Mid-session IV Report November 5, 2025

Mid-session IV Report November 5, 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 PZZA CHYM OKTA IOT GTLB DOCU AMCR S ZS MSTY CHWY CRM ULTA KR CSIQ VALE ACI PCG

Popular stocks volume: BAC SMCI INTC MSTR COIN SNAP SOFI

Active options: NVDA TSLA PLTR AMZN AAPL BAC SMCI META INTC MSTR GOOGL HIMS CRWV ANET COIN UPST SNAP CLOV SOFI

Tesla (TSLA) December 5 weekly 480 calls into shareholder meeting on October 6

Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 44 to 105. Call put ratio 2.1 calls to 1 put with a focus on December 5 weekly 480 calls into shareholder meeting on October 6.

Option IV into quarter results

AppLovin (APP) November 7 weekly call option implied volatility is at 187, November is at 95; compared to its 52-week range of 52 to 122. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Qualcomm (QCOM) November 7 weekly call option implied volatility is at 93, November is at 50; compared to its 52-week range of 25 to 73. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Robinhood (HOOD) November 7 weekly call option implied volatility is at 142, November is at 83; compared to its 52-week range of 54 to 119. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

DoorDash (DASH) November 7 weekly call option implied volatility is at 165, November is at 74; compared to its 52-week range of 26 to 80. Call put ratio 1 call to 2.3 puts into the expected release of quarter results today after the bell.

McKesson (MCK) November 7 weekly call option implied volatility is at 79, November is at 35; compared to its 52-week range of 16 to 48. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on November 5.

TKO Group Holdings (TKO) November call option implied volatility is at 46, December is at 40; compared to its 52-week range of 24 to 65. Call put ratio 8 calls to 1 put into the expected release of quarter results today after the bell.

Snap (SNAP) November 7 weekly call option implied volatility is at 245, November is at 110; compared to its 52-week range of 43 to 125. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.

ConocoPhillips (COP) November 7 weekly call option implied volatility is at 60, November is at 38; compared to its 52-week range of 21 to 69. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on November 6.

AstraZeneca (AZN) November call option implied volatility is at 31, December is at 26; compared to its 52-week range of 20 to 46. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on November 6.

Airbnb (ABNB) November 7 weekly call option implied volatility is at 151, November is at 67; compared to its 52-week range of 26 to 70. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on November 6.

Vistra Energy (VST) November 7 weekly call option implied volatility is at 128, November is at 81; compared to its 52-week range of 47 to 103. Call put ratio 6.5 calls to 1 put into the expected release of quarter results before the bell on November 6.

Warner Bros. Discovery (WBD) November 7 weekly call option implied volatility is at 64, November is at 48; compared to its 52-week range of 38 to 82. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on November 6.

Affirm Holdings (AFRM) November 7 weekly call option implied volatility is at 205, November is at 101; compared to its 52-week range of 54 to 131. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on November 6.

Moderna (MRNA) November 7 weekly call option implied volatility is at 157, November is at 90; compared to its 52-week range of 54 to 104. Call put ratio 3.9 calls to 1 put into the expected release of quarter results before the bell on November 6.

Options with decreasing option implied volatility: BHVN WOLF LQDA UPST TGTX LUMN UPWK KVUE TWLO TMDX RBLX DXCM PINS ALGN AMZU NOK CROX CORZ CMG ROKU TEAM U GGLL KTOS
Increasing unusual option volume: ABEV GXO RPD KMB GTM BW BHVN BFB NAGE EAT ELAN APPS
Increasing unusual call option volume: BHVN BW RPD SLG PRMB APPS QURE ZTS
Increasing unusual put option volume: GTM JCI EWY EAT CAN SLDP FSM EWJ CLOV OGN LYFT MTSR