Mid-session IV Report November 24, 2025

Mid-session IV Report November 24, 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: ACI UUP CGEM KYIV TSLZ MSTY RUM VALE EMB NVRI OMC EA

Popular stocks volume: PLTR SOFI NVO BABA MSTR AVGO ORCL NFLX

Active options: NVDA TSLA GOOGL AAPL AMD META AMZN PLTR SOFI GOOG NVO BABA MSTR AVGO ORCL OPEN MSFT NFLX IREN NIO

Option IV into quarter results

Agilent Technologies (A) December call option implied volatility is at 44, January is at 40; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.

Zoom (ZM) November 28 weekly call option implied volatility is at 106, December is at 53; compared to its 52-week range of 23 to 64. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.

Dell Technologies (DELL) November 28 weekly call option implied volatility is at 110, December is at 68; compared to its 52-week range of 32 to 86. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on November 25.

Autodesk (ADSK) November 28 weekly call option implied volatility is at 87, December is at 45; compared to its 52-week range of 21 to 52. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on November 25.

Analog Devices (ADI) November 28 weekly call option implied volatility is at 70, December is at 45; compared to its 52-week range of 24 to 70. Call put ratio 4.4 calls to 1 put into the expected release of quarter results after the bell on November 25.

Alibaba (BABA) November 28 weekly call option implied volatility is at 80, December is at 50; compared to its 52-week range of 31 to 73. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on November 25.

Best Buy (BBY) November 28 weekly call option implied volatility is at 107, December is at 55; compared to its 52-week range of 50 to 77. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on November 25.

NIO Inc. (NIO) November 28 weekly call option implied volatility is at 113, December is at 70; compared to its 52-week range of 50 to 100. Call put ratio 6.3 calls to 1 put with a focus on December 8 calls into the expected release of quarter results before the bell on November 25.

J. M. Smucker (SJM) December call option implied volatility is at 33, January is at 30; compared to its 52-week range of 18 to 40. Call put ratio 1.1 call to 1 put into the expected release of quarter results before the bell on November 25.

Amentum (AMTM) December call option implied volatility is at 78, January is at 62; compared to its 52-week range of 40 to 131. Call put ratio 6.1 calls to 1 put into the expected release of quarter results before the bell on November 25.

Kohl’s (KSS) November 28 weekly call option implied volatility is at 158, December is at 99; compared to its 52-week range of 41 to 155. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on November 25.

Abercrombie & Fitch (ANF) November 28 weekly call option implied volatility is at 169, December is at 82; compared to its 52-week range of 44 to 94. Call put ratio 1 call to 4.8 puts into the expected release of quarter results before the bell on November 25.

Pony AI (PONY) November 28 weekly call option implied volatility is at 150, December is at 130; compared to its 52-week range of 63 to 200. Call put ratio 13.4 calls to 1 put with a focus on November 28 weekly calls into the expected release of quarter results before the bell on November 25.

Workday (WDAY) November 28 weekly call option implied volatility is at 96, December is at 55; compared to its 52-week range of 24 to 58. Call put ratio 4.7 calls to 1 put into the expected release of quarter results after the bell on November 25.

Zscaler (ZS) November 28 weekly call option implied volatility is at 125, December is at 73; compared to its 52-week range of 30 to 72. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on November 25.

Burlington Stores (BURL) November 28 weekly call option implied volatility is at 100, December is at 51; compared to its 52-week range of 28 to 63. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on November 25.

Dick’s Sporting Goods (DKS) November 28 weekly call option implied volatility is at 106, December is at 57; compared to its 52-week range of 29 to 79. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on November 25.

NetApp (NTAP) November 28 weekly call option implied volatility is at 120, December is at 52; compared to its 52-week range of 23 to 65. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on November 25.

HP Inc. (HPQ) November 28 weekly call option implied volatility is at 90, December is at 52; compared to its 52-week range of 23 to 72. Call put ratio 1 call to 2.7 put into the expected release of quarter results after the bell on November 25.

Urban Outfitters (URBN) November 28 weekly call option implied volatility is at 145, December is at 73; compared to its 52-week range of 31 to 82. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 25.

Nutanix (NTNX) December weekly call option implied volatility is at 72, January is at 58; compared to its 52-week range of 29 to 67. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on November 25.

Ambarella (AMBA) November 28 weekly call option implied volatility is at 190, December is at 114; compared to its 52-week range of 35 to 94. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November 25.

PagerDuty, Inc. (PD) December call option implied volatility is at 75, January is at 61; compared to its 52-week range of 29 to 70 with a focus on December 15 calls into the expected release of quarter results after the bell on November 25.

Petco Health and Wellness (WOOF) November 28 weekly call option implied volatility is at 230, December is at 120; compared to its 52-week range of 59 to 140. Call put ratio 16 calls to 1 put into the expected release of quarter results after the bell on November 25.

Options with decreasing option implied volatility: PACS ESTC GRRR MESO GAP AS
Increasing unusual option volume: AVTR JBS SLG ELAN
Increasing unusual call option volume: ELAN JBS HLF NVRI
Increasing unusual put option volume: SLG CAPR DLO WGS TSCO