Mid-session IV Report December 3, 2025

Mid-session IV Report December 3, 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: PBR TMC CWVX URA VALE NFLX CPNG SCHD

Popular stocks volume: INTC MSTR AMD PLTR AVGO NIO CRWD BMNR

Active options: TSLA NVDA AAPL MSFT MRVL NFLX AMZN INTC MSTR AMD GOOGL PLTR IREN AVGO META NIO GOOG CRWD BMNR ONDS

Mover

Microsoft (MSFT) 30-day call option implied volatility is at 23; compared to its 52-week range of 16 to 50. Call put ratio 1.9 calls to 1 put amid wide share price movement.

Option IV into quarter results

Salesforce (CRM) December 5 weekly call option implied volatility is at 125, December is at 55; compared to its 52-week range of 24 to 58. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Snowflake (SNOW) December 5 weekly call option implied volatility is at 163, December is at 74; compared to its 52-week range of 31 to 74. Call put ratio 1.4 calls to 1 puts into the expected release of quarter results today after the bell.

Guidewire Software (GWRE) December option implied volatility is at 75, January is at 51; compared to its 52-week range of 23 to 64. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Five Below (FIVE) December call option implied volatility is at 75, January is at 56; compared to its 52-week range of 36 to 105. Call put ratio 3 calls to 1 put into the expected release of quarter results today after the bell.

C3 AI (AI) December 5 weekly call option implied volatility is at 190, December is at 93; compared to its 52-week range of48 to 98. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

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 today after the bell.

Kroger (KR) December 5 weekly call option implied volatility is at 93, December is at 45; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on December 4.

Hewlett Packard Enterprise (HPE) December 5 weekly call option implied volatility is at 127, December is at 61; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on December 4.

Ulta Beauty (ULTA) December 5 weekly call option implied volatility is at 135, December is at 61; compared to its 52-week range of 24 to 62. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on December 4.

Samsara Inc (IOT) December 5 weekly call option implied volatility is at 250, December is at 110; compared to its 52-week range of 40 to 95. Call put ratio 1 call to 2 puts into the expected release of quarter results after the bell on December 4.

Dollar General (DG) December 5 weekly call option implied volatility is at 145, December is at 67; compared to its 52-week range of 25 to 66. Call put ratio 1 call to 3.7 puts into the expected release of quarter results before the bell on December 4.

Docusign Inc. (DOCU) December 5 weekly call option implied volatility is at 169, December is at 78; compared to its 52-week range of 28 to 72. Call put ratio 1.3 calls to 1 puts into the expected release of quarter results after the bell on December 4.

Rubrik (RBRK) December 5 weekly call option implied volatility is at 250, December is at 105; compared to its 52-week range of 76 to 119. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on December 4.

Options with decreasing option implied volatility: MDB CAPR AMBA CRDO OKTA ZS MRVL IEP WDAY AEO DELL DLTR ADSK HPQ CRWD WBD ANF BMY DE
Increasing unusual option volume: IRBT CAPR GXO BOX WRAP CAL CNK PSTG
Increasing unusual call option volume: IRBT BOX CAR WRAP PSTG AEVA GENI HTGC COGT
Increasing unusual put option volume: BOX HRL CAPR IRBT GTLB ODFL TER STNG DG OKTA EXAS