.1 puts into the expected release of quarter results today after the bell.

Gap (GAP) August 29 weekly call option implied volatility is at 290, September is at 70; compared to its 52-week range of 33 to 93. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Sentinel One (S) August 29 weekly call option implied volatility is at 223, September is at 70; compared to its 52-week range of 36 to 82. Call put ratio 3 calls to 1 put with a focus on August 29 weekly calls into the expected release of quarter results today after the bell.

Ambarella (AMBA) August 29 weekly call option implied volatility is at 277, September is at 106; compared to its 52-week range of 35 to 89. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.

Alibaba (BABA) August 29 weekly call option implied volatility is at 137, September is at 48; compared to its 52-week range of 27 to 73. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on August 29.

Options with decreasing option implied volatility: MDB VRNT BILL OKTA FL ANF SNOW ZM NVDL VSCO PSTG FIVE WDAY URBN CRWD ROST BBWI VEEV BBY
Increasing unusual option volume: BILL OPAD JBS WEN ALTS MNDY PSTG OLLI TSEM LPSN SNOW HRL COTY TCOM
Increasing unusual call option volume: JBS OPAD ALTS PSTG TCOM SNOW HRL COTY LPSN LWLG GPRE TD TECK MANU PSNY XNET PZZA INO
Increasing unusual put option volume: BILL UAMY PSTG CVE HRL NTAP CFLT VEEV MDB COMM SNOW NTNX SPXU EH FIVN URBN