Mid-session IV Report December 17, 2025

Mid-session IV Report December 17, 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: QURE WVE NB PBR TWO BITO PDD TLRY MESO MSOS ETHZ PBR UUP

Popular stocks with increasing option volume: NFLX AVGO ORCL AMD CGC CRWV PLTR HOOD GME MU MSTR

Active options: TSLA NVDA NFLX AVGO AAPL AMZN GOOGL ORCL AMD GOOG CGC CRWV PLTR HOOD GME MU HUT MSTR META BMNR

Option IV into quarter results and outlook

Micron Technology (MU) December call option implied volatility is at 150, January is at 71; compared to its 52-week range of 37 to 87. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Accenture (ACN) December call option implied volatility is at 117, January is at 39; compared to its 52-week range of 18 to 49. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on December 18.

Nike (NKE) December call option implied volatility is at 124, January is at 47; compared to its 52-week range of 22 to 78. Call put ratio 1.6 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 97, January is at 34; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 17 puts with a focus on December 180 puts into the expected release of quarter results before the bell on December 18.

FedEx (FDX) December call option implied volatility is at 112, January is at 42; compared to its 52-week range of 21 to 63. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on December 18.

Heico Corp. (HEI) December call option implied volatility is at 112, January is at 36; compared to its 52-week range of 20 to 48. Call put ratio 1 call to 15 puts into the expected release of quarter results after the bell on December 18.

Darden Restaurants (DRI) December call option implied volatility is at 95, January is at 38; compared to its 52-week range of 18 to 48. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on December 18.

FactSet (FDS) December call option implied volatility is at 126, January is at 44; compared to its 52-week range of 19 to 51. Call put ratio 7.6 calls to 1 put with a focus on December 290 and 310 calls into the expected release of quarter results before the bell on December 18.

Birkenstock Holding (BIRK) December call option implied volatility is at 139, January is at 51; compared to its 52-week range of 32 to 64. Call put ratio 6.5 calls to 1 put with a focus on 5K contracts of December 50 calls into the expected release of quarter results before the bell on December 18.

CarMax (KMX) December call option implied volatility is at 160, January is at 64; compared to its 52-week range of 25 to 76. Call put ratio 1 call to 2.8 puts with a focus on December puts into the expected release of quarter results before the bell on December 18.

KB Home (KBH) December call option implied volatility is at 100, January is at 44; compared to its 52-week range of 30 to 58. Call put ratio 1 call to 2.7 puts into the expected release of quarter results after the bell on December 18.

FuelCell Energy (FCEL) December call option implied volatility is at 280, January is at 130; compared to its 52-week range of 85 to 150. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on December 18.

BlackBerry (BB) December call option implied volatility is at 167, January is at 70; compared to its 52-week range of 45 to 93. Call put ratio 5.6 calls to 1 put with a focus on December 4.5 calls and puts into the expected release of quarter results after the bell on December 18.

ConAgra Brands (CAG) December call option implied volatility is at 77, January is at 35; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on December 19.

Paychex (PAYX) December call option implied volatility is at 88, January is at 32; compared to its 52-week range of 15 to 40. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on December 19.

Winnebago Industries (WGO) December call option implied volatility is at 195, January is at 67; compared to its 52-week range of 24 to 73. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on December 19.

Carnival Corp. (CCL) December call option implied volatility is at 113, January is at 44; compared to its 52-week range of 34 to 88. Call put ratio 3.4 calls to 1 put into the expected release of quarter results before the bell on December 19.

Lamb Weston (LW) December call option implied volatility is at 153, January is at 50; compared to its 52-week range of 27 to 67. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on December 19.

Options with decreasing option implied volatility: NKTR ABVX PL LULU RH REPL CIEN ORCL ADBE SNPS LEN GIS ABR WU COST EA
Increasing unusual option volume: AVTR CCCC DAWN VTGN TWO RYAM ULCC ETR
Increasing unusual call option volume: TWO CCCC ULCC ETR VTGN NVT BIRK JBL RYAM IRBT MGNI
Increasing unusual put option volume: JBL AIG CB IRBT XP LOGI SOXX UDOW LIN LEN NICE CPNG