Mid-session IV Report December 2, 2025

Mid-session IV Report December 2, 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: AGQ TMC CAPR NOK NLY

Popular stocks volume: MSTR INTC BA CRWV ORCL SOFI MDB AVGO

Active options: NVDA TSLA AAPL PLTR AMD MSTR INTC BA AMZN GOOGL GOOG CRWV ORCL SOFI MDB META AVGO IREN BMNR CRDO

Option IV into quarter results

CrowdStrike Holdings Inc. (CRWD) December 5 weekly call option implied volatility is at 98, December is at 56; compared to its 52-week range of 49 to 77. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

BHP Group (BHP) December call option implied volatility is at 38, January is at 27; compared to its 52-week range of 21 to 150. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Marvell Technology (MRVL) December 5 weekly call option implied volatility is at 160, December is at 90; compared to its 52-week range of 36 to 103. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Pure Storage, Inc. (PSTG) December call option implied volatility is at 84, January is at 63; compared to its 52-week range of 72 to 85. Call put ratio 3.3 calls to 1 put into the expected release of quarter results today after the bell.

Okta, Inc. (OKTA) December 5 weekly call option implied volatility is at 150, December is at 74; compared to its 52-week range of 30 to 70. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Box (BOX) December call option implied volatility is at 67, January is at 45; compared to its 52-week range of 48 to 49. Call put ratio 2.8 calls to 1 put into the expected release of quarter results today after the bell.

GitLab Inc (GTLB) December 5 weekly call option implied volatility is at 177, December is at 89; compared to its 52-week range of 73 to 84. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.

Asana, Inc. (ASAN) December 5 weekly call option implied volatility is at 200, December is at 107; compared to its 52-week range of 42 to 112. Call put ratio 8.5 calls to 1 put with a focus on December 5 weekly calls into the expected release of quarter results today after the bell.

American Eagle Outfitters (AEO) December 5 weekly call option implied volatility is at 197, December is at 98; compared to its 52-week range of 44 to 97. Call put ratio 2.7 calls to 1 put with a focus on December 5 weekly calls into the expected release of quarter results today after the bell.

Salesforce (CRM) December 5 weekly call option implied volatility is at 108, December is at 55; compared to its 52-week range of 24 to 58. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on December 3.

Snowflake (SNOW) December 5 weekly call option implied volatility is at 140, December is at 73; compared to its 52-week range of 31 to 74. Call put ratio 2 calls to 1 puts into the expected release of quarter results after the bell on December 3.

Dollar Tree (DLTR) December 5 weekly call option implied volatility is at 130, December is at 58; compared to its 52-week range of 28 to 78. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on December 3.

Guidewire Software (GWRE) December option implied volatility is at 67, January is at 51; compared to its 52-week range of 23 to 64. Call put ratio 5 calls to 1 put into the expected release of quarter results after the bell on December 3.

Five Below (FIVE) December call option implied volatility is at 80, January is at 56; compared to its 52-week range of 36 to 105. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on December 3.

Macy’s (M) December 5 weekly call option implied volatility is at 150, December is at 76; compared to its 52-week range of 34 to 90. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on December 3.

C3 AI (AI) December 5 weekly call option implied volatility is at 165, December is at 97; compared to its 52-week range of48 to 98. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on December 3.

PVH Corp. (PVH) December call option implied volatility is at 68, January is at 53; compared to its 52-week range of 29 to 80. Call put ratio 1 calls to 2.8 puts into the expected release of quarter results after the bell on December 3.

Options with decreasing option implied volatility: CWVX AMBA CRDO ANF TSLZ MDB CONY SYM KSS ZM ZS DKS BURL WDAY HPQ BBY ADSK ADI DE SDS EFA NIO
Increasing unusual option volume: XPO JANX BRR ABTC EDU MDB SIG COGT ALDX CMRE
Increasing unusual call option volume: BRR COGT JANX MDB EH KMB TSEM UNFI SIG FRPT TXG
Increasing unusual put option volume: ABTC BRR MDB ETHZ TPR CRDO DOCN KLAR IBRX STUB IEF NOG IRBT