Mid-session IV Report November 10, 2025

Mid-session IV Report November 10, 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: AVXL MESO CIEN ADBE BRR GSAT LULU SBSW ACMR ADBE XPEV BAX EPD GLD EA
Popular stocks volume: SOFI MU INTC HOOD CRWV PFE

Popular stocks volume: PZZA SOFI MU INTC HOOD CRWV PFE

Active options: NVDA TSLA PLTR AMD AAPL SOFI AMZN OPEN META MU MSFT INTC GOOGL MSTR HOOD CRWV BMNR GOOG PFE IREN

Option IV into quarter results

CoreWeave (CRWV) November 14 weekly call option implied volatility is at 177, November is at 130; compared to its 52-week range of 67 to 157. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Rocket Lab USA, Inc. (RKLB) November 14 weekly call option implied volatility is at 147, November is at 123; compared to its 52-week range of 67 to 124. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

AST SpaceMobile (ASTS) November 14 weekly call option implied volatility is at 167, November is at 140; compared to its 52-week range of 76 to 158. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Rigetti Computing (RGTI) November 14 weekly call option implied volatility is at 170, November is at 144; compared to its 52-week range of 74 to 229. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Paramount Skydance Corporation (PSKY) November 14 weekly call option implied volatility is at 95, November is at 82; compared to its 52-week range of 44 to 97. Call put ratio 6.4 calls to 1 put with a focus on January 20 calls into the expected release of quarter results today after the bell.

Oklo Inc (OKLO) November 14 weekly call option implied volatility is at 166, November is at 144; compared to its 52-week range of 77 to 167. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 11.

AngloGold Ashanti (AU) November call option implied volatility is at 72, December is at 67; compared to its 52-week range of 38 to 63. Call put ratio 3.6 calls to 1 put into the expected release of quarter results before the bell on November 11.

Nebius Group (NBIS) November 14 weekly call option implied volatility is at 165, November is at 135; compared to its 52-week range of 65 to 136. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on November 11.

Cisco Systems (CSCO) November 14 weekly call option implied volatility is at 68, November is at 45; compared to its 52-week range of 15 to 42. Call put ratio 2.9 calls to 1 put with a focus on November 77.50 calls into the expected release of quarter results after the bell on November 12.

Movers

Treehouse Foods (THS) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 94. Call put ratio 4.8 calls with a focus on November 22.50 calls after acquired by Investindustrial for $22.50 per share in cash.

Options with decreasing option implied volatility: PZZA BHVN BHF SEZL GRPN LQDA QURE APPS TTD SRPT INOD UPST UPWK FIG ENVX SNAP PINS ADMA PTIR HTZ
Increasing unusual option volume: PZZA MTSR BIRK MLYS VFF IFRX FIVN PRMB KEY
Increasing unusual call option volume: MTSR VFF IFRX KEY ASST PRMB BBD TXG GANX TAC CART MNDY
Increasing unusual put option volume: FIVN MLYS MTSR TE NWL AVXL ACB BAM BRR CLOV BEN ONON EWY