Mid-session IV Report November 20, 2025

Mid-session IV Report November 20, 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: IEP MSTY ACN K

Popular stocks volume: MSTR SOFI CRWV AVGO NFLX WMT MU APLD VRT

Active options: NVDA TSLA AAPL PLTR GOOGL AMD META AMZN GOOG MSTR SOFI CRWV AVGO NFLX WMT MU IREN APLD VRT MSFT

Option IV after NVIDIA (NVDA) sees $500B in Blackwell, Ruben revenue through 2026

NVIDIA (NVDA) November call option implied volatility is at 61, December is at 44; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put after sees $500B in Blackwell, Ruben revenue through 2026.

Oracle (ORCL) 30-day call option implied volatility is at 64; compared to its 52-week range of 23 to 67. Call put ratio 1.6 calls to 1 as share price up 1.5%.

Alphabet (GOOG) 30-day call option implied volatility is at 34; compared to its 52-week range of 21 to 58. Call put ratio 1.4 calls to 1 put as share price up 4.2%.

Microsoft (MSFT) 30-day call option implied volatility is at 23; compared to its 52-week range of 16 to 50. Call put ratio 2.1 calls to 1 put with a focus on 2K contracts of December 550 calls.

Meta Platforms (META) 30-day call option implied volatility is at 33; compared to its 52-week range of 25 to 68. Call put ratio 2.4 calls to 1 put as share price up 1.6%.

Arm Holdings (ARM) 30-day option implied volatility is at 53; compared to its 52-week range of 42 to 99. Call put ratio 2.1 calls to 1 put as share price up 3.3%.

Broadcom (AVGO) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 74. Call put ratio 1.5 calls to 1 put as share price up 5.5%.

AMD (AMD) 30-day call option implied volatility is at 57; compared to its 52-week range of 35 to 88. Call put ratio 1.4 calls to 1 put.

Super Micro Computer (SMCI) 30-day call option implied volatility is at 71; compared to its 52-week range of 52 to 154. Call put ratio 2.6 calls to 1 put as share price up 1.5%.

Qualcomm (QCOM) 30-day call option implied volatility is at 33; compared to its 52-week range of 25 to 73. Call put ratio 1.6 calls to 1 put.

Amkor Technology (AMKR) 30-day call option implied volatility is at 54; compared to its 52-week range of 37 to 85. Call put ratio 4.8 calls to 1 put with a focus on November options as share price up 3.5%.

Intel (INTC) 30-day call option implied volatility is at 52; compared to its 52-week range of 38 to 93. Call put ratio 1.8 calls to 1 put as share price up 2.7%.

Taiwan Semi (TSM) 30-day call option implied volatility is at 38; compared to its 52-week range of 30 to 72. Call put ratio 1.5 calls to 1 put as share price up 2.3%.

Market Vectors Semiconductor ETF (SMH) 30-day call option implied volatility is at 36; compared to its 52-week range of 26 to 66. Call put ratio 1 call to 1.8 puts with a focus on a spreader of December 5 weekly 305 and 330 puts.

Option IV into quarter results

Ross Stores (ROST) November call option implied volatility is at 136, December is at 37; compared to its 52-week range of 18 to 45. Call put ratio 1 call to 1 put as share price up 2% into the expected release of quarter results today after the bell.

GAP (GAP) November call option implied volatility is at 285, December is at 79; compared to its 52-week range of 33 to 93. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

BJ’s Wholesale Club (BJ) November call option implied volatility is at 166, December is at 49; compared to its 52-week range of 21 to 45. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on November 21.

Options with decreasing option implied volatility: PACS STUB EVLV WIX SRRK KLAR AS GRRR CCCX TGT NU SQQQ PANW XP PDD TCOM NOK PBR TJX WMT PBR TJX MDT AS CSIQ
Increasing unusual option volume: ICLN AGIO VZLA PACS EXAS QTUM EBS WEN ODD
Increasing unusual call option volume: AGIO VZLA ICLN EXAS EBS PACS ARWR AMTM TVTX LAZR SN
Increasing unusual put option volume: WEN BBWI EXAS FRO K CRNC BN EWY GGLL RJF GH CAPR JACK CLOV SRRK BILL