Daily IV Report
Mid-session IV Report August 8, 2025
Mid-session IV Report August 8, 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: ASAN AEO IOT DOCU […]
Mid-session IV Report August 8, 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: ASAN AEO IOT DOCU ZS WBA ATYR GRRR ULTY
Popular stocks volume: HOOD APP MSTR PCG COIN INTC SMCI
Active options: TSLA NVDA PLTR AMD AAPL SOUN GOOGL TTD HOOD GOOG CRWV AMZN APP MSTR PCG COIN IONQ RKLB INTC SMCI
Intel (INTC) option IV amid price movement
Intel (INTC) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 93. Call put ratio 2 calls to 1 put with a focus on August 21 calls.
Micron Technology (MU) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 87. Call put ratio 2 calls to 1 put with a focus on August puts.
Straddle prices into quarter results
Barrick Mining (B) August call option implied volatility is at 40, September is at 34; compared to its 52-week range of 27 to 55. Call put ratio 11.5 calls to 1 put with a focus on August calls into the expected release of quarter results before the bell on August 11.
Monday.com (MNDY) August call option implied volatility is at 129, September is at 69; compared to its 52-week range of 34 to 90. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 11.
Oklo (OKLO) August call option implied volatility is at 126, September is at 99; compared to its 52-week range of 68 to 167. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on August 11.
Options with decreasing option implied volatility: COMM SMCX BROS UPST SNAP GRPN TSSI CRMD DUOL SYM BMBL DOCN LYFT SEZL APP AXON ZETA MGNI PTON
Increasing unusual option volume: GRND HBI SABR TRIP REAL NB TXRH FND EXPE OWL GEN
Increasing unusual call option volume: SABR EXPE TRIP OWL NB REAL VSTM TTD CART SHOT
Increasing unusual put option volume: RSP FND OPEN PAYX GT IOVA WMB CART AMPX IBB TWLO SG CENX GLXY GLNG