Mid-session IV Report December 9, 2025

Mid-session IV Report December 9, 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 CONY EWZ TROX PLAB SLM STAA KWEB PBR VZ

Popular stocks volume: INTC PLTR HOOD ORCL MARA RIVN PFE T MRK LULU

Active options: TSLA NVDA AAPL SOFI AMZN META INTC PLTR HOOD ORCL CVNA ONDS IREN OPEN MARA RIVN PFE T MRK PATH WRBY NVO LULU

Option IV into quarter results and FOMC

Oracle (ORCL) December 12 weekly call option implied volatility is at 140, December is at 91; compared to its 52-week range of 63 to 70. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on December 10.

Synopsys (SNPS) December 12 weekly call option implied volatility is at 120, December is at 75; compared to its 52-week range of 30 to 68. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on December 10.

Chewy (CHWY) December 12 weekly call option implied volatility is at 135, December is at 83; compared to its 52-week range of 34 to 78. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on December 10.

Uranium Energy (UEC) December 12 weekly call option implied volatility is at 120, December is at 94; compared to its 52-week range of 51 to 111. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on December 10.

Vail Resorts (MTN) December call option implied volatility is at 64, January is at 41; compared to its 52-week range of 27 to 54. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on December 10.

Planet Labs (PL) December 12 weekly call option implied volatility is at 270, December is at 155; compared to its 52-week range of 68 to 176. Call put ratio 3.6 calls to 1 put with a focus on December calls into the expected release of quarter results after the bell on December 10.

Broadcom (AVGO) December 12 weekly call option implied volatility is at 98, December is at 66; compared to its 52-week range of 35 to 74. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on December 11.

Costco (COST) December 12 weekly call option implied volatility is at 52, December is at 35; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on December 11.

lululemon athletica (LULU) December 12 weekly call option implied volatility is at 157, December is at 101; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1.8 puts into the expected release of quarter results after the bell on December 11.

Options with decreasing option implied volatility: CAPR QURE CFLT IOT RBRK ASAN GTLB AEO LQDA OKTA PSTG MSTY REPL DOCU PATH S SNOW AI SPXU M DG ULTA VSCO WBD MRVL HPE CRM GENI DLTR CRWD KR HRL BMY JBS
Increasing unusual option volume: CNK NXDR CWH CWEB STIM SLM WVE TROX NTR VNDA PAYC PLAY PLAB ASTL CWAN WRBY CYPH FLWS IRDM MIST BORR CRON YETI ELAN BORR SPCE LU SAIL CRON IRDM FLWS CYPH CWAN
Increasing unusual call option volume: NXDR CWH TROX WVE PLAB VNDA WRBY ASTL FLWS
Increasing unusual put option volume: SLM NTR JCI SPCE ASO XXI JEPQ TOL VFC STNE CIEN