Mid-session IV Report December 18, 2025

Mid-session IV Report December 18, 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: MSOS DJT ACB PGY ISRG AQST PENG SKT

Popular stocks with increasing option volume: AVGO DJT AMD ORCL MSTR CGC NFLX APLD SOFI INTC RIVN

Active options: TSLA NVDA MU AAPL PLTR AMZN AVGO DJT AMD ORCL META MSFT GOOGL MSTR CGC NFLX APLD SOFI INTC RIVN

Movement

Palantir (PLTR) 30-day option implied volatility is at 46; compared to its 52-week range of 45 to 109. Call put ratio 2.8 calls to 1 put with a focus on a spreader of in the money February and March 160 calls as share price up 5.1%.

Iris Energy (IREN) 30-day option implied volatility is at 100; compared to its 52-week range of 75 to 141. Call put ratio 2 calls to 1 put with a focus on a spreader of January 2 weekly calls.

CoreWeave (CRWV) 30-day option implied volatility is at 85; compared to its 52-week range of 67 to 157. Call put ratio 2.5 calls to 1 put with a focus on December calls as share price up 4.2%.

Nebius Group (NBIS) 30-day option implied volatility is at 85; compared to its 52-week range of 65 to 136. Call put ratio 1.4 calls to 1 put as share price up 3.8%.

Oklo Inc (OKLO) 30-day option implied volatility is at 92; compared to its 52-week range of 77 to 141. Call put ratio 1.3 calls to 1 put as share price up 1.8%.

NuScale Power Corporation (SMR) 30-day option implied volatility is at 92; compared to its 52-week range of 73 to 139. Call put ratio 2.3 calls to 1 put with a focus on December calls.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 106; compared to its 52-week range of 65 to 146. Call put ratio 1.5 calls to 1 put as share price up 6%.

Option IV into quarter results and outlook

Nike (NKE) December call option implied volatility is at 167, January is at 47; compared to its 52-week range of 22 to 78. Call put ratio 1.6 calls to 1.5 puts with a focus on December 65 puts into the expected release of quarter results today after the bell.

FedEx (FDX) December call option implied volatility is at 146, 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 today after the bell.

Heico Corp. (HEI) December call option implied volatility is at 166, January is at 37; compared to its 52-week range of 20 to 48. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

KB Home (KBH) December call option implied volatility is at 115, January is at 50; compared to its 52-week range of 30 to 58. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

BlackBerry (BB) December call option implied volatility is at 187, January is at 75; compared to its 52-week range of 45 to 93. Call put ratio 5.7 calls to 1 put with a focus on December calls into the expected release of quarter results today after the bell.

ConAgra Brands (CAG) December call option implied volatility is at 105, January is at 36; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 3.8 puts into the expected release of quarter results before the bell on December 19.

Paychex (PAYX) December call option implied volatility is at 129, January is at 35; compared to its 52-week range of 15 to 40. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results before the bell on December 19.

Winnebago Industries (WGO) December call option implied volatility is at 285, January is at 71; compared to its 52-week range of 24 to 73. Call put ratio 1 call to 2.9 puts into the expected release of quarter results before the bell on December 19.

Carnival Corp. (CCL) December call option implied volatility is at 158, January is at 47; compared to its 52-week range of 34 to 88. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on December 19.

Lamb Weston (LW) December call option implied volatility is at 173, January is at 50; compared to its 52-week range of 27 to 67. Call put ratio 1 call to 3.2 puts into the expected release of quarter results before the bell on December 19.

Options with decreasing option implied volatility: ABVX NKTR LULU RH KMX UNHG KODK CAN LEN GIS PAA COST
Increasing unusual option volume: JBL DAWN PYXS NVT SEI PENG VRNS SBIT FLWS
Increasing unusual call option volume: DAWN NVT AIG JBL VRNS FLWS ALC BIRK CGC OTLK GEN
Increasing unusual put option volume: JBL SEI UWMC NVT BBIO PWR DRI CGC DJT KMX STWD HWM XXI ACB