Mid-session IV Report July 21, 2025

Mid-session IV Report July 21, 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: NVTS SRPT BULL GLXY UEC TGT NVDY FL ARWR LX IREN AEHR DJT EL S SNOW HL IMMR CX PANW ZM

Popular stocks volume: QS PLTR NIO HOOD MSTR LCID SMCI PLUG

Active options: OPEN AAPL NVDA TSLA QS IREN AMZN AMD GOOGL PLTR NTS NIO HOOD MSTR META LCID XYZ RIOT SMCI PLUG

Option IV into quarter results

oca-Cola Company (KO) July 25 weekly call option implied volatility is at 33, August is at 21; compared to its 52-week range of 12 to 33. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on July 22.

Phillip Morris (MO) July 25 weekly call option implied volatility is at 53, August is at 28; compared to its 52-week range of 13 to 41. Call put ratio 5.7 calls to 1 put with a focus on July 25 weekly 60 calls into the expected release of quarter results before the bell on July 22.

RTX (RTX) July 25 weekly call option implied volatility is at 51, August is at 28; compared to its 52-week range of 15 to 54. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on July 22.

Texas Instruments (TXN) July 25 weekly call option implied volatility is at 64, August is at 36; compared to its 52-week range of 23 to 73. Call put ratio 1 call to 1.9 puts into the expected release of quarter results after the bell on July 22.

Intuitive Surgical (ISRG) July 25 weekly call option implied volatility is at 77, August is at 40; compared to its 52-week range of 18 to 66. Call put ratio 1 call to 2 puts into the expected release of quarter results after the bell on July 22.

Danaher (DHR) July 25 weekly call option implied volatility is at 71, August is at 39; compared to its 52-week range of 19 to 62. Call put ratio 1 call to 1 put into the expected release of results before the bell on July 22.

Chubb (CB) August call option implied volatility is at 23, September is at 21; compared to its 52-week range of 15 to 44. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on July 22.

Lockheed Martin (LMT) July 25 weekly call option implied volatility is at 54, August is at 30; compared to its 52-week range of 14 to 43. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on July 22.

Sherwin Williams (SHW) August call option implied volatility is at 30, September is at 26; compared to its 52-week range of 17 to 46. Call put ratio 1 call to 5.6 puts into the expected release of quarter results after the bell on July 22.

Capital One (COF) July 25 weekly call option implied volatility is at 56, August is at 33; compared to its 52-week range of 24 to 74. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on July 22.

Northrop Grumman (NOC) August call option implied volatility is at 30, September is at 25; compared to its 52-week range of 15 to 45. Call put ratio 1 call to 3.1 puts into the expected release of quarter results before the bell on July 22.

General Motors (GM) July 25 weekly call option implied volatility is at 69, August is at 39; compared to its 52-week range of 24 to 69. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on July 22.

Options with decreasing option implied volatility: MLGO PEW SOC NFLX UAL CONY GE ALLY MMM ASML PEP SCHW BK BAC JNJ C MS AXP PLD USB VZ WFC JPM ABT
Increasing unusual option volume: OPEN IVZ VERI ROIV URNM ABAT CX STEM
Increasing unusual call option volume: OPEN IVZ VERI ROIV URNM CX ABAT UAA SNDX
Increasing unusual put option volume: URNM OPEN CSGP QS ULTY AR BTBT STNG NVTS