Mid-session IV Report August 29, 2025

Mid-session IV Report August 29, 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 IEP PLCE ATYR CCJ SQQQ SPXL ULTY SMH QQQ NDX SPY VOO SPX

Popular stocks volume: BABA AFRM MRVL AMD MSTR PLTR SOFI HOOD SMCI AVGO INTC

Active options: NVDA TSLA BABA OPEN AFRM MRVL AMD MSTR AAPL IREN PLTR SOFI AMZN BULL HOOD META GOOGL SMCI AVGO INTC

Option IV into quarter results

Zscaler (ZS) September 5 weekly call option implied volatility is at 94, September is at 64; compared to its 52-week range of 30 to 72. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on September 2.

Nio (NIO) September 5 weekly call option implied volatility is at 110, September is at 95; compared to its 52-week range of 50 10 110. Call put ratio 3.1 calls to 1 put with a focus on September 5.5 puts into the expected release of quarter results before the bell on September 2.

Signet Jewelers (SIG) September 5 weekly call option implied volatility is at 124, September is at 81; compared to its 52-week range of 32 to 88. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on September 2.

Academy Sports (ASO) September 5 weekly call option implied volatility is at 78, September is at 56; compared to its 52-week range of 31 to 80. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on September 2.

Salesforce (CRM) September 5 weekly call option implied volatility is at 76, September is at 52; compared to its 52-week range of 24 to 58. Call put ratio 3.1 calls to 1 put into the expected release of quarter results after the bell on September 3.

Options with decreasing option implied volatility: VRNT BILL MDB OKTA ANF SBET GAP SNOW PSTG AFRM URBN FIVE VSCO MRVL DG BBY S CRWD BBWI PDD DELL VEEV EH DKS ULTA HPO
Increasing unusual option volume: OPAD ALTS ESTC ADSK AMBA PLG KNX ULTA WOOF
Increasing unusual call option volume: ALTS OPAD ADSK ESTC AMBA MTCH ULTA WOOF STNG PLG AFRM
Increasing unusual put option volume: NTNX OUST GLXY PSTG ESTC ULTA AFRM ADKS AMBA URNM BBIO CVE BULL AAOI DUOL JMIA MRVL GAP RF