Mid-session IV Report November 17, 2025

Mid-session IV Report November 17, 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: WBD ACN FDX RNA VIX SGML EXK RH ALB COCO NKE EWJ EWU EFA

Popular stocks volume: MU SOFI BABA MSTR META INTC HOOD CRWV

Active options: NVDA TSLA GOOGL AAPL AMZN NFLX AMD PLTR OPEN MU SOFI BABA MSTR META INTC MARA SMCI HOOD CRWV

Option IV into quarter results

Home Depot (HD) November call option implied volatility is at 55, December is at 31; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 18.

Medtronic (MDT) November call option implied volatility is at 45, December is at 25; compared to its 52-week range of 16 to 44. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 18.

Pinduoduo (PDD) November call option implied volatility is at 83, December is at 41; compared to its 52-week range of 30 to 76. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on November 18.

Baidu (BIDU) November call option implied volatility is at 88, December is at 53; compared to its 52-week range of 30 to 68. Call put ratio1.7 calls to 1 put into the expected release of quarter results before the bell on November 18.

Lithium Americas Corp (LAC) November call option implied volatility is at 150, December is at 110; compared to its 52-week range of 51 to 184. Call put ratio 7.7 calls to 1 put into the expected release of quarter results on November 18.

iQIYI (IQ) November call option implied volatility is at 150, December is at 75; compared to its 52-week range of 50 to 102. Call put ratio 7.5 calls to 1 put into the expected release of quarter results before the bell on November 18.

NVIDIA (NVDA) November call option implied volatility is at 88, December is at 52; compared to its 52-week range of 32 to 75. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on November 19.

TJX Cos. (TJX) November call option implied volatility is at 58, December is at 31; compared to its 52-week range of 15 to 53. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on November 19.

Palo Alto Networks (PANW) November call option implied volatility is at 88, December is at 45; compared to its 52-week range of 25 to 64. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on November 19.

Lowe’s Cos. (LOW) November call option implied volatility is at 66, December is at 33; compared to its 52-week range of 18 to 53. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 19.

Target (TGT) November call option implied volatility is at 120, December is at 51; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 19.

Movers

CRISPR Therapeutics (CRSP) 30-day option implied volatility is at 71; compared to its 52-week range of 52 to 83. Call put ratio 6.5 calls to 1 put with a focus November 55 and 65 calls.

Options with decreasing option implied volatility: DLO STUB SLNO CCCX CRMD SSYS XNET CRMD KDK ONON SE DIS CSCO EA
Increasing unusual option volume: CTVA CDZI EWW LOGI FFIV PACS RARE CRSP
Increasing unusual call option volume: CDZI FFIV NWL IVVD PACS EWG LAR CRSP
Increasing unusual put option volume: UAA WIX GGLL AVXL DOCS EVGO OWL IBRX K CF