Mid-session IV Report December 10, 2025

Mid-session IV Report December 10, 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: MSTU DBRG RDW STZ WRBY ABEO MBLY CART HPQ RACE WBD

Popular stocks with option volume: GME NFLX WBD ORCL INTC MSTR SOFI AMD RIVN RKLB BABA JPM

Active options: TSLA NVDA PLTR AMZN GME NFLX WBD MSFT AAPL ORCL META INTC MSTR SOFI AMD GOOG RIVN RKLB BABA JPM

Option IV into quarter results and FOMC policy decision

Oracle (ORCL) December 12 weekly call option implied volatility is at 171, December is at 95; compared to its 52-week range of 63 to 70. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Adobe Systems (ADBE) December 12 weekly call option implied volatility is at 118, December is at 65; compared to its 52-week range of 23 to 58. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Synopsys (SNPS) December 12 weekly call option implied volatility is at 146, December is at 79; compared to its 52-week range of 30 to 68. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell.

Vail Resorts (MTN) December call option implied volatility is at 67, January is at 52; compared to its 52-week range of 27 to 54. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Planet Labs (PL) December 12 weekly call option implied volatility is at 290, December is at 165; compared to its 52-week range of 68 to 176. Call put ratio 3.3 calls to 1 put with a focus on December calls into the expected release of quarter results today after the bell.

Broadcom (AVGO) December 12 weekly call option implied volatility is at 113, December is at 67; compared to its 52-week range of 35 to 74. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on December 11.

Costco (COST) December 12 weekly call option implied volatility is at 60, December is at 36; compared to its 52-week range of 17 to 43. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on December 11.

lululemon athletica (LULU) December 12 weekly call option implied volatility is at 200, December is at 107; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on December 11.

RH (RH) December 12 weekly call option implied volatility is at 240, December is at 147; compared to its 52-week range of 36 to 130. Call put ratio 1 call to 3 puts into the expected release of quarter results after on December 11.

Ciena (CIEN) December 12 weekly call option implied volatility is at 230, December is at 125; compared to its 52-week range of 30 to 89. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on December 11.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 10 to 43. Call put ratio 1 call to `1 put into FOMC policy decision.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 17 compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put into FOMC policy decision.

Options with decreasing option implied volatility: QURE CFLT IOT RBRK CAPR LQDA CODI PATH DOCU PLAY VSCO AI MSTY SNOW S CHWY ULTA SPXU AVAV GME DG CRM HPE WBD KR ULTY HRL JBS
Increasing unusual option volume: PLAB NXDR BRZE STIM FLWS FLG
Increasing unusual call option volume: NXDR PLAB BRZE IRBT URNM BGS FLWS
Increasing unusual put option volume: FLG ABVX CMBT IQ EQT XXI VFC