Daily IV Report
Mid-session IV Report July 25, 2025
Mid-session IV Report July 25, 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 ATYR PLCE AEO […]
Mid-session IV Report July 25, 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 ATYR PLCE AEO FCEL PTON WBA IEP S WU CONY FL OKTA TGT WDAY GNW YETI AES WBA DOC
Popular stocks volume: INTC PLTR AMD PLTR AMD HOOD QS COIN
Active options: TSLA NVDA INTC PLTR AMD GOOGL PLTR AMD GOOG AAPL OPEN RGTI HOOD QS AMZN META AI COIN MARA CRWV
Quantum stocks option IV
Rigetti Computing (RGTI) 30-day option implied volatility is at 98; compared to its 52-week range of 80 to 229. Call put ratio 1.1 calls to 1 put with a focus on June weekly calls as share price down 2.9%.
D-Wave Quantum (QBTS) 30-day option implied volatility is at 117; compared to its 52-week range of 90 to 255. Call put ratio 1.8 calls to 1 put as share price down 3%.
Quantum Computing Inc (QUBT) 30-day option implied volatility is at 110; compared to its 52-week range of 20 to 332. Call put ratio 2.2 calls to 1 put as share price down 1.7%.
IONQ Inc (IONQ) 30-day option implied volatility is at 92; compared to its 52-week range of 61 to 146. Call put ratio 1.5 calls to 1 put as share price down 1.7%.
Option IV into quarter results
Welltower (WELL) August call option implied volatility is at 37, September is at 25; compared to its 52-week range of 17 to 44 into the expected release of quarter results after the bell on July 28. Call put ratio 3.4 calls to 1 put.
Waste Management (WM) August call option implied volatility is at 25, September is at 22; compared to its 52-week range of 14 to 33 into the expected release of quarter results after the bell on July 28. Call put ratio 4.5 calls to 1 put with a focus on August 240 calls.
Options with decreasing option implied volatility: OSCR QS DECK GGLL ENPH IBM NOW CMG EW INTC ISRG TMO FI CNC DHR NXPI LUV TMUS CHTR PM APH TXN GM AAL BSX BKR GOOGL GOOG DHI T VZ LMT COF RTX HON VOD JEPQ
Increasing unusual option volume: COUR CNC ETN FHN OPEN OMER HST UPXI ABAT CHTR
Increasing unusual call option volume: COUR ETN CNC YETI OPEN UPXI OMER ABAT NLY GNW AEO CHTR
Increasing unusual put option volume: OWL CHTR OPEN CNC QS GPRO BYND CMCSA TAL LQDA FLR MET LFMD TECK CARR
