Mid-session IV Report July 7, 2025

Mid-session IV Report July 7, 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: OSCR SMMT CIFR SNAP GRPN WGS NET CNC UPST SG BROS HOOD DDOG TTD CVNA RBLX PGY TEAM TMDX SPOT DOCS ROKU TWLO MGNI SHOP

Popular stocks volume: SOFI LLY CORZ HOOD PLTR UBER CRCL WOLF MSTR SMCI

Active options: TSLA NVDA AAPL SOFI AMZN AMD LLY CORZ HOOD PLTR UBER MARA CRCL WOLF MSTR META GOOGL SMCI BULL

Movers

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 64. Call put ratio 9.5 calls to 1 put with a focus on a spreader of July 850, and 960 calls.

Tesla (TSLA) 30-day option implied volatility is at 62; compared to its 52-week range of 46 to 105. Call put ratio 1 call to 1.1 puts as share price down 7.3%.

Uber (UBER) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 69. Call put ratio 5.5 calls to 1 put as share price up 3.3%.

Super Micro Computer (SMCI) 30-day option implied volatility is at 76; compared to its 52-week range of 64 to 217. Call put ratio 2.5 calls to 1 put as share price down 3.4%.

United Airlines (UAL) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 105. Call put ratio 1 call to 1.2 puts.

Delta Air Lines (DAL) 30-day option implied volatility is at 51; compared to its 52-week range of 28 to 89. Call put ratio 3.1 calls to 1 put with a focus on July 48 calls.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 79. Call put ratio 1.3 calls to 1 put with a focus on 1K contracts July 25 weekly 108 puts.

Circle Internet Group (CRCL) 30-day option implied volatility is at 104; compared to its 52-week range of 95 to 177. Call put ratio 2.2 calls to 1 put as share price up 6.8%.

Tractor Supply (TSCO) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 57. Call put ratio 3.9 calls to 1 put as share price up 2.7%.

Core Scientific (CORZ) 30-day option implied volatility is at 80 compared to its 52-week range of 61 to 127. Call put ratio 3.7 calls to 1 put after CoreWeave (CRWV) acquiring in all-stock transaction.

CoreWeave (CRWV) 30-day option implied volatility is at 80; compared to its 52-week range of 76 to 157. Call put ratio 1 call to 1 put after acquiring Core Scientific (CORZ) in all-stock transaction.

SPDR S&P Homebuilders Etf (XHB) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 57. Call put ratio 1 call to 1.9 puts as share price down 1.2%.

Options with decreasing option implied volatility: RUN CRCL STZ
Increasing unusual option volume: FXC WNS BTBT ACLS BFLY SLI CNC
Increasing unusual call option volume: BTBT ACLS CNC SHLS REPL
Increasing unusual put option volume: HSBC ULTY RGLD EWJ UWMC