Mid-session IV Report November 19, 2025

Mid-session IV Report November 19, 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:

Popular stocks volume: TGT PLTR CSCO MSTR MU BA

Active options: GOOGL NVDA GOOG AMZN TSLA AAPL AMD TGT META NFLX PLTR CSCO EOSE BMNR MSTR CRCL MU MSFT BA OPEN

Option IV into quarter results

NVIDIA (NVDA) November call option implied volatility is at 114, December is at 53; compared to its 52-week range of 32 to 75. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

Walmart (WMT) November call option implied volatility is at 85, December is at 36; compared to its 52-week range of 17 to 50. Call put ratio 1 call to 2.5 puts into the expected release of quarter results before the bell on November 20.

NetEase (NTES) November call option implied volatility is at 115, December is at 53; compared to its 52-week range of 31 to 68. Call put ratio 2.8 calls to 1 put into the expected release of quarter results before the bell on November 20.

Ross Stores (ROST) November call option implied volatility is at 117, December is at 43; compared to its 52-week range of 18 to 45. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 20.

Vipshop Holdings (VIPS) November call option implied volatility is at 150, December is at 57; compared to its 52-week range of 33 to 72. Call put ratio 1 call to 8.4 put into the expected release of quarter results before the bell on November 20.

GAP (GAP) November call option implied volatility is at 229, December is at 75; compared to its 52-week range of 33 to 93. Call put ratio 4.5 calls to 1 put into the expected release of quarter results after the bell on November 20.

BJ’s Wholesale Club (BJ) November call option implied volatility is at 129, December is at 51; compared to its 52-week range of 21 to 45. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on November 21.

Option IV into NVIDIA (NVDA) quarter results

Oracle (ORCL) 30-day call option implied volatility is at 67; compared to its 52-week range of 23 to 67. Call put ratio 2.6 calls to 1 into NVIDIA (NVDA) quarter results and outlook.

Alphabet (GOOG) 30-day call option implied volatility is at 36; compared to its 52-week range of 21 to 58. Call put ratio 1.2 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Microsoft (MSFT) 30-day call option implied volatility is at 26; compared to its 52-week range of 16 to 50. Call put ratio 2.4 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Meta Platforms (META) 30-day call option implied volatility is at 37; compared to its 52-week range of 25 to 68. Call put ratio 2.3 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Arm Holdings (ARM) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 99. Call put ratio 1.8 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Broadcom (AVGO) 30-day option implied volatility is at 62; compared to its 52-week range of 35 to 74. Call put ratio 1.9 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

AMD (AMD) 30-day call option implied volatility is at 59; compared to its 52-week range of 35 to 88. Call put ratio 1.5 calls to 1 put.

Super Micro Computer (SMCI) 30-day call option implied volatility is at 78; compared to its 52-week range of 52 to 154. Call put ratio 3.8 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Qualcomm (QCOM) 30-day call option implied volatility is at 36; compared to its 52-week range of 25 to 73. Call put ratio 1.4 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Amkor Technology (AMKR) 30-day call option implied volatility is at 56; compared to its 52-week range of 37 to 85. Call put ratio 8.7 calls to 1 put with a focus on January calls into NVIDIA (NVDA) quarter results and outlook.

Intel (INTC) 30-day call option implied volatility is at 55; compared to its 52-week range of 38 to 93. Call put ratio 2.1 calls to 1 put into NVIDIA (NVDA) quarter results and outlook.

Taiwan Semi (TSM) 30-day call option implied volatility is at 41; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1 put into NVIDIA (NVDA) quarter results and outlook.

Market Vectors Semiconductor ETF (SMH) 30-day call option implied volatility is at 40; compared to its 52-week range of 26 to 66. Call put ratio 1 call to 2.4 puts into NVIDIA (NVDA) quarter results and outlook.

CoreWeave (CRWV) 30-day call option implied volatility is at 98; compared to its 52-week range of 67 to 157. Call put ratio 2.1 calls to 1 put with a focus on June 35 puts into quarter results and outlook NVIDIA (NVDA).

Dell Technologies (DELL) 30-day call option implied volatility is at 63; compared to its 52-week range of 32 to 87. Call put ratio 1.4 calls to 1 put.

Options with decreasing option implied volatility: DLO DFDV SSYS STUB KLAR WIX BILI TGT AS DIS NU PDD CSCO TCOM MDT UUP
Increasing unusual option volume: DOMO GTES GPN TEL SGML AGIO APTV WSM LAR
Increasing unusual call option volume: GTES APTV INDA SGML LAR GSM AGIO PPL XME ABR NUVB PSQ
Increasing unusual put option volume: GPN SGML WSM WIX CMBT OGN SRRK STNG HNGE GGLL AS FLO BJ