Mid-session IV Report July 23, 2025

Mid-session IV Report July 23, 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: PLCE BULL SRPT KSS WEN RKT NVAX URGN WU S TGT EL PBR SNOW WDAY PANW WBA FL FLWS ATYR WEN SKLZ CCIR NVAX CHYM LBRT CONY SNBR KODK WY URGN COOP PLAY FIGS SNV FSM VERV WBA KLG

Popular stocks volume: RKT SOFI LCID DNUT KSS PLUG NIO MSTR WOLF COIN HOOD PLTR HIMS

Active options: NVDA OPEN MARA TSLA AAPL AMD RKT SOFI LCID DNUT GOOGL KSS PLUG NIO MSTR WOLF COIN HOOD PLTR HIMS

Option IV into quarter results

Alphabet (GOOG) July 25 weekly call option implied volatility is at 95, August is at 40; compared to its 52-week range of 21 to 58. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Tesla (TSLA) July 25 weekly call option implied volatility is at 117, August is at 59; compared to its 52-week range of 46 to 105. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell on July 23.

IBM (IBM) July 25 weekly call option implied volatility is at 107, August is at 39; compared to its 52-week range of 35 to 60 into the expected release of quarter results today after the bell.

ServiceNow (NOW) July 25 weekly call option implied volatility is at 123, August is at 49; compared to its 52-week range of 23 to 75 into the expected release of quarter results today after the bell.

Honeywell (HON) July 25 weekly call option implied volatility is at 62, August is at 26; compared to its 52-week range of 15 to 50. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on July 24.

Intel (INTC) July 25 weekly call option implied volatility is at 127, August is at 57; compared to its 52-week range of 39 to 93 into the expected release of quarter results after the bell on July 24.

Blackstone (BX) July 25 weekly call option implied volatility is at 62, August is at 39; compared to its 52-week range of 24 to 75 into the expected release of quarter results before the bell on July 24.

Movers

GoPro (GPRO) 30-day option implied volatility is at 289; compared to its 52-week range of 21 to 262. Call put ratio 1.6 calls to 1 put with a focus on August 1 and 3 calls as share price up 37%.

Krispy Kreme (DNUT) 30-day option implied volatility is at 192; compared to its 52-week range of 26 to 248. Call put ratio 2.1 calls to 1 put with a focus on August calls as share price up 8%.

Wendy’s (WEN) 30-day option implied volatility is at 73; compared to its 52-week range of 23 to 53. Call put ratio 5 calls to 1 put with a focus on August calls as share price up 4.2%.

Japanese stocks option IV amid trade headlines

Ishares Msci Japan Etf (EWJ) 30-day option implied volatility is at 15; compared to its 52-week range of 15 to 40. Call put ratio 10.1 calls to 1 put as share price up 4.4%.

Mizuho Financial Group, Inc. (MFG) 30-day option implied volatility is at 29; compared to its 52-week range of 27 to 73 with focus on October 5 calls.

Nomura Holdings (NMR) 30-day option implied volatility is at 29; compared to its 52-week range of 24 to 63 as share price up 5.5%.

Mitsubishi UFJ Financial Group Inc (MUFG) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 50 with a focus on August 12.5 puts and calls as share price up 5.5%.

Sony (SONY) 30-day option implied volatility is at 36; compared to its 52-week range of 21 to 57. Call put ratio 29 calls to 1 put with a focus on August options as share price up 4.7%.

Honda Motor (HMC) 30-day option implied volatility is at 29; compared to its 52-week range of 13 to 49. Call put ratio 6.3 calls to 1 put as share price up 12.6%.

Toyota Motor (TM) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 51. Call put ratio 3 calls to 1 put as share price up 13%.

Options with decreasing option implied volatility: MLGO PEW SOC UMAC ENPH UAL ISRG DHR GE MMM ALLY SCHW PEP GM PM COF AXP VZ HLT T ABT AXP COF
Increasing unusual option volume: DNUT GPRO OPEN CARR COOP UPXI PEGA SEI APPN ABAT
Increasing unusual call option volume: DNUT GPRO OPEN EWJ SEI EXEL CARR WU LBRT ABAT REPL XRX
Increasing unusual put option volume: OPEN GPRO CARR XP IQ KMI LW IOVA EXC TXN CNC KSS REPL WEN ULTY SAP