Mid-session IV Report July 15, 2025

Mid-session IV Report July 15, 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: UMAC POET SE CONY BITO CSCO DE VRFNA FL DAL BK

Popular stocks volume: PLTR SMCI BABA MSTR QS MP HOOD ACHR SOFI UNH WFC TTD

Active options: NVDA AMD TSLA PLTR SMCI AAPL BABA MSTR QS MP AMZN META GOOGL HOOD ACHR SOFI OPEN UNH WFC TTD

NVDA and AMD option IV amid China headlines

NVIDIA (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 32 to 89. Call put ratio 1.9 calls to 1 put as share price up 4.4%.

AMD (AMD) 30-day option implied volatility is at 53; compared to its 52-week range of 35 to 88. Call put ratio 2.2 calls to 1 put as share price up 6.3%.

Option IV into quarter results

Johnson & Johnson (JNJ) July call option implied volatility is at 33, August is at 21; compared to its 52-week range of 14 to 36 the expected release of quarter results before the bell on July 16.

Bank of America (BAC) July call option implied volatility is at 48, August is at 26; compared to its 52-week range of 19 to 61 the expected release of quarter results before the bell on July 16.

Morgan Stanely (MS) July call option implied volatility is at 52, August is at 31; compared to its 52-week range of 20 to 71 the expected release of quarter results before the bell on July 16. Call put ratio 1.8 calls to 1 put.

Goldman Sachs (GS) July call option implied volatility is at 47, August is at 29; compared to its 52-week range of 20 to 66 the expected release of quarter results before the bell on July 16.

Prologis (PLD) July call option implied volatility is at 58, August is at 30; compared to its 52-week range of 21 to 60. Call put ratio 2.2 calls to 1 put into expected release of quarter results on July 16.

Progressive (PGR) July call option implied volatility is at 54, August is at 30; compared to its 52-week range of 20 to 50 into the expected release of quarter results before the bell on July 16.

Kinder Morgan (KMI) July call option implied volatility is at 49, August is at 33; compared to its 52-week range of 15 to 50. Call put ratio 4.5 calls to 1 put with a focus on July 28.50 calls into the expected release of quarter results before the bell on July 16.

Crown Castle (CCI) July call option implied volatility is at 36, August is at 33; compared to its 52-week range of 26 to 43 into the expected release of quarter results after the bell on July 16.

M&T Bank (MTB) July call option implied volatility is at 63, August is at 37; compared to its 52-week range of 21 to 59. Call put ratio 66 calls to 1 put with a focus on July 195, August 220 and September 210 calls into the expected release of quarter results before the bell on July 16.

United Airlines (UAL) July call option implied volatility is at 104, August is at 54; compared to its 52-week range of 35 to 105 into the expected release of quarter results after the bell on July 16.

First Horizon (FHN) July call option implied volatility is at 68, August is at 36; compared to its 52-week range of 33 to 70 with a focus on August 22 and 23 calls into the expected release of quarter results before the bell on July 16.

Alcoa (AA) July call option implied volatility is at 99, August is at 64; compared to its 52-week range of 41 to 100 into the expected release of quarter results after the bell on July 16. Call put ratio 1.3 calls to 1 put with a focus and October 40 calls and June 40 2026 calls.

Alaska Air (ALK) July call option implied volatility is at 64, August is at 53; compared to its 52-week range of 32 to 89 into the expected release of quarter results on July 16. Call put ratio 1 call to 3.7 puts with a focus on July 47.50 and 50 puts.

Alibaba (BABA) option implied volatility is at 41; compared to its 52-week range of 27 to 73. Call put ratio 4.3 calls to 1 put as share price up 5.5%.

Baidu (BIDU) 30-day option implied volatility is at 40; compared to its 52-week range of 30 to 68. Call put ratio 4.3 calls to 1 put as share price up 7.4%.

JD.com (JD) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 80. Call put ratio 5.2 calls to 1 put with a focus on July 32.50 calls as share price up 3%.

NetEase (NTES) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 68. Call put ratio 1 call to 1.4 puts as share price up 1.9%

Options with decreasing option implied volatility: FL VRNA DAL EQX WBA FAST BK
Increasing unusual option volume: ASST NTRS REPL NB CHD OPEN AMPX KC
Increasing unusual call option volume: NTRS ASST REPL OPEN INFA AMPX UNFI OPEN AMPX KC
Increasing unusual put option volume: VNET OPEN XIFR QS ACI BHP EQNR MVST