Mid-session IV Report July 14, 2025

Mid-session IV Report July 14, 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 KODK POET SE BITO CSCO LUNR LION SE NBIS AES WAT PCRX ONON TPR VXX DBX NU PRM CONY TSLY WU CSCO AMAT
Popular stocks volume: NIO MSTR MARA PLTR SOFI AMD HOOD MU UPST COIN CRWV

Active options: NVDA TSLA AAPL NIO MSTR MARA PLTR SOFI AMD GOOGL AMZN RIOT HOOD GOOG MU UPST IREN COIN CRWV META

Cryptocurrency-Related Stocks option IV as Bitcoin above $120,000

Microstrategy, Inc. (MSTR) 30-day option implied volatility is at 53; compared to its 52-week range of 44 to 222. Call put ratio 1.8 calls to 1 put into as Bitcoin above $120,000.

Coinbase (COIN) 30-day option implied volatility is at 68; compared to its 52-week range of 50 to 100. Call put ratio 1.8 calls to 1 put as Bitcoin above $120,000.

Robinhood (HOOD) 30-day option implied volatility is at 75; compared to its 52-week range of 48 to 120. Call put ratio 2.3 calls to 1 put as share price up 2.4%.

Option IV into quarter results

JPMorgan (JPM) July call option implied volatility is at 42, August is at 24; compared to its 52-week range of 17 to 58 into the expected release of quarter results before the bell on July 15.

Wells Fargo (WFC) July call option implied volatility is at 53, August is at 29; compared to its 52-week range of 20 to 66 into the expected release of quarter results before the bell on July 15.

BlackRock (BLK) July call option implied volatility is at 42, August is at 26; compared to its 52-week range of 17 to 54 into the expected release of quarter results before the bell on July 15.

Citigroup (C) July call option implied volatility is at 49, August is at 30; compared to its 52-week range of 21 to 67 into the expected release of quarter results before the bell on July 15.

The Bank of New York (BK) July call option implied volatility is at 50, August is at 27; compared to its 52-week range of 15 to 63 into the expected release of quarter results before the bell on July 15.

State Street (STT) July call option implied volatility is at 60, August is at 30; compared to its 52-week range of 18 to 64 into the expected release of quarter results before the bell on July 15.

J.B. Hunt (JBHT) July call option implied volatility is at 100, August is at 50; compared to its 52-week range of 24 to 65 into the expected release of quarter results after the bell on July 15.

Albertsons (ACI) July call option implied volatility is at 50, August is at 31; compared to its 52-week range of 17 to 85 into the expected release of quarter results before the bell on July 15.

Option IV for protein stock as beef prices trend higher

Tyson Foods (TSN) 30-day option implied volatility is at 30; compared to its 52-week range of 17 to 41. Call put ratio 1 call to 9 puts with a focus on a spreader of September 57.50 and March 50 puts. as beef prices trend higher.

Hormel Foods (HRL) 30-day option implied volatility is at 21; compared to its 52-week range of 16 to 36 as beef prices trend higher.

Smithfield Foods, Inc. (SFD) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 41 as beef prices trend higher.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 40; compared to its 52-week range of 22 to 56 as beef prices trend higher.

Sysco Corp. (SYY) 30-day option implied volatility is at 23; compared to its 52-week range of 13 to 39. Call put ratio 3.8 calls to 1 put as beef prices trend higher.

Beyond Meat (BYND) 30-day option implied volatility is at 97; compared to its 52-week range of 76 to 171 as beef prices trend higher.

Performance Food Group (PFGC) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 49. Call put ratio 6.6 calls to 1 put with a focus on December 95 calls as beef prices trend higher.

Costco (COST) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to 43.

Kroger (KR) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 39. Call put ratio 12.1 calls to 1 put with a focus on July 74 calls as beef prices trend higher.

McDonald’s (MCD) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 40. Call put ratio 2.7 calls to 1 put with a focus on July 300 calls as beef prices trend higher.

Options with decreasing option implied volatility: VRNA DAL FL FAST MDT PAA WBA
Increasing unusual option volume: IDR KBE UMAC ITOS AVAV
Increasing unusual call option volume: KBE IDR UMAC AVAV SBSW
Increasing unusual put option volume: EXK UMAC APPS EWY