Mid-session IV Report July 10, 2025

Mid-session IV Report July 10, 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: TGTX UPST SMMT SYM ELF ALAB TTD BROS FTNT CDE APP XYZ KODK DASH CELH EXPE PINS AKAM TOST LLY DDOG IEP DIS TTWO NLY WBA BTCM METC POET USAR VRT ADSK AUPH TER SQM

Popular stocks volume: SOFI PLTR DAL HOOD SMCI AAL COIN MSTR META MP INTC BABA

Active options: TSLA NVDA AMD SOFI PLTR AAPL DAL HOOD SMCI MARA OSCR AMZN AAL COIN MSTR META MP INTC GOOGL BABA

Movers

MP Materials (MP) 30-day option implied volatility is at 81; compared to its 52-week range of 44 to 90. Call put ratio 1.1 calls to 1 put on active option volume of 100K contracts as share price up 53%.

Embraer (ERJ) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 64. Call put ratio 7.3 calls to 1 put as share price down 8.7%.

Robinhood (HOOD) 30-day option implied volatility is at 75; compared to its 52-week range of 48 to 120. Call put ratio 2.6 calls to 1 put after recent rally.

Palantir (PLTR) 30-day option implied volatility is at 70; compared to its 52-week range of 40 to 109. Call put ratio 1.7 calls to 1 put as share price down 2.1%.

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 46 to 105. Call put ratio 1.7 calls to 1 put as share price up 3.2%.

Nike (NKE) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 77. Call put ratio 1.9 calls to 1 put as share price up 2.3%.

Circle Internet Group (CRCL) 30-day option implied volatility is at 9; compared to its 52-week range of 94 to 177. Call put ratio 1.6 calls to 1 put.

CoreWeave (CRWV) 30-day option implied volatility is at 75; compared to its 52-week range of 74 to 157. Call put ratio 1.3 calls to 1 put as share price down 3.7%.

AppLovin (APP) 30-day option implied volatility is at 86; compared to its 52-week range of 40 to 142. Call put ratio 1.9 calls to 1 put with a focus on July 11 weekly 300 puts as share price down 4.4%.

Embraer (ERJ) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 64. Call put ratio 7.3 calls to 1 put as share price down 8.7%.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 72; compared to its 52-week range of 45 to 124. Call put ratio 1 call to 4.2 puts as share price down 9.5%.

Ethereum (ETH) 30-day option implied volatility is at 66; compared to its 52-week range of 21 to 77. Call put ratio 16.1 calls to 1 put with a focus on August 30 and 34 calls.

Options with decreasing option implied volatility: VRNA CNC CORZ DAL MSTY JEPQ
Increasing unusual option volume: NOV OLN AMPX POET RARE ERJ METC WY
Increasing unusual call option volume: NOV OLN ERJ POET METC TRIP INVZ AMPX SLNO
Increasing unusual put option volume: CAG OSCR MP MBLY HELE LEVI AEHR ERJ BKSY QS CLBR BTBT