Mid-session IV Report December 4, 2025

Mid-session IV Report December 4, 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: CYTK MSTU CEP TLRY PBR

Popular stocks volume: SOFI INTC MSTR AMD HOOD MU RIVN

Active options: META TSLA NVDA AAPL AMZN GOOGL NFLX GOOG SOFI PLTR MSFT INTC MSTR AMD HOOD MU RIVN RR MARA BMNR

Option IV into quarter results

Hewlett Packard Enterprise (HPE) December 5 weekly call option implied volatility is at 165, December is at 61; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 7.7 puts with a focus on 1K contracts of March 25 calls into the expected release of quarter results today after the bell.

Ulta Beauty (ULTA) December 5 weekly call option implied volatility is at 166, December is at 62; compared to its 52-week range of 24 to 62. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Samsara Inc (IOT) December 5 weekly call option implied volatility is at 330, December is at 105; compared to its 52-week range of 40 to 95. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) December 5 weekly call option implied volatility is at 210, December is at 77; compared to its 52-week range of 28 to 72. Call put ratio 1.1 calls to 1 puts into the expected release of quarter results today after the bell.

Rubrik (RBRK) December 5 weekly call option implied volatility is at 300, December is at 101; 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 today after the bell.

SentinelOne, Inc. (S) December 5 weekly call option implied volatility is at 225, December is at 81; compared to its 52-week range of 36 to 82. Call put ratio 4.1 calls to 1 puts with a focus spreaders into the expected release of quarter results today after the bell.

Victoria’s Secret & Co. (VSCO) December call option implied volatility is at 100, January is at 72; compared to its 52-week range of 50 to 116. Call put ratio 3.1 calls to 1 puts into the expected release of quarter results before the bell on December 5.

Options with decreasing option implied volatility: CAPR MDB CRDO ASAN GTLB AEO OKTA PSTG DG M MRVL SNOW CRM DLTR CRWD BMY KR
Increasing unusual option volume: BDX HPP DC BFB PCAR PVH IRBT FROG ODD FIVE HRL MIST LC DG SNOW CAPR ABVX ALTO
Increasing unusual call option volume: BDX PCAR IRBT DV ODD FROG HRL LC KOLD CEP BILL VNOM
Increasing unusual put option volume: SO CIEN FIVE CAPR FSLY SNOW QURE IEF HPE DG SHEL LQD HRL IEP SYM ALB