Mid-session IV Report December 8, 2025

Mid-session IV Report December 8, 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: DBRG LUNR XP TLRY TERN CRVS KODK KURA U WRBY GTES NFLX VALE AEO HE STZ NOK MMM EFA

Popular stocks volume: NFLX WBD SOFI DAL PLTR MSTR INTC AVGO ORCL MU CRWV

Active options: NVDA TSLA NFLX WBD SOFI AAPL AMD AMZN DAL PLTR META MSTR MSFT INTC AVGO GOOGL ORCL ONDS MU CRWV

Warner Bros. Discovery (WBD) option IV

Warner Bros. Discovery (WBD) 30-day call option implied volatility is at 21; compared to its 52-week range of 34 to 82. Call put ratio 2.2 calls to 1 put after Paramount Skydance Corporation (PSKY) commences tender offer of $30 per share for all of Warner Bros.

Netflix (NFLX) 30-day call option implied volatility is at 38; compared to its 52-week range of 24 to 71. Call put ratio 1.5 calls to 1 put.

Paramount Skydance Corporation (PSKY) 30-day call option implied volatility is at 56; compared to its 52-week range of 45 to 97. Call put ratio 5.7 calls to 1 put after Paramount commences tender offer of $30 per share for all of Warner Bros. Discovery (WBD).

Option IV into quarter results and FOMC policy meeting

Toll Brothers (TOL) December call option implied volatility is at 51, January is at 41; 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 today after the bell.

BHP (BHP) December call option implied volatility is at 30, January is at 26; compared to its 52-week range of 22 to 51. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on December 9.

Campbell Soup (CPB) December call option implied volatility is at 65, January is at 51; compared to its 52-week range of 39 to 39. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on December 9.

Ollie’s Bargain Outlet (OLLI) December call option implied volatility is at 67, January is at 51; compared to its 52-week range of 29 to 64. Call put ratio 2.9 calls to 1 put into the expected release of quarter results before the bell on December 9.

Academy Sports and Outdoor (ASO) December 12 weekly call option implied volatility is at 110, December is at 74; compared to its 52-week range of 32 to 80. Call put ratio 1 call to 3.7 puts into the expected release of quarter results before the bell on December 9.

Oracle (ORCL) December 12 weekly call option implied volatility is at 130, December is at 90; compared to its 52-week range of 63 to 70. Call put ratio 3 calls to 1 put into the expected release of quarter results after the bell on December 10.

Options with decreasing option implied volatility: CAPR MSTY QURE CFLT RBRK IOT AEO ASAN MDB WBD PSTG DOCU OKTA AGQ VSCO M PATH SNOW GTLB AI ULTA DG S CRM HPE TIGR GENI
Increasing unusual option volume: FEZ WRBY FXE WVE GPCR CRH AMLP SONO
Increasing unusual call option volume: AMLP WRBY WVE SONO CRH CAH IRBT CME VIPS INCY CRVS
Increasing unusual put option volume: FEZ DBRG MTZ MNDY ABVX FND CFLT CIEN OWL CRH