Mid-session IV Report July 18, 2025

Mid-session IV Report July 18, 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: CRWV JOBY UEC IBIT SE WBA
Popular stocks volume: HOOD COIN SOFI BABA OSCR

Active options: TSLA NVDA HOOD COIN MARA MSTR AAPL AMD CRCL META NFLX LCID PLTR SOFI AMZN BABA OSCR GOOGL BULL

Movers

Netflix (NFLX) July call option implied volatility is at 53, August is at 28; compared to its 52-week range of 21 to 70. Call put ratio 1.2 calls to 1 put into share price down 4.6%.

NVIDIA (NVDA) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 89. Call put ratio 1.1 calls to 1 put.

CoreWeave (CRWV) 30-day option implied volatility is at 113; compared to its 52-week range of 74 to 156. Call put ratio 1 call to 1.1 puts as share price down 4.9%.

Option IV into quarter results

Verizon (VZ) July 25 weekly call option implied volatility is at 36, August is at 24; compared to its 52-week range of 15 to 38. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on July 21.

Domino’s Pizza (DPZ) August call option implied volatility is at 37, September is at 32; compared to its 52-week range of 22 to 61 into the expected release of quarter results before the bell on July 21.

Options with decreasing option implied volatility: MLGO PEW SOC NFLX UAL FAST ALLY
Increasing unusual option volume: ROIV IVZ OPEN XLI ASTL AMPL SLDP HST
Increasing unusual call option volume: IVZ XLI ROIV OPEN ASTL AMPL TLN IBKR CMA
Increasing unusual put option volume: CIEN OPEN ATYR KVUE XLI LW ETHE QS