Mid-session IV Report July 31, 2025

Mid-session IV Report July 31, 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: CAPR OKTA MDB DG URBN DELL BBY NVDA CRM ULTA TECH PBR VALE CTRA

Popular stocks volume: SOFI APLD HOOD PLTR CRWV UNH HIMS SMCI MSTR F INTC

Active options: NVDA META MSFT TSLA AMD SOFI AMZN APLD HOOD AAPL GOOGL PLTR CRWV UNH HIMS SMCI MSTR F GOOG INTC

Option IV into quarter results

Apple (AAPL) August call option implied volatility is at 95, September is at 45; compared to its 52-week range of 16 to 65 into the expected release of quarter results today after the bell. Call put ratio 2.4 calls put ratio 1 put.

Amazon (AMZN) August call option implied volatility is at 129, September is at 55; compared to its 52-week range of 23 to 63 into the expected release of quarter results today after the bell. Call put ratio 2.7 calls to 1 put with a focus on August 1 weekly 235 calls.

MicroStrategy (MSTR) August call option implied volatility is at 83, September is at 53; compared to its 52-week range of 44 to 221 into the expected release of quarter results today after the bell. Call put ratio 1.1 calls to 1 put.

Coinbase (COIN) August call option implied volatility is at 145, September is at 75; compared to its 52-week range of 50 to 100 into the expected release of quarter results today after the bell. Call put ratio 2.8 calls to 1 put with a focus on August 1 weekly 385 calls.

Exxon Mobile (XOM) August call option implied volatility is at 50, September is at 26; compared to its 52-week range of 17 to 53. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 1.

Chevron (CVX) August call option implied volatility is at 50, September is at 25; compared to its 52-week range of 16 to 58. Call put ratio 2.1 calls to 1 put with a focus on August 1 weekly 155 calls into the expected release of quarter results before the bell on August 1.

Colgate (CL) August call option implied volatility is at 80, September is at 28; compared to its 52-week range of into 13 to 37. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on August 1.

Ares Management (ARES) August call option implied volatility is at 38, September is at 30; compared to its 52-week range of 23 to 77. Call put ratio 4.3 calls to 1 put into the expected release of quarter results before the bell on August 1.

Moderna (MRNA) August call option implied volatility is at 76, September is at 63; compared to its 52-week range of 49 to 105. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 1.

Options with decreasing option implied volatility: BYON WGS TMDX EOSE DECK SRPT NKTR CFLT CVNA TDOC LUNR FTAI WU RBLX KSS EW ETSY NXT AEO UNH INTC HOG SFM GRAB PBI HUM
Increasing unusual option volume: WEC GTM ASTL CPER CFLT REPL SNDL LAC MOD
Increasing unusual call option volume: ASTL CFLT SNDL REPL UPXI GNW APLS YETI
Increasing unusual put option volume: LAC OPEN CFLT CRK REPL TROW ALGN BUD