Daily IV Report
Mid-session IV Report July 22, 2025
Mid-session IV Report July 22, 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: KSS PLCE SRPT NVTS […]
Mid-session IV Report July 22, 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: KSS PLCE SRPT NVTS AEHR FL RKT S TGT EL WDAY TJX WBA
Popular stocks volume: HOOD PLTR SOFI KSS NIO GME LCID RGTI SCMI MU
Option IV into quarter results
Texas Instruments (TXN) July 25 weekly call option implied volatility is at 67, August is at 36; compared to its 52-week range of 23 to 73. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
Intuitive Surgical (ISRG) July 25 weekly call option implied volatility is at 88, August is at 42; compared to its 52-week range of 18 to 66. Call put ratio 1 call to 1.6 puts into the expected release of quarter results today after the bell.
Capital One (COF) July 25 weekly call option implied volatility is at 58, 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 221
Alphabet (GOOG) July 25 weekly call option implied volatility is at 77, August is at 39; compared to its 52-week range of 21 to 58. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on July 23.
Tesla (TSLA) July 25 weekly call option implied volatility is at 99, August is at 58; compared to its 52-week range of 46 to 105. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on July 23.
IBM (IBM) July 25 weekly call option implied volatility is at 83, August is at 38; compared to its 52-week range of 35 to 60 into the expected release of quarter results after the bell on July 23.
T-Mobile (TMUS) July 25 weekly call option implied volatility is at 61, August is at 31; compared to its 52-week range of 17 to 47 into the expected release of quarter results after the bell on July 23.
ServiceNow (NOW) July 25 weekly call option implied volatility is at 110, August is at 48; compared to its 52-week range of 23 to 75 into the expected release of quarter results after the bell on July 23.
AT&T (T) July 25 weekly call option implied volatility is at 61, August is at 30; compared to its 52-week range of 17 to 44 into the expected release of quarter results before the bell on July 23.
NextEra (NEE) July 25 weekly call option implied volatility is at 50, August is at 29; compared to its 52-week range of 23 to 49 into the expected release of quarter results before the bell on July 23.
GE Vernova (GEV) July 25 weekly call option implied volatility is at 86, August is at 55; compared to its 52-week range of 38 to 99 into the expected release of quarter results before the bell on July 23.
General Dynamics (GD) July 25 weekly call option implied volatility is at 46, August is at 26; compared to its 52-week range of 14 to 44 into the expected release of quarter results before the bell on July 23.
Chipotle (CMG) July 25 weekly call option implied volatility is at 95, August is at 43; compared to its 52-week range of 23 to 62 into the expected release of quarter results after the bell on July 23.
Hilton (HLT) July 25 weekly call option implied volatility is at 51, August is at 27; compared to its 52-week range of 18 to 66 into the expected release of quarter results before the bell on July 23.
Freeport-McMoran(FCX) July 25 weekly call option implied volatility is at 63, August is at 40; compared to its 52-week range of 32 to 83 into the expected release of quarter results before the bell on July 23.
CSX Corporation (CSX) July 25 weekly call option implied volatility is at 45, August is at 29; compared to its 52-week range of 18 to 52 into the expected release of quarter results after the bell on July 23.
Mover
Kohl’s (KSS) 30-day option implied volatility is at 158; compared to its 52-week range of 41 to 106. Call put ratio 1.5 calls to 1 put amid wide price movement.
Active options: NVDA TSLA AAPL HOOD PLTR SOFI KSS AMZN NIO OSCR GME GOOGL LCID RGTI SCMI MU META
Options with decreasing option implied volatility: MLGO PEW SOC CONY NFLX UAL ALLY ASML MMM GE SCHW DHT PEP VZ JNJ RTX BAC ABT
Increasing unusual option volume: REPL OPEN PGEN NXDR UPXI UGL AAOI
Increasing unusual call option volume: OPEN NXDR REPL UGL PGEN GPRO AEHR AAOI
Increasing unusual put option volume: OPEN REPL ATYR AAOI SEI TAL KSS SHW ETHE
