Mid-session IV Report December 16, 2025

Mid-session IV Report December 16, 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 MESO PGY ACB CMCSA QURE PBR

Popular stocks with increasing option volume: AVGO PFE PLTR SOFI NFLX AMD MSTR ORCL HOOD F CMCSA CRWV

Active options: TSLA NVDA AVGO AAPL AMZN PFE PLTR GOOG SOFI NFLX GOOGL AMD MSTR IREN ORCL HOOD META F CMCSA CRWV

WTI Crude oil trends lower

ExxonMobil (XOM) 30-day option implied volatility is at 20; compared to its 52-week range of 19 to 53. Call put ratio 6 calls to 1 put with a focus on a spreader of 10K contracts of January and February 120 calls as WTI crude at $55.30.

Chevron (CVX) 30-day option implied volatility is at 19; compared to its 52-week range of 18 to 58. Call put ratio 2 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 66. Call put ratio 1 call to 1.5 puts as WTI crude at $55.30.

Option IV into quarter results and outlook

Micron Technology (MU) December call option implied volatility is at 133, January is at 72; compared to its 52-week range of 37 to 87. Call put ratio 1 call 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 118, January is at 52; compared to its 52-week range of 21 to 73. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on December 17.

General Mills (GIS) December call option implied volatility is at 67, January is at 30; compared to its 52-week range of 28 to 38. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on December 17.

Accenture (ACN) December call option implied volatility is at 111, January is at 40; compared to its 52-week range of 18 to 49. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on December 18.

Nike (NKE) December call option implied volatility is at 114, January is at 58; compared to its 52-week range of 22 to 78. Call put ratio 2.9 calls to 1 put with a focus on January 72.50 calls into the expected release of quarter results after the bell on December 18.

Cintas Corp. (CTAS) December call option implied volatility is at 77, January is at 33; compared to its 52-week range of 17 to 40. Call put ratio 3.9 calls to 1 put into the expected release of quarter results before the bell on December 18.

FedEx (FDX) December call option implied volatility is at 89, January is at 37; compared to its 52-week range of 21 to 63. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on December 18.

Options with decreasing option implied volatility: NKTR ABVX PLAY PL LULU RH AVAV CHWY CIEN GME KODK ORCL ADBE SNPS COST PAA EA
Increasing unusual option volume: ALGM RDNT ALDX FLWS PZZA EQNR IRBT SABR CMA MIST
Increasing unusual call option volume: ALDX FLWS PZZA IRBT CMA IVV SABR MIST LCID ACVA CPRT TKO
Increasing unusual put option volume: CARR EQNR IRBT EMR URNM XP VSCO BNTX DKS SILJ ADMA ARES GLNG CMA PBR