Mid-session IV Report October 10, 2025

Mid-session IV Report October 10, 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: CRML POET SLDP AMDL PATH BKSY SG NNE ARM FIG CONY UPST TTD AAP BROS FTNT BILL ANET Z DBX TTWO KVUE TOST

Popular stocks volume: INTC AMD CRWV SOFI APLD PLTR MSTR HOOD

Active options: TSLA OPEN NVDA INTC AMD CRWV SOFI AAPL APLD WULF AMZN MARA IREN PLTR MSTR CIFR HOOD BBAI

Movers

Oracle (ORCL) 30-day option implied volatility is at 55; compared to its 52-week range of 23 to 66. Call put ratio 3.3 calls to 1 put with a focus on October 300 calls into AI World on October 13, 2025 in Las Vegas.

Salesforce (CRM) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 58. Call put ratio 3.9 calls to 1 put with a focus on November 250 calls into Dream Force on October 14, 2025 in San Francisco.

lululemon athletica (LULU) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 75. Call put ratio 3.8 calls to 1 put with a focus on October 31 weekly 180 calls as share price near low end of range.

Nebius Group (NBIS) 30-day option implied volatility is at 102; compared to its 52-week range of 65 to 136. Call put ratio 4.1 calls to 1 put with a focus on October 130 and 150 calls as share price up 3%.

Global Xftse Argentina 20 Etf (ARGT) 30-day option implied volatility is at 58; compared to its 52-week range of 22 to 58 amid wide price movement.

Option IV into quarter results

Fastenal (FAST) October call option implied volatility is at 63, November is at 34; compared to its 52-week range of 19 to 47. Call put ratio 1.7 calls to 1 put with a focus on October 45 puts into the expected release of quarter results before the bell on October 13.

J P Morgan (JPM) October call option implied volatility is at 43, November is at 28; compared to its 52-week range of 17 to 58. Call put ratio 1.8 calls to 1 put with a focus on October 10 weekly options into the expected release of quarter results before the bell on October 14.

Johnson and Johnson (JNJ) October call option implied volatility is at 29, November is at 20; compared to its 52-week range of 13 to 35. Call put ratio 3.2 calls to 1 put with a focus on October 200 and 210 calls into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October call option implied volatility is at 46, November is at 32; compared to its 52-week range of 20 to 67. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on October 14.

Goldman Sachs (GS) 30-day option implied volatility is at 34; compared to its 52-week range of 21 to 66. Call put ratio 1.6 calls to 1 put into quarter results on October 14.

Morgan Stanley (MS) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 71. Call put ratio 1.8 calls to 1 put into quarter results on October 15.

Private Equity option IV as share prices pull back from record levels

Apollo Global Management (APO) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 86. Call put ratio 3.9 calls to 1 put amid price movement.

KKR & Co (KKR) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 89. Call put ratio 1.7 calls to 1 put amid price movement.

Blackstone (BX) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 76. Call put ratio 2.5 calls to 1 put amid price movement.

The Carlyle Group (CG) 30-day option implied volatility is at 44; compared to its 52-week range of 28 to 90. Call put ratio 8.1 calls to 1 put amid price movement.

TPG (TPG) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 77.

Blue Owl (OWL) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 79. Call put ratio 1.3 calls to 1 put amid price movement.

Ares Management (ARES) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 77. Call put ratio 1.6 calls to 1 put amid price movement.

Golub Capital BDC (GBDC) 30-day option implied volatility is at 16; compared to its 52-week range of 11 to 33.

Options with decreasing option implied volatility: AEHR
Increasing unusual option volume: TMQ WWR CODI HOND LEVI WEAT POET TE LAES
Increasing unusual call option volume: WWR CODI LEVI TMQ WEAT POET LX LAES RVPH AMTX
Increasing unusual put option volume: POET LEVI UAMY CRML OPAD ASST WGMI DOC MPLX