Mid-session IV Report July 29, 2025

Mid-session IV Report July 29, 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: OKTA ATYR AEO FL URBN CONY MLGO DELL ULTA CHPT NVO PBR VRSN JEPQ

Popular stocks volume: SOFI UNH PYPL NVO BA AVGO INTC UBER BULL

Active options: NVDA SOFI AMD TSLA UNH SMCI OPEN PYPL NVO AAPL PLTR BA QS AVGO AMZN GOOGL INTC FUBO UBER BULL

Option IV into quarter results

Visa (V) August 1 weekly call option implied volatility is at 44, August is at 26; compared to its 52-week range of 15 to 49 into the expected release of quarter results today after the bell.

Booking Holdings (BKNG) August 1 weekly call option implied volatility is at 71, August is at 36; compared to its 52-week range of 18 to 59 into the expected release of quarter results today after the bell.

Starbucks (SBUX) August 1 weekly call option implied volatility is at 92, August is at 45; compared to its 52-week range of 21 to 67 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts.

Microsoft (MSFT) August 1 weekly call option implied volatility is at 55, August is at 30; compared to its 52-week range of 16 to 50 into the expected release of quarter results after the bell on July 30.

Meta Platforms (META) August 1 weekly call option implied volatility is at 82, August is at 44; compared to its 52-week range of 25 to 68 into the expected release of quarter results after the bell on July 30.

Qualcomm (QCOM) August 1 weekly call option implied volatility is at 84, August is at 45; compared to its 52-week range of 27 to 73 into the expected release of quarter results after the bell on July 30. Call put ratio 2.1 calls to 1 put.

Arm Holdings (ARM) August 1 weekly call option implied volatility is at 128, August is at 71; compared to its 52-week range of 43 to 99 into the expected release of quarter results after the bell on July 30.

Lam Research (LRCX) August 1 weekly call option implied volatility is at 85, August is at 46; compared to its 52-week range of 34 to 85 into the expected release of quarter results after the bell on July 30.

Altria (MO) August 1 weekly call option implied volatility is at 45, August is at 27; compared to its 52-week range of 13 to 41 into the expected release of quarter results before the bell on July 30.

Robinhood (HOOD) August 1 weekly call option implied volatility is at 128, August is at 75; compared to its 52-week range of 48 to 120 into the expected release of quarter results after the bell on July 30. Call put ratio 1.6 calls to 1 put.

Carvana (CVNA) August 1 weekly call option implied volatility is at 167, August is at 84; compared to its 52-week range of 41 to 126 into the expected release of quarter results after the bell on July 30. Call put ratio 1 call to 2.9 puts with a focus on August 8 weekly puts.

Ford (F) August 1 weekly call option implied volatility is at 82, August is at 48; compared to its 52-week range of 24 to 68 into the expected release of quarter results after the bell on July 30.

Ebay (EBAY) August 1 weekly call option implied volatility is at 85, August is at 45; compared to its 52-week range of 22 to 53 into the expected release of quarter results after the bell on July 30.

GE Healthcare (GEHC) August 1 weekly call option implied volatility is at 91, August is at 45; compared to its 52-week range of 18 to 70 into the expected release of quarter results before the bell on July 30.

Western Digital (WDC) August call option implied volatility is at 95, September is at 50; compared to its 52-week range of 33 to 92 into the expected release of quarter results after the bell on July 30.

Kraft Heinz (KHC) August 1 weekly call option implied volatility is at 57, August is at 34; compared to its 52-week range of 15 to 39 into the expected release of quarter results before the bell on July 30. Call put ratio 1.1 calls to 1 put.

Options with decreasing option implied volatility: KSS PLCE WGS CIFR QS BYON DECK RKT GGLL ENPH EW SPOT NOW FI IBM INTC CMG ISRG UPS SAP DHR WHR JCI GOOG APH T CHTR CNC TSLY UNH PYPL
Increasing unusual option volume: STT GOSS OPEN EXEL NEO MOD
Increasing unusual call option volume: STT GOSS REPL HPP OPEN EXEL MOD AMKR
Increasing unusual put option volume: OPEN ATYR QS AR PRMB SRPT EXEL WHR GPRO CARR PII