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Daily IV Report

Mid-session IV Report February 25, 2026

Mid-session IV Report February 25, 2026 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: BX WOLF VTYX LRMR […]

By Market Rebellion · February 25, 2026
Mid-session IV Report February 25, 2026

Mid-session IV Report February 25, 2026

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: BX WOLF VTYX LRMR DRVN ZIM BUG LAND

Popular stocks with increasing option volume: SOFI PYPL MSTR MU ORCL INTC HOOD

Active options: TSLA NVDA NFLX MSFT AAPL AMZN META PLTR AMD SOFI CRCL PYPL MSTR MU GOOGL ORCL INTC HOOD IBRX HIMS

Option IV into quarter results and outlook

NVIDIA (NVDA) February 27 weekly call option implied volatility is at 99, March is at 53; compared to its 52-week range of 32 to 75. Call put ratio 2.8 calls to 1 put into the expected release of quarter results today after the bell.

Salesforce (CRM) February 27 weekly call option implied volatility is at 138, March is at 61; compared to its 52-week range of 25 to 61. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Snowflake (SNOW) February 27 weekly call option implied volatility is at 195, March is at 82; compared to its 52-week range of 31 to 82. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Zoom (ZM) February 27 weekly call option implied volatility is at 150, March is at 62; compared to its 52-week range of 23 to 60. Call put ratio 1 call to 1.4 puts as share price up 4.7% into the expected release of quarter results today after the bell.

Paramount Skydance Corporation (PSKY) February 27 weekly call option implied volatility is at 159, March is at 74; compared to its 52-week range of 45 to 97. Call put ratio 1 call to 1.7 puts into the expected release of quarter results today after the bell.

Joby Aviation (JOBY) February 27 weekly call option implied volatility is at 173, March is at 92; compared to its 52-week range of 58 to 113. Call put ratio 6.5 calls to 1 put into the expected release of quarter results today after the bell.

Core Scientific (CORZ) February 27 weekly call option implied volatility is at 140, March is at 115; compared to its 52-week range of 64 to 128. Call put ratio 1 calls to 1.2 puts into the expected release of quarter results.

FTAI Aviation (FTAI) February 27 weekly call option implied volatility is at 164, March is at 79; compared to its 52-week range of 41 to 116. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Intuit (INTU) February 27 weekly call option implied volatility is at 145, March is at 71; compared to its 52-week range of 20 to 68. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on February 26.

Dell Technologies (DELL) February 27 weekly call option implied volatility is at 164, March is at 73; compared to its 52-week range of 23 to 82. Call put ratio 3 calls to 1 put into the expected release of quarter results after the bell on February 26.

CoreWeave (CRWV) February 27 weekly call option implied volatility is at 250, March is at 123; compared to its 52-week range of 67 to 157. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on February 26.

Coupang (CPNG) February 27 weekly call option implied volatility is at 135, March is at 68; compared to its 52-week range of 25 to 66. Call put ratio 1 calls to 1.7 puts into the expected release of quarter results after the bell on February 26.

Option Movers into NVDA

Oracle (ORCL) 30-day call option implied volatility is at 75; compared to its 52-week range of 28 to 77. Call put ratio 1.6 calls to 1 put as share price up 2.6%.

Broadcom (AVGO) 30-day option implied volatility is at 64; compared to its 52-week range of 35 to 74. Call put ratio 1.5 calls to 1 put as share price up 1.4%.

Arm Holdings (ARM) 30-day option implied volatility is at 57; compared to its 52-week range of 42 to 99. Call put ratio 3.5 calls to 1 put as share price up 2.2%.

Options with decreasing option implied volatility: AKAM VNDA SEI SFM CMPS AXON AS CVNA LMND CAVA DASH ETSY EBAY CPRT WMT WU
Increasing unusual option volume: XLB ODD SHLS OSG TEL VTR JAZZ HAS KLAR
Increasing unusual call option volume: IGV VTR HAS KLAR SHLS FIGR GEO ODD LASR JBS BUG
Increasing unusual put option volume: XLB BKSY CARR SILJ IBRX GDDY CYTK VNET