Mid-session IV Report December 12, 2025

Mid-session IV Report December 12, 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: RDW TLRY MSOX FRMI MSOS PBR APA HAYW QQQ NANOS S

Popular stocks with increasing option volume: AVGO RIVN NFLX PLTR AMD MSTR ORCL LULU HOOD INTC SOFI

Active options: TSLA NVDA AVGO RIVN NFLX AAPL PLTR AMD AMZN MSTR ORCL META LULU GOOGL HOOD INTC MSFT SOFI MARA GOOG

Movers

Broadcom (AVGO) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 74. Call put ratio 1.8 calls to 1 put as share price down 11.6%.

Oracle (ORCL) 30-day option implied volatility is at 45; compared to its 52-week range of 23 to 70. Call put ratio 1.3 calls to 1 put as share price down 4.8%.

Sandisk (SNDK) 30-day option implied volatility is at 93; compared to its 52-week range of 44 to 123. Call put ratio 1.1 calls to 1 put as share price down 14%.

Palantir (PLTR) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 109. Call put ratio 1.3 calls to 1 put as share price down 4.1%.

Rivian Automotive (RIVN) 30-day option implied volatility is at 70; compared to its 52-week range of 46 to 101. Call put ratio 1.8 calls to 1 put as share price up 16.5%.

Coty (COTY) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 80. Call put ratio 11.5 calls to 1 put with a focus on December 3 calls as share price down 1.3%.

Option IV into quarter results

Micron Technology (MU) December call option implied volatility is at 95, January is at 70; compared to its 52-week range of 37 to 87. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on December 17.

Option IV into quarter results

Options with decreasing option implied volatility: CFLT XXI PLAY PL LULU AVAV CHWY RH CIEN GME CRH ADBE FRSH ULTY CPB
Increasing unusual option volume: XLB RCUS NXDR XLI BALL TNYA
Increasing unusual call option volume: XLB RCUS NXDR XLI TNYA IRBT PRMB
Increasing unusual put option volume: XLI XLB SEI DBRG MRUS SRRK QLD TE