Mid-session IV Report December 5, 2025

Mid-session IV Report December 5, 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: LUNR NOK PAA DBRG ALMS NOK PSN ASO FSLY INCY SHAK CVE VALE NLY

Popular stocks volume: SOFI NFLX INTC MSTR WBD PLTR HOOD ORCL RIVN AVGO COIN

Active options: TSLA NVDA SOFI NFLX INTC AMD META MSTR AAPL WBD PLTR GOOGL AMZN HOOD ORCL RIVN AVGO GOOG COIN MSFT

Movement

Warner Bros. Discovery (WBD) 30-day call option implied volatility is at 24; compared to its 52-week range of 34 to 82. Call put ratio 2.6 calls to 1 put after Netflix (NFLX) has agreed to purchase.

Netflix (NFLX) 30-day call option implied volatility is at 33; compared to its 52-week range of 24 to 71. Call put ratio 1.8 calls to 1 put after purchasing Warner Bros. Discovery (WBD).

Paramount Skydance Corporation (PSKY) 30-day call option implied volatility is at 57; compared to its 52-week range of 45 to 97. Call put ratio 1.4 calls to 1 put as share price down 6.2%.

Comcast (CMCSA) 30-day call option implied volatility is at 30; compared to its 52-week range of 20 to 48. Call put ratio 1.9 calls to 1 put with a focus on January calls.

Walt Disney (DIS) 30-day call option implied volatility is at 22; compared to its 52-week range of 18 to 61. Call put ratio 5.2 calls to 1 put with a focus on a spreader of December 12 weekly 105 and 106 calls.

Option IV into quarter results

Toll Brothers (TOL) December call option implied volatility is at 51, January is at 47; compared to its 52-week range of 30 to 63. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on December 8.

Options with decreasing option implied volatility: CAPR QURE MDB ASAN RBRK AEO CRDO IOT WBD OKTA PSTG GTLB MRVL SNOW PATH DOCU S DG M AI CRM HPE ULTA GENI CRWD VSCO KR HRL TECK
Increasing unusual option volume: VTYX IVZ RZLT ULTA NOG BRR PRAX FRSH IRBT
Increasing unusual call option volume: ULTA IRBT NXDR BRR IVZ NOG GPCR FRSH FROG
Increasing unusual put option volume: FIVN APA IRBT ULTA TWLO DOCU VSCO CHPT S RBRK SWBI IOT FIS DOCS