Mid-session IV Report November 13, 2025

Mid-session IV Report November 13, 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 ORCL SLV IMNM PAGS AGQ BEKE SLV WEN VOD HYG SCHD

Popular stocks volume: SOFI PLTR PFE GOOGL CRWV RIVN UNH BABA

Active options: AMD NVDA TSLA SOFI PLTR META AAPL BBAI AMZN WULF OPEN CRCL PFE GOOGL CRWV RIVN UNH BABA MARA GOOG

Movers

Oracle (ORCL) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 66. Call put ratio 1 call to 1 put as share price down 3.7%.

Tesla (TSLA) 30-day option implied volatility is at 52; compared to its 52-week range of 44 to 105. Call put ratio 1.6 calls to 1 put.

Reddit (RDDT) 30-day option implied volatility is at 68; compared to its 52-week range of 55 to 128. Call put ratio 1. 4calls to 1 put as share price down 2.9%.

Netflix (NFLX) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 71. Call put ratio 1.9 calls to 1 put into Disney (DIS) results.

Intel (INTC) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 93. Call put ratio 2.6 calls to 1 put with a focus on January 40 calls.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 15; compared to its 52-week range of 10 to 43. Call put ratio 1 call to `1.2 puts.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22 compared to its 52-week range of 14 to 47. Call put ratio 1.1 calls to 1 put.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 50. Call put ratio 5 calls to 1 put as share price up 2.8%.

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 95, November is at 52; compared to its 52-week range of 15 to 42. Call put ratio 2.7 calls to 1 put with a focus on November 14 weekly calls into the expected release of quarter results today after the bell.

Walt Disney (DIS) November 14 weekly call option implied volatility is at 114, November is at 62; compared to its 52-week range of 18 to 61. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on November 13.

JD.com (JD) November 14 weekly call option implied volatility is at 100, November is at 60; compared to its 52-week range of 33 to 77. Call put ratio 5.7 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 166, December is at 120; compared to its 52-week range of 93 to 143. Call put ratio 1.4 calls to 1 put 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: BHF SEZL GRPN CHYM CWVX VERI ROOT ADMA INOD TTD SG MNDY DUOL SNAP ENVX FIG BROS FSLY RDW FLR
Increasing unusual option volume: CAL MTSR CWAN BBD NVT BXP PHAT RXT SPT
Increasing unusual call option volume: NVT MTSR BBD CWAN PHAT ONON HNRG CELC
Increasing unusual put option volume: VOD MTSR FND FLR TME MNDY VOYG PAA FEZ ONON DLO