Mid-session IV Report December 15, 2025

Mid-session IV Report December 15, 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: TLRY MSOS TSLY PBR WBD NVD MSTU TSLQ CSGP CRMD PBR TAC COMP ZIM DAL Z NOW TEVA BAC WFC MUFG MS C

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

Active options: TSLA NVDA AAPL AVGO AMZN PLTR AMD ORCL NFLX IREN MSTR GOOGL META RIVN SOFI INTC UBER CLSK MARA BMNR

Option IV into quarter results and outlook

Lennar (LEN) December call option implied volatility is at 70, January is at 40; compared to its 52-week range of 37 to 87. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on December 16.

Micron Technology (MU) December call option implied volatility is at 120, January is at 71; compared to its 52-week range of 37 to 87. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on December 17.

Jabil (JBL) December call option implied volatility is at 100, January is at 55; compared to its 52-week range of 21 to 73. Call put ratio 1 calls to 2.4 puts into the expected release of quarter results before the bell on December 17.

General Mills (GIS) December call option implied volatility is at 49, January is at 29; compared to its 52-week range of 28 to 38. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on December 17.

Accenture (ACN) December call option implied volatility is at 94, January is at 41; compared to its 52-week range of 18 to 49. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on December 18.

Nike (NKE) December call option implied volatility is at 97, January is at 46; compared to its 52-week range of 22 to 78. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on December 18.

Cintas Corp. (CTAS) December call option implied volatility is at 74, January is at 38; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on December 18.

FedEx (FDX) December call option implied volatility is at 82, January is at 37; compared to its 52-week range of 21 to 63. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on December 18.

Potash Movers

Mosaic (MOS) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 64. Call put ratio 3.8 calls to 1 put with a focus on December 25 calls as share price down 2.6%.

Nutrien (NTR) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 48. Call put ratio 1 call to 18 puts with a focus on December 59 puts as share price down 3.7%.

CF Industries (CF) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 55. Call put ratio 1 call to 1 put as share price down 1%.

Intrepid Potash (IPI) 30-day option implied volatility is at 52; compared to its 52-week range of 37 to 72. Call put ratio 1 call to 2.4 puts as share price down 1.2%.

Options with decreasing option implied volatility: ACB XXI PLAY PL LULU AVAV RH CHWY CIEN GME ORCL SNPS ADBE CPB VOD CRH CFLT EWJ COST EA
Increasing unusual option volume: MIST APPN NXDR IRBT XPO FLWS ENTG FBIO FND LAZR
Increasing unusual call option volume: NXDR MIST IRBT FLWS ALC VZLA DJX PLCE IMNM CEG FRSH LAZR
Increasing unusual put option volume: IRBT NTR FND NTNX CWAN MSOX IEF SEI LAZR INFY LAZR