Mid-session IV Report July 17, 2025

Mid-session IV Report July 17, 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 RCAT JOBY SE CSCO NVDY PDYN ASPI GRAB CNDA SQM WBA MSTY

Popular stocks volume: LCID PLTR HOOD TSM ORCL SOFI

Active options: NVDA LCID TSLA OPEN AMD PLTR HOOD RIO AAPL QS TSM COIN BBAI AMZN ORCL SOFI META SMCI U GOOGL

Option IV into quarter results

Netflix (NFLX) July call option implied volatility is at 140, August is at 42; compared to its 52-week range of 21 to 70. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Western Alliance Bancorporation (WAL) July call option implied volatility is at 133, August is at 44; compared to its 52-week range of 33 to 82 into the expected release of quarter results today after the bell. Call put ratio 12 calls to 1 put with a focus on July 85 calls.

Bank of OZK (OZK) July call option implied volatility is at 120, August is at 4; 0compared to its 52-week range of 27 to 62. Call put ratio 1 call to 2.3 puts into the expected release of quarter results today after the bell.

American Express (AXP) July call option implied volatility is at 85, August is at 33; compared to its 52-week range of 20 to 68 into the expected release of quarter results before the bell on July 18.

Charles Schwab (SCHW) July call option implied volatility is at 97, August is at 31; compared to its 52-week range of 22 to 61. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on July 18.

3M Company (MMM) July call option implied volatility is at 112, August is at 34; compared to its 52-week range of 19 to 62 into the expected release of quarter results before the bell on July 18.

Southern Copper (SCCO) July call option implied volatility is at 55, August is at 47; compared to its 52-week range of 29 to 73. Call put ratio 6.2 calls to 1 put into the expected release of quarter results before the bell on July 18.

Schlumberger (SLB) July call option implied volatility is at 80, August is at 38; compared to its 52-week range of 24 to 65. Call put ratio 3.8 calls to 1 put with a focus on a spreader of July and August 35 calls into expected release of quarter results before the bell on July 18.

Huntington (HBAN) July call option implied volatility is at 90, August is at 44; compared to its 52-week range of . Call put ratio 4.9 calls to 1 put with a focus on July 17 calls into the expected release of quarter results before the bell on July 18.

Regions Financial (RF) July call option implied volatility is at 87, August is at 34; compared to its 52-week range of 20 to 65. Call put ratio 1 call to 5.6 puts with a focus on January 17 puts into expected release of quarter results before the bell on July 18.

Ally Financial (ALLY) July call option implied volatility is at 140, August is at 40; compared to its 52-week range of 27 to 75. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on July 18.

Comerica (CMA) July call option implied volatility is at 107, August is at 39; compared to its 52-week range of 27 to 64. Call put ratio 23 calls to 1 put with a focus on August 65 and 72.50 calls into the expected release of quarter results before the bell on July 18.

Options with decreasing option implied volatility: CAPR PEW UAL FAST FL GE BK PEP WFC
Increasing unusual option volume: HUYA OPEN PGEN YETI REPL SEI CNC MBOT
Increasing unusual call option volume: OPEN PDYN KPPN LCID YETI LAC
Increasing unusual put option volume: HUYA OPEN ETHE YETI PEW JOBY