Mid-session IV Report December 11, 2025

Mid-session IV Report December 11, 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: DBRG RDW SATS AIG VALE VFC HPE

Popular stocks with increasing option volume: ORCL NFLX PLTR HOOD AVGO MSTR CRWV RIVN ADBE SOFI

Active options: NVDA ORCL TSLA AAPL AMD NFLX PLTR AMZN HOOD AVGO MSTR META OPEN IREN CRWV RIVN ADBE GOOGL MSFT SOFI

Option IV into quarter results

Broadcom (AVGO) December 12 weekly call option implied volatility is at 147, December is at 73; compared to its 52-week range of 35 to 74. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Costco (COST) December 12 weekly call option implied volatility is at 74, 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 today after the bell.

lululemon athletica (LULU) December 12 weekly call option implied volatility is at 315, December is at 138; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1.9 puts into the expected release of quarter results today after the bell.

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 today after the bell.

Option implied volatility for Industrial Metal

Freeport-McMoran (FCX) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 83. Call put ratio 11.7 calls to 1 put with a focus on March 50 and May 55 calls as share price up 3.3%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 53. Call put ratio 2. calls to 1 put with a focus on January 50 and April 65 calls as share price up 2.6%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 50. Call put ratio 6.6 calls to 1 put with a focus on December 87 and 89 calls as share price up 3.3%.

Options with decreasing option implied volatility: IOT CFLT RBRK PLAY VSCO AVAV DOCU S GME CHWY ULTA ORCL CIEN ADBE SNPS CRH HPE TOL CPB
Increasing unusual option volume: RZLT NXDR WRBY KBWB ORCX WVE MREO NRGV CARR
Increasing unusual call option volume: ORCX NXDR ORCX IRBT RZLT NRGV FIP OTLK WVE
Increasing unusual put option volume: SGML CARR EXE TE CIEN MTN DBRG IEF ALT RITM SLM UNG PWR IRBT