Mid-session IV Report July 16, 2025

Mid-session IV Report July 16, 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 SE ONON NU TPR CSCO DE SKX SRM SBET ASST GLBE MP

Popular stocks volume: HOOD RGTI AMD PLTR META BAC SOFIL U COIN CRCL MSTR

Active options: NVDA TSLA AAPL HOOD RGTI AMD OPEN AMZN PLTR META BAC SOFI GOOGL U SBET COIN JOBY CRCL MSTR MARA

Option IV Fed independence headlines

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 15; compared to its 52-week range of 9 to 43. Call put ratio 1 call to 1.1 puts amid Trump likely to fire Fed Chair Powell soon, Bloomberg reports.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1 put amid Trump likely to fire Fed Chair Powell soon, Bloomberg reports.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 17; compared to its 52-week range of 12 to 25. Call put ratio 1.1 calls to 1 put amid Trump likely to fire Fed Chair Powell soon, Bloomberg reports.

Option IV into quarter results

United Airlines (UAL) July call option implied volatility is at 130, August is at 46; compared to its 52-week range of 35 to 105 into the expected release of quarter results today after the bell. Call put ratio 1.5 calls to 1 put.

Alcoa (AA) July call option implied volatility is at 100, August is at 61; compared to its 52-week range of 41 to 100 into the expected release of quarter results today after the bell. Call put ratio 1.2 calls to 1 put with a focus and July 28.50 calls.

SL Green (SLG) July call option implied volatility is at 87, August is at 45; compared to its 52-week range of the expected release of quarter results today after the bell. Call put ratio 4.4 calls to 1 put with a focus on August 62.50 and 65 calls as share price up 1.6%.

Taiwan Semiconductor (TSM) July call option implied volatility is at 77, August is at 40; compared to its 52-week range of 32 to 71 into the expected release of quarter results before the bell on July 17.
Netflix (NFLX) July call option implied volatility is at 108, August is at 42; compared to its 52-week range of 21 to 70 into the expected release of quarter results after the bell on July 17.

GE Aerospace (GE) July call option implied volatility is at 99, August is at 41; compared to its 52-week range of 23 to 65 into the expected release of quarter results before the bell on July 17.

Abbott Laboratories (ABT) July call option implied volatility is at 53, August is at 26; compared to its 52-week range of 16 to 45 into the expected release of quarter results before the bell on July 17.

Pepsico (PEP) July call option implied volatility is at 65, August is at 29; compared to its 52-week range of 15 to 36 into the expected release of quarter results before the bell on July 17.

Elevance (ELV) July call option implied volatility is at 120, August is at 48; compared to its 52-week range of 17 to 47 into the expected release of quarter results before the bell on July 17.

Interactive Brokers (IBKR) July call option implied volatility is at 91, August is at 45; compared to its 52-week range of 21 to 83 into the expected release of quarter results before the bell on July 17.

Cintas (CTAS) July call option implied volatility is at 86, August is at 36; compared to its 52-week range of 15 to 40 into the expected release of quarter results before the bell on July 17. Call put ratio 3.7 calls to 1 put with a focus on July 240 and 250 calls.

U.S. Bancorp (USB) July call option implied volatility is at 61, August is at 31; compared to its 52-week range of 19 to 61 into the expected release of quarter results before the bell on July 17. Call put ratio 2.2 calls to 1 put.

Travelers (TRV) July call option implied volatility is at 80, August is at 33; compared to its 52-week range of 16 to 54 into the expected release of quarter results before the bell on July 17.

Fifth Third (FITB) July call option implied volatility is at 60, August is at 31; compared to its 52-week range of 21 to 64 into the expected release of quarter results before the bell on July 17. Call put ratio 1 call to 1.8 puts into quarter results.

Citizens Financial (CFG) July call option implied volatility is at 70, August is at 33; compared to its 52-week range of 23 to 69 into the expected release of quarter results before the bell on July 17.

Western Alliance (WAL) July call option implied volatility is at 110, August is at 44; compared to its 52-week range of 33 to 82 into the expected release of quarter results after the bell on July 17. Call put ratio 8 calls to 1 put with a focus on July 82.50 calls.

Bank of OZK (OZK) July call option implied volatility is at 93, August is at 43; compared to its 52-week range of 27 to 62 into the expected release of quarter results after the bell on July 17.

Options with decreasing option implied volatility: FL EQX DAL FAST CAG BK WBA
Increasing unusual option volume: HUYA HPP OPEN BTBT JBHT PRME NVDQ
Increasing unusual call option volume: OPEN BTBT CWEB PRME NVDQ NB
Increasing unusual put option volume: HPP HUYA VNET EQT OPEN