Mid-session IV Report July 30, 2025

Mid-session IV Report July 30, 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: ATYR CAPR OKTA AFRM DELL URBN BBWI DG MSTY ULTA GENI

Popular stocks volume: MRVL UNH SBUX NVO PLTR SMCI HOOD PANW HIMS

Active options: NVDA SOFI TSLA AMD AAPL MRVL UNH GOOGL SBUX NVO PLTR SMCI HOOD PANW HIMS QS GOOG OPEN META

Option IV into quarter results

Microsoft (MSFT) August 1 weekly call option implied volatility is at 63, August is at 30; compared to its 52-week range of 16 to 50 into the expected release of quarter results today after the bell.

Meta Platforms (META) August 1 weekly call option implied volatility is at 100, August is at 45; compared to its 52-week range of 25 to 68 into the expected release of quarter results today after the bell.

Qualcomm (QCOM) August 1 weekly call option implied volatility is at 95, August is at 45; compared to its 52-week range of 27 to 73 into the expected release of quarter results today after the bell. Call put ratio 2 calls to 1 put.

Arm Holdings (ARM) August 1 weekly call option implied volatility is at 143, August is at 71; compared to its 52-week range of 43 to 99 into the expected release of quarter results today after the bell.

Lam Research (LRCX) August 1 weekly call option implied volatility is at 96, August is at 47; compared to its 52-week range of 34 to 85 into the expected release of quarter results today after the bell.

Robinhood (HOOD) August 1 weekly call option implied volatility is at 155, August is at 76; compared to its 52-week range of 48 to 120 into the expected release of quarter results today after the bell. Call put ratio 1.3 calls to 1 put.

Carvana (CVNA) August 1 weekly call option implied volatility is at 199, August is at 88; compared to its 52-week range of 41 to 126 into the expected release of quarter results today after the bell. Call put ratio 1 call to 1.4 puts with a focus on August 8 weekly puts.

Ford (F) August 1 weekly call option implied volatility is at 99, August is at 46; compared to its 52-week range of 24 to 68 into the expected release of quarter results today the bell.

Ebay (EBAY) August 1 weekly call option implied volatility is at 99, August is at 45; compared to its 52-week range of 22 to 53 into the expected release of quarter results today after the bell.

Western Digital (WDC) August call option implied volatility is at 112, September is at 46; compared to its 52-week range of 33 to 92 into the expected release of quarter results today after the bell. Call put ratio 5.6 calls to 1 put with a focus on August 11 weekly 72 calls.

Apple (AAPL) August call option implied volatility is at 68, September is at 35; compared to its 52-week range of 16 to 65 into the expected release of quarter results after the bell on July 31. Call put ratio 1.8 call put ratio 1 put.

Amazon (AMZN) August call option implied volatility is at 63, September is at 29; compared to its 52-week range of 23 to 63 into the expected release of quarter results after the bell on July 31. Call put ratio 1.5 calls to 1 put.

Mastercard (MA) August call option implied volatility is at 48, September is at 26; compared to its 52-week range of 14 to 50. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on July 31.

AbbVie (ABBV) August call option implied volatility is at 66, September is at 33; compared to its 52-week range of 17 to 52 into the expected release of quarter results before the bell on July 31. Call put ratio 2.3 calls to 1 put with a focus on January 230 calls.

Comcast (CMSCA) August call option implied volatility is at 85, September is at 39; compared to its 52-week range of 19 to 49 into the expected release of quarter results before the bell on July 31. Call put ratio 1 call to 6.4 puts with a focus on August 29 weekly 20 puts.

MicroStrategy (MSTR) August call option implied volatility is at 70, September is at 51; compared to its 52-week range of 44 to 221 into the expected release of quarter results after the bell on July 31. Call put ratio 1.1 calls to 1 put.

Coinbase (COIN) August call option implied volatility is at 118, September is at 69; compared to its 52-week range of 50 to 100 into the expected release of quarter results after the bell on July 31. Call put ratio 2.4 calls to 1 put.

Bristol-Meyers (BMY) August call option implied volatility is at 68, September is at 39; compared to its 52-week range of 20 to 55 into the expected release of quarter results before the bell on July 31.

CVS Health (CVS) August call option implied volatility is at 112, September is at 49; compared to its 52-week range of 25 to 55. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on July 31.

Options with decreasing option implied volatility: WGS BYON QS BULL CIFR DECK LUNR TDOC WU FTAI WEN EW NXT GGLL SPOT WBA ETSY MBLY UNH IBM CNC PYPL HUM WHR JCI UPS CMG GNRC STM LVS LUV GLW DLR MRK DLR TSCO CDNS CHTR TMUS SWK
Increasing unusual option volume: REPL CP PGEN CRDF LC INDA NEO TTI JBS HOG TER
Increasing unusual call option volume: INDA REPL LC TER NEO TTI CRDF HOG STT
Increasing unusual put option volume: OPEN REPL QS CLOV INDA HOG WING ONON MDLZ SHAK EA SBUX