Mid-session IV Report November 6, 2025

Mid-session IV Report November 6, 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 SOC MDB ASAN IOT OKTA ZS DOCU DG CRM KMB ULTA STGW PUBM MTSR PRMB UWMC ZLAB KVUE HSBC  

Popular stocks volume: PLTR HOOD SNAP SOFI MU MSTR ORCL INTC BAC MRNA

Active options: NVDA TSLA AMD PLTR HOOD SNAP META AAPL MSFT GOOGL AMZN SOFI MU GOOG MSTR ORCL INTC BAC MRNA

Movers into headlines

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 44 to 105. Call put ratio 1.5 calls to 1 put into shareholder meeting vote on Elon Musk pay package.

Eli Lilly & Co. (LLY) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 64. Call put ratio 3.1 calls to 1 put with a focus on November 7 weekly calls.

Novo Nordisk (NVO) 30-day option implied volatility is at 54; compared to its 52-week range of 28 to 70. Call put ratio 2.8 calls to 1 put with a focus on December 35 puts.

Option IV into quarter results

Airbnb (ABNB) November 7 weekly call option implied volatility is at 181, November is at 62; compared to its 52-week range of 26 to 70. Call put ratio 1 call to 1.7 puts into the expected release of quarter results today after the bell.

Affirm Holdings (AFRM) November 7 weekly call option implied volatility is at 223, November is at 107; compared to its 52-week range of 54 to 131. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.

Block, Inc (XYZ) November 7 weekly call option implied volatility is at 230, November is at 87; compared to its 52-week range of 37 to 94. Call put ratio 1 calls to 1.3 puts into the expected release of quarter results today after the bell.

Take-Two Interactive Software (TTWO) November 7 weekly call option implied volatility is at 170, November is at 59; compared to its 52-week range of 20 to 50. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Expedia (EXPE) November 7 weekly call option implied volatility is at 220, November is at 72; compared to its 52-week range of 25 to 81. Call put ratio 1 call to 1.9 puts into the expected release of quarter results today after the bell.

Sandisk (SNDK) November 7 weekly call option implied volatility is at 270, November is at 131; compared to its 52-week range of 44 to 123. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

The Trade Desk Inc. (TTD) November 7 weekly call option implied volatility is at 360, November is at 123; compared to its 52-week range of 30 to 106. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Constellation Energy Group, Inc. (CEG) November 7 weekly call option implied volatility is at 150, November is at 69; compared to its 52-week range of 37 to 94. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on November 7.

KKR & Co. (KKR) November 7 weekly call option implied volatility is at 108, November is at 51; compared to its 52-week range of 26 to 89. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on November 7.

Options with decreasing option implied volatility: LQDA BHVN BHF DXCM UPST CIFR SNAP PINS TWLO CHTR APPS ROKU TEAM SEI
Increasing unusual option volume: ELDN TAC MYLS WRBY PUBM MLYS PLNT MTSR DAY
Increasing unusual call option volume: PCOR EWG GOOS PRMB ABEO AMPY SN ASST CCO DAY BBD ROIV
Increasing unusual put option volume: NTR MTSR HUBS BKSY FSLY SLDP ELF FSK DASH DB EH RDW FLR ALC