Mid-session IV Report November 3, 2025

Mid-session IV Report November 3, 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: QURE BHF MDB WU OKTA VOD AES XP DOCU ZS CRM DG KMB AMCR ULTA EA VOD AI WBD DOCU ZS IOT CHWY VALE CRM MDT

Popular stocks volume: IREN KVUE AMD INTC SOFI BMNR SMCI

Active options: NVDA AMZN TSLA AAPL CIFR PLTR IREN META KVUE AMD INTC GOOGL SOFI BMNR SMCI MSFT FUBO CORZ GOOG NIO

Option IV into quarter results

Palantir (PLTR) November 7 weekly call option implied volatility is at 116, November is at 74; compared to its 52-week range of 43 to 109. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Hims & Hers Health, Inc. (HIMS) November 7 weekly call option implied volatility is at 171, November is at 111; compared to its 52-week range of 67 to 145. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

AMD (AMD) November 7 weekly call option implied volatility is at 100, November is at 75; compared to its 52-week range of 35 to 88. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November 4.

Shopify (SHOP) November 7 weekly call option implied volatility is at 139, November is at 81; compared to its 52-week range of 33 to 105. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on November 4.

Arista Networks (ANET) November 7 weekly call option implied volatility is at 122, November is at 77; compared to its 52-week range of 31 to 87. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 4.

Uber (UBER) November 7 weekly call option implied volatility is at 81, November is at 50; compared to its 52-week range of 29 to 69. Call put ratio 2 call to 1 put into the expected release of quarter results before the bell on November 4.

Amgen (AMGN) November 7 weekly call option implied volatility is at 55, November is at 41; compared to its 52-week range of 19 to 56. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on November 4.

Pfizer (PFE) November 7 weekly call option implied volatility is at 47, November is at 34; compared to its 52-week range of 18 to 50. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on November 4.

Eaton (ETN) November 7 weekly call option implied volatility is at 73, November is at 44; compared to its 52-week range of 22 to 69. Call put ratio 1 calls to 2.1 puts into the expected release of quarter results before the bell on November 4.

Ferrari N.V (RACE) November call option implied volatility is at 41, December is at 31; compared to its 52-week range of 22 to 54. Call put ratio 1 calls to 2 puts into the expected release of quarter results before the bell on November 4.

Bp (BP) November 7 weekly call option implied volatility is at 44, November is at 33; compared to its 52-week range of 21 to 58. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on November 4.

Apollo Global Management (APO) November 7 weekly call option implied volatility is at 72, November is at 47; compared to its 52-week range of 29 to 86. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on November 4.

Marriott (MAR) November 7 weekly call option implied volatility is at 58, November is at 41; compared to its 52-week range of 17 to 69. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 4.

Axon (AXON) November call option implied volatility is at 44, December is at 34; compared to its 52-week range of 27 to 90. Call put ratio 1 call to 2.8 puts into the expected release of quarter results before the bell on November 4.

Exelon Corp. (EXC) November 7 call option implied volatility is at 26, December is at 25; compared to its 52-week range of 15 to 33. Call put ratio 2.8 calls to 1 put into the expected release of quarter results before the bell on November 4.

Suncor Energy (SU) November 7 weekly call option implied volatility is at 60, November is at 33; compared to its 52-week range of 20 to 57. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on November 4.

Pinterest (PINS) November 7 weekly call option implied volatility is at 160, November is at 88; compared to its 52-week range of 28 to 98. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on November 4.

Super Micro Computer (SMCI) November 7 weekly call option implied volatility is at 135, November is at 96; compared to its 52-week range of 52 to 217. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on November 4.

Rivian Automotive (RIVN) November 7 weekly call option implied volatility is at 113, November is at 81; compared to its 52-week range of 46 to 101. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on November 4.

Toast (TOST) November 7 weekly call option implied volatility is at 148, November is at 95; compared to its 52-week range of 37 to 89. Call put ratio 1 call to 2.9 puts into the expected release of quarter results after the bell on November 4.

Tempus AI (TEM) November 7 weekly call option implied volatility is at 139, November is at 96; compared to its 52-week range of 66 to 132. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on November 4.

Norwegian Cruise Line (NCLH) November 7 weekly call option implied volatility is at 104, November is at 66; compared to its 52-week range of 37 to 100. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on November 4.

Movers

Kimberly-Clark (KMB) 30-day option implied volatility is at 32; compared to its 52-week range of 14 to 39. Call put ratio 1.3 calls to 1 put after acquiring Kenvue (KVUE) in cash, stock.

Kenvue (KVUE) 30-day option implied volatility is at 58; compared to its 52-week range of 17 to 75. Call put ratio 3.3 calls to 1 put with a focus on November 7 weekly calls after Kimberly-Clark (KMB) announced acquiring in cash, stock.

Options with decreasing option implied volatility: WOLF CFLT NTLA SQNS BBBY TWLO ENPH CROX TMDX RBLX CVNA TEAM ROKU RDDT VFC SHAK NEET ALGN UPS
Increasing unusual option volume: KMB BBD OS CLPT OMC SOYB QURE
Increasing unusual call option volume: BBD OS KMB VITL QURE CLPT SOYB BRKR
Increasing unusual put option volume: XLB KMB BYND GSAT LAZR AREC BURL ABR