Mid-session IV Report October 14, 2025

Mid-session IV Report October 14, 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: AREC CRML NVTS MP CONY AGQ AAP PZZA ZIM VG ONON DLO SE SLV CHAU DIS CSCO COMM EWZ HYG VTI

Popular stocks volume: INTC PLTR SOFI AVGO HOOD MSTR MP

Active options: NVDA TSLA INTC AMZN AMD AAPL PLTR OPEN BBAI SOFI NVTS AVGO RGTI LAES BITF HOOD MSTR MP MARA

Option IV into quarter results

Bank of America (BAC) October call option implied volatility is at 55, November is at 33; compared to its 52-week range of 19 to 61. Call put ratio 2.2 calls to 1 put with a focus on January 55 calls as share price up 2% into the expected release of quarter results before the bell on October 15.

Morgan Stanely (MS) October call option implied volatility is at 58, November is at 34; compared to its 52-week range of 20 to 71. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 15.

ASML Holdings (ASML) October call option implied volatility is at 102, November is at 47; compared to its 52-week range of 26 to 73. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 15.

Abbott Laboratories (ABT) October call option implied volatility is at 59, November is at 25; compared to its 52-week range of 16 to 45. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 15.

Prologis (PLD) October call option implied volatility is at 52, November is at 32; compared to its 52-week range of 21 to 60. Call put ratio 6.2 calls 1 put into the expected release of quarter results before the bell on October 15.

PNC Financial (PNC) October call option implied volatility is at 54, November is at 34; compared to its 52-week range of 19 to 59. Call put ratio 1 call to 2.6 puts with a focus on October 170 and 180 calls into the expected release of quarter results before the bell on October 15.

United Airlines (UAL) October call option implied volatility is at 103, November is at 56; compared to its 52-week range of 39 to 105. Call put ratio 1.7 calls 1 put into the expected release of quarter results after the bell on October 15.

Citizens Financial (CFG) October call option implied volatility is at 66, November is at 36; compared to its 52-week range of 24 to 69. Call put ratio 2.9 calls 1 put into the expected release of quarter results before the bell on October 15.

J.B. Hunt (JBHT) October call option implied volatility is at 85, November is at 46; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on October 15.

SL Green (SLG) October call option implied volatility is at 86, November is at 45; compared to its 52-week range of 30 to 65. Call put ratio 1.2 calls 1 put into the expected release of quarter results after the bell on October 15.

Movers

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 44; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1 put amid gold near record high.

iShares Silver Trust (SLV) 30-day option implied volatility is at 49; compared to its 52-week range of 22 to 46. Call put ratio 2.4 calls to 1 put with a focus on October 27 weekly 48 calls.

Johnson and Johnson (JNJ) October call option implied volatility is at 30, November is at 19; compared to its 52-week range of 13 to 35. Call put ratio 2 calls to 1 put amid plans to separate Orthopaedics business and quarter outlook.

Rayonier (RYN) 30-day option implied volatility is at 31; compared to its 52-week range of 13 to 45. Call put ratio 2.1 calls to 1 put amid combining in all-stock merger of equals with PotlatchDeltic (PCH).

PotlatchDeltic (PCH) 30-day option implied volatility is at 28; compared to its 52-week range of 13 to 47. Call put ratio 4.1 calls to 1 put amid combining in all-stock merger of equals with Rayonier (RYN).

Options with decreasing option implied volatility: FAST PEP LPSN
Increasing unusual option volume: TMQ ERIC ERO CRML WWR LAES WEN HOND ACI LODE
Increasing unusual call option volume: TMQ ERO WWR CRML LAES HOND CENX ACI GT INDI LODE
Increasing unusual put option volume: CRML WEN ACI JEPQ ZTS ARKG ESTC ILMN NB ARCT LAES