Mid-session IV Report October 16, 2025

Mid-session IV Report October 16, 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: NVTS IRBT NB INDI FLNC PPTA DOCN MP NXE ZIM VG SE PZZA ONON NVDY XME CSCO DIS JEPQ EEM ORBS SLI UROY AIRO MUX CMBT WAL NVDY

Popular stocks volume: CRM TSM NIO MU HIMS SOFI CRWV HPE AVGO

Active options: NVDA AMD AMZN CRM AAPL TSLA TSM GOOGL GOOG NIO MU BITF HIMS ACHR BMNR SOFI CRWV HPE OPEN AVGO

Oracle (ORCL) option implied volatility elevated into Oracle Financial Analyst Meeting

Oracle (ORCL) October call option implied volatility is at 125, November at 54; compared to its 52-week range of 23 to 66. Call put ratio 2.1 calls to 1 put with a focus on October 340 calls as share price up 1.5% into Oracle Financial Analyst Meeting this morning.

Rare earth option IV as share prices move lower

Lithium Americas (LAC) 30-day option implied volatility is at 139; compared to its 52-week range of 51 to 184. Call put ratio 6.5 calls to 1 put with a focus on October 10 calls as share price down 15%.

United States Antimony (UAMY) 30-day option implied volatility is at 178; compared to its 52-week range of 20 to 322 with a focus on October 12 puts and October 24 weekly 10.50 puts.

MP Materials (MP) 30-day option implied volatility is at 111; compared to its 52-week range of 44 to 118. Call put ratio 2 calls to 1 put with a focus on October options as share price down 2.8%.

Critical Metals (CRML) 30-day option implied volatility is at 206; compared to its 52-week range of 21 to 246. Call put ratio 2.1calls to 1 put as share price down 4%.

USA Rare Earth (USAR) 30-day option implied volatility is at 168 compared to its 52-week range of 99 to 221. Call put ratio 3 calls to 1 put as share price down 10%.

Energy Fuels (UUUU) 30-day option implied volatility is at 154; compared to its 52-week range of 50 to 167. Call put ratio 5.1 calls to 1 put with a focus on June 25 calls.

NioCorp (NB) 30-day option implied volatility is at 186; compared to its 52-week range of 71 to 190. Call put ratio 12 calls to 1 put with a focus on November 12.50 and 15 calls as share price down 5%.

VanEck Vectors Rare Earth/Strategic Metals ETF (REMX) 30-day option implied volatility is at 69; compared to its 52-week range of 25 to 68. Call put ratio 6.7 calls to 1 put with a focus on May 80, 85, 90 and 95 calls as share price down 4.2%.

Option IV into quarter results

Bank of Ozark (OZK) October call option implied volatility is at 114, November is at 41; compared to its 52-week range of 26 to 68. Call put ratio 1 call to 2.6 puts into the expected release of quarter results before the bell on October 17.

American Express (AXP) October call option implied volatility is at 90, November is at 33; compared to its 52-week range of 20 to 68. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on October 17.

Truist Financial (TFC) October call option implied volatility is at 95, November is at 34; compared to its 52-week range of 20 to 64. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on October 17.

SLB Limited (SLB) October call option implied volatility is at 104, November is at 40; compared to its 52-week range of 24 to 65. Call put ratio 3.2 calls to 1 put into the expected release of quarter results before the bell on October 17.

Fifth Third (FITB) October call option implied volatility is at 116, November is at 49; compared to its 52-week range of 21 to 64. Call put ratio 1 call to 7.9 puts with a focus on November puts into the expected release of quarter results before the bell on October 17.

Huntington Bancshares (HBAN) October call option implied volatility is at 103, November is at 38; compared to its 52-week range of 40 to 63. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on October 17.

Regions Financial (RF) October call option implied volatility is at 125, November is at 33; compared to its 52-week range of 22 to 65. Call put ratio 10 calls to 1 put into the expected release of quarter results before the bell on October 17.

Ally Financial (ALLY) October call option implied volatility is at 168, November is at 49; compared to its 52-week range of 25 to 76. Call put ratio 1 call to 2.6 puts into the expected release of quarter results before the bell on October 17.

Comerica (CMA) October call option implied volatility is at 112, November is at 42; compared to its 52-week range of 25 to 64. Call put ratio 1 call to 7.9 puts with a focus on October and November 70 puts into the expected release of quarter results before the bell on October 17.

Movers

Bitmine Immersion (BMNR) 30-day option implied volatility is at 110; compared to its 52-week range of 102 to 160. Call put ratio 5.4 calls to 1 put with a focus on October 31 weekly 60, 62 and 65 calls.

KindlyMD (NAKA) 30-day option implied volatility is at 126; compared to its 52-week range of 120 to 220 with a focus on October 2.5, March 1 and June 4 calls.

Sequans (SQNS) 30-day option implied volatility is at 71; compared to its 52-week range of 22 to 248 with a focus on November 8 calls.

Options with decreasing option implied volatility: OMER ACI FAST
Increasing unusual option volume: SLI UROY RYAM TMQ AJG WWR CRML
Increasing unusual call option volume: SLI UROY WWR TMQ CRML RACE BK HOND SANA DNN
Increasing unusual put option volume: CRML ABAT QSI UAMY KEY VERI OMER ONON