Mid-session IV Report October 13, 2025

Mid-session IV Report October 13, 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: UUUU USAR UAMY POET MP TMC CORZ VG PATH SE ONON SLV CSCO DIS FEZ EEM HYG

Popular stocks volume: AVGO INTC PLTR SOFI MP MSTR BABA ORCL

Active options: TSLA AMD AMZN AVGO AAPL INTC PLTR SOFI OPEN MP MSTR BABA BBAI EOSE PLUG IREN RGTI MARA ORCL
Movers

Oracle (ORCL) 30-day option implied volatility is at 56; compared to its 52-week range of 23 to 66. Call put ratio 2.9 calls to 1 put with a focus on October 315 calls as share price up 4.4% into AI World.

Salesforce (CRM) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 58. Call put ratio 3.5 calls to 1 put with a focus on October calls into Dream Force on October 14, 2025 in San Francisco.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 42; compared to its 52-week range of 29 to 50. Call put ratio 1.8 calls to 1 put share price up 3.4%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 44; compared to its 52-week range of 22 to 42. Call put ratio 3 calls to 1 put with a focus on January call as share price up 3.7%.

Broadco (AVGO) 30-day option implied volatility is at 49; compared to its 52-week range of 35 to 74. Call put ratio 2.2 calls to 1 put as share price up 10.2%.

Rare earth option IV as share prices move up

Lithium Americas (LAC) 30-day option implied volatility is at 135; compared to its 52-week range of 51 to 184. Call put ratio 12.2 calls to 1 put with a focus on October 10 calls as share price up 9%.

MP Materials (MP) 30-day option implied volatility is at 120; compared to its 52-week range of 44 to 90. Call put ratio 5.3 calls to 1 put with a focus on December 75 and 100 calls as share price up 21%.

Critical Metals (CRML) 30-day option implied volatility is at 205; compared to its 52-week range of 21 to 204. Call put ratio 4.4 calls to 1 put with a focus on October calls as share price up 41%.

USA Rare Earth (USAR) 30-day option implied volatility is at 187 compared to its 52-week range of 99 to 221. Call put ratio 3.6 calls to 1 put with a focus on at the money March 46 calls as share price up 28%.

Energy Fuels (UUUU) 30-day option implied volatility is at 159; compared to its 52-week range of 50 to 136. Call put ratio 5.6 calls to 1 put with a focus on October options as share price up 21%.

NioCorp (NB) 30-day option implied volatility is at 186; compared to its 52-week range of 71 to 186. Call put ratio 28 calls to 1 put with a focus on February 17.50 calls as share price up 12.9%.

VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 56. Call put ratio 28 calls to 1 put with a focus on October and November 80 calls as share price up 14.3%.

Option IV into quarter results

J P Morgan (JPM) October call option implied volatility is at 55, November is at 50; compared to its 52-week range of 17 to 58. Call put ratio 1.5 calls to 1 put with a focus on October 10 weekly 305 calls into the expected release of quarter results before the bell on October 14.

Johnson and Johnson (JNJ) October call option implied volatility is at 37, November is at 22; compared to its 52-week range of 13 to 35. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 14.

Wells Fargo (WFC) October call option implied volatility is at 57, November is at 39; compared to its 52-week range of 20 to 67. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 14.

Goldman Sachs (GS) October call option implied volatility is at 58, November is at 37; compared to its 52-week range of 21 to 66. Call put ratio 1.2 calls 1 put into the expected release of quarter results before the bell on October 14.

Citigroup (C) October call option implied volatility is at 57, November is at 35; compared to its 52-week range of 21 to 67. Call put ratio 1.2 calls 1 put into the expected release of quarter results before the bell on October 14.

BlackRock (BLK) October call option implied volatility is at 47, November is at 30; compared to its 52-week range of 18 to 54. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on October 14.

Domino’s (DPZ) October call option implied volatility is at 90, November is at 37; compared to its 52-week range of 23 to 61. Call put ratio 1 call to 5.4 puts with a focus on October puts into the expected release of quarter results before the bell on October 14.

Albertson (ACI) October call option implied volatility is at 70, November is at 39; compared to its 52-week range of 39 to 86. Call put ratio 1.7 calls into the expected release of quarter results before the bell on October 14.

Options with decreasing option implied volatility: MLTX LPSN AEHR PEP
Increasing unusual option volume: TMQ XLI HOND CRML CODI WWR AMPY COR IE NB SLI
Increasing unusual call option volume: TMQ XLI CODI HOND AMPY CRML WWR SLI NB MIR PLG BYND
Increasing unusual put option volume: SRRK XLI CRML NB BYND ARES ABAT UAMY CMA FAST SNDK CORT DPZ