Mid-session IV Report November 11, 2025

Mid-session IV Report November 11, 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: CIEN AVXL LULU ADBE CWAN PBR AKAM

Popular stocks volume: AMD RIVN MU ORCL

Active options: NVDA ACHR CRWV AAPL TSLA BBAI OPEN PLTR XPEV AMD RIVN AMZN WULF NBIS META MU ASTS CLSK ORCL CAPR

Oracle (ORCL) 30-day option implied volatility is at 60; compared to its 52-week range of 23 to 66. Call put ratio 1.8 calls to 1 put as share price down 3.5%.

Option IV into quarter results

Oklo Inc (OKLO) November 14 weekly call option implied volatility is at 170, November is at 141; compared to its 52-week range of 77 to 167. Call put ratio 1 call to 2.9 puts into the expected release of quarter results today after the bell.

Cisco Systems (CSCO) November 14 weekly call option implied volatility is at 77, November is at 48; compared to its 52-week range of 15 to 42. Call put ratio 3.2 calls to 1 put with a focus on November calls into the expected release of quarter results after the bell on November 12.

Flutter Entertainment (FLUT) November call option implied volatility is at 64, December is at 52; compared to its 52-week range of 26 to 62. Call put ratio 1 call to 5.7 puts with a focus on November 200 puts into the expected release of quarter results after the bell on November 12.

Circle Internet Group (CRCL) November 14 weekly call option implied volatility is at 180, November is at 130; compared to its 52-week range of 68 to 177. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on November 12.

On Holding AG (ONON) November 14 weekly call option implied volatility is at 150, November is at 94; compared to its 52-week range of 34 to 86. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on November 12.

Walt Disney (DIS) November 14 weekly call option implied volatility is at 98, November is at 62; compared to its 52-week range of 18 to 61. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on November 13.

Applied Materials (AMAT) November 14 weekly call option implied volatility is at 90, November is at 65; compared to its 52-week range of 28 to 78. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November 13.

JD.com (JD) November 14 weekly call option implied volatility is at 86, November is at 60; compared to its 52-week range of 33 to 77. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on November 13.

StubHub Holdings (STUB) November call option implied volatility is at 165, December is at 120; compared to its 52-week range of 93 to 143. Call put ratio 1 call to 4.2 puts with a focus on November puts into the expected release of quarter results after the bell on November 13.

Options with decreasing option implied volatility: BHVN BHF SEZL GRPN VERI APPS INOD ADMA FIG TTD MNDY ENVX FSLY PINS HTZ SLNO DUOL ROOT BROS SNAP SG UPST ZETA MGNI LYFT TOST FLR TRIP FTNT BILL MTCH
Increasing unusual option volume: BBD DAVA VOR CWAN PBRA PUBM ILMN
Increasing unusual call option volume: BBD CWAN MTSR ILMN VOD LRN ALC ERIC CART
Increasing unusual put option volume: CAPR INVZ HTZ SYM MNDY SPGI CAN SLNO BRR ACHR HROW