Daily IV Report
Mid-session IV Report October 1, 2025
Mid-session IV Report October 1, 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: VOR MNMD DPRO SNAP […]
Mid-session IV Report October 1, 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: VOR MNMD DPRO SNAP TSLY ALGN CVNA CHTR ETSY FTAI TEAM RBLX PYPL NET EL CMG BAX UPS MELI
Popular stocks volume: PFE AMD COIN CRWV BABA INTC BMY BULL LAC SOFI HOOD
Active options: AAPL AMZN NVDA PFE TSLA AMD BMNR COIN CRWV META BABA ASTS INTC GOOG BMY BULL LAC SOFI HOOD AES
Movement
Netflix (NFLX) 30-day option implied volatility is at 44; compared to its 52-week range of 21 to 71. Call put ratio 1.1 calls to 1 put as share price down 2.4%.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 13; compared to its 52-week range of 10 to 43. Call put ratio 1 call to `1.2 puts.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 47. Call put ratio 1 call to 1.5 puts.
Reddit (RDDT) 30-day option implied volatility is at 88; compared to its 52-week range of 55 to 128. Call put ratio 1.1 calls to 1 put as share price down 9.9%.
Spdr S&p Pharmaceuticals Etf (XPH) 30-day option implied volatility is at 18; compared to its 52-week range of 14 to 43 as share price up 1.2%.
Ishares U.s. Pharmaceuticals Etf (IHE) 30-day option implied volatility is at 16; compared to its 52-week range of 13 to 40 as share price up 1.8%.
Market Vectors Pharmaceutical Etf (PPH) 30-day option implied volatility is at 18; compared to its 52-week range of 12 to 39 as share price up 2.6%.
iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 20; compared to its 52-week range of 16 to 46 as share price up 2.2%.
Options with decreasing option implied volatility: WOLF LAC QURE SQNS CIFR RGTI EA KMX AES LI NKE ACN COST
Increasing unusual option volume: LAC ETNB FBIO CGAU ARCT RITM FBL RZLV LU DPRO
Increasing unusual call option volume: CGAU LAC FBIO RITM ARCT FBL MLTX DPRO CSIQ MT PLUG
Increasing unusual put option volume: LAC RZLV COMM BUND PBF BJ CBRL NKE GPN QURE CALM
