Mid-session IV Report July 24, 2025

Mid-session IV Report July 24, 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 ATYR KSS SRPT BULL AEO FCEL NVAX URGN WU WEN S SNOW TGT EL WDAY FL CONY WBA ROST EOLS FCEL BE PARA PBA

Popular stocks volume: AAL CMG PLTR OKLO HOOD IBM INTC SOFI SMCI

Active options: TSLA NVDA GOOGL AMZN OPEN GOOG AMD AAPL AAL META CMG PLTR OKLO HOOD IBM INTC SOFI SMCI PLUG QS

Option IV into quarter results

Intel (INTC) July 25 weekly call option implied volatility is at 160, August is at 57; compared to its 52-week range of 39 to 93. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Newmont (NEM) July 25 weekly call option implied volatility is at 120, August is at 42; compared to its 52-week range of 27 to 61. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Deckers (DECK) July 25 weekly call option implied volatility is at 260, August is at 74; compared to its 52-week range of 26 to 82. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

AON (AOC) August call option implied volatility is at 32, September is at 28; compared to its 52-week range of 14 to 40. Call put ratio 2.9 calls to 1 put into the expected release of quarter results before the bell on July 25.

HCA Healthcare (HCA) August call option implied volatility is at 44, September is at 33; compared to its 52-week range of 19 to 51. Call put ratio 1 call to 7.9 puts into the expected release of quarter results before the bell on July 25.

Charter Communications (CHTR) July 25 weekly call option implied volatility is at 176, August is at 52; compared to its 52-week range of 27 to 66. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on July 25.

Phillips 66 (PSX) July 25 weekly call option implied volatility is at 70, August is at 32; compared to its 52-week range of 22 to 74 into the expected release of quarter results before the bell on July 25.

Railroad stocks option IV after Union Pacific (UNP), Norfolk Southern (NSC) confirm business combination talks.

Norfolk Southern (NSC) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 51. Call put ratio call 1.1 calls to 1 put after Union Pacific (UNP), Norfolk Southern (NSC) confirm business combination talks.

CSX Corp. (CSX) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 51. Call put ratio call 2.1 calls to 1 put on 27K contracts after Union Pacific (UNP), Norfolk Southern (NSC) confirm business combination talks.

Union Pacific (UNP) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 47. Call put ratio 1 call to 14 puts after Union Pacific, Norfolk Southern (NSC) confirm business combination talks.

Canadian National (CNI) 30-day option implied volatility is at 20; compared to its 52-week range of 17 to . Call put ratio 1.3 calls to 1 put after Union Pacific (UNP), Norfolk Southern (NSC) confirm business combination talks

Canadian Pacific (CP) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 49. Call put ratio call 5.5 calls to 1 put after Union Pacific (UNP), Norfolk Southern (NSC) confirm business combination talks.

Options with decreasing option implied volatility: SOC JOBY CRCL ENPH GGLL NOW NFLX CMG ISRG IBM TMO FI MMM GM DHR BSX VZ SCHW PM T TMUS LUV GOOGL GOOG BKR APH COF ALLY LMT RTX AXP HON HLT EWJ
Increasing unusual option volume: VERV OPEN UPXI DDD ALGM TRU GPRO DNUT CDTX
Increasing unusual call option volume: VERV UPXI OPEN DDD AEO UAA LVS IVZ GRPO DNUT VERI
Increasing unusual put option volume: OPEN GPRO WEN TAL IOVA ULTY QS MBLY AEO BE IBM STM BYND