Mid-session IV Report July 8, 2025

Mid-session IV Report July 8, 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: UPST SMMT GRPN OSCR BROS SG ELF LYFT U TTD APP NET NOK XYZ RKT KODK CNC PINE FTNT PINS TOST SHOP DDOG CDE WBD

Popular stocks volume: SOFI HOOD MSTR CRWV UBER CRCL BAC GME SMCI

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

Movers

Moderna (MRNA) 30-day option implied volatility is at 76; compared to its 52-week range of 49 to 104. Call put ratio 8.8 calls to 1 put with a focus on July 11 weekly calls as share price up 11.5%.

Uber (UBER) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 69. Call put ratio 4.6 calls to 1 put as share price near upper end of range.

Intel (INTC) 30-day option implied volatility is at 56; compared to its 52-week range of 39 to 93. Call put ratio 2.1 calls to 1 put as share price up 6.4%.

Albemarle (ALB) 30-day option implied volatility is at 60; compared to its 52-week range of 43 to 109. Call put ratio 3.1 calls to 1 put with a focus on July calls as share price up 9.8%.

UnitedHealth Group (UNH) 30-day option implied volatility is at 52; compared to its 52-week range of 19 to 75. Call put ratio 3.5 calls to 1 put with a focus on July 550 calls.

SoFi Technologies (SOFI) 30-day option implied volatility is at 75; compared to its 52-week range of 41 to 114. Call put ratio 2.8 calls to 1 put as share price up 4.3%.

FICO (FICO) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 70. Call put ratio 1 call to 1.8 puts as share price down 10%.

TransUnion (TRU) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 79. Call put ratio 12 calls to 1 put as share price up 4.8%.

Equifax (EFX) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 59. Call put ratio 1 call to 1.4 puts as share price up 3.7%.

Ciena (CIEN) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 83. Call put ratio 5.9 calls to 1 put with a focus on September 110 calls as share price down 2%.

Datadog, Inc. (DDOG) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 85. Call put ratio 3.2 calls to 1 put with a focus on July 11 weekly 150 and 155 calls as share price down 6.4%.

Hershey Foods (HSY) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 42. Call put ratio 2.3 calls to 1 put with a focus on July 170 calls as share price down 2.8%.

Wendy’s (WEN) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 53. Call put ratio 11.4 calls to 1 put with a focus on August 13 calls.

Delta (DAL) option IV into quarter results

Delta (DAL) July 11 weekly call option implied volatility is at 100, July is at 66; compared to its 52-week range of 28 to 89. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on July 10.

United Airlines (UAL) 30-day option implied volatility is at 58; compared to its 52-week range of 35 to 105. Call put ratio 1.1 calls to 1 put into Delta (DAL) quarter results.

American Airlines (AAL) 30-day option implied volatility is at 55; compared to its 52-week range of 35 to 95. Call put ratio 1 call to 1.4 puts into Delta quarter results and outlook.

Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 77. Call put ratio 6.3 calls to 1 put with a focus on July calls into Delta (DAL) quarter results.

JetBlue Airways (JBLU) 30-day option implied volatility is at 77; compared to its 52-week range of 54 to 114. Call put ratio 10 calls to 1 put with a focus on July 5 calls into Delta (DAL) quarter results.

Options with decreasing option implied volatility: CORZ STZ
Increasing unusual option volume: AMPX BTBT CNC BFLY ACI
Increasing unusual call option volume: AMPX BTBT ACI CNC
Increasing unusual put option volume: BTBT CNC QS