Mid-session IV Report October 20, 2025

Mid-session IV Report October 20, 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: SQNS KYIV GAP KVUE

Popular stocks volume: SOFI INTC PLTR MU ORCL HOOD SMCI MSTR CLF

Active options: AAPL NVDA TSLA AMD AMZN SOFI INTC PLTR MU OPEN CAN MARA META ORCL HOOD SMCI MSTR CLF B BITF

Option IV into quarter results

Netflix (NFLX) October 24 weekly call option implied volatility is at 86, November is at 44; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 21.

GE Aerospace (GE) October 24 weekly call option implied volatility is at 69, November is at 42; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 21.

Coca-Cola (KO) October 24 weekly call option implied volatility is at 32, November is at 23; compared to its 52-week range of 14 to 33. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on October 21.

RTX Corporation (RTX) October 24 weekly call option implied volatility is at 55, November is at 31; compared to its 52-week range of 18 to 54. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 21.

Texas Instruments (TXN) October 24 weekly call option implied volatility is at 88, November is at 44; compared to its 52-week range of 44 to 73. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on October 21.

Danaher (DHR) October 24 weekly call option implied volatility is at 88, November is at 47; compared to its 52-week range of 20 to 61. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on October 21.

Capital One (COF) October 24 weekly call option implied volatility is at 70, November is at 38; compared to its 52-week range of 25 to 74. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 21.

Lockheed Martin (LMT) November call option implied volatility is at 57, December is at 32; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 21.

Chubb (CB) October 24 weekly call option implied volatility is at 22, November is at 21; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1 put into the expected release of quarter results on October 21.

Northrop Grumman (NOC) November call option implied volatility is at 30, December is at 29; compared to its 52-week range of 16 to 45. Call put ratio 1.8 to 1 put into the expected release of quarter results before the bell on October 21.

3M (MMM) October 24 weekly call option implied volatility is at 71, November is at 36; compared to its 52-week range of 20 to 61. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on October 21.

Elevance (ELV) November call option implied volatility is at 50, December is at 44; compared to its 52-week range of 22 to 48. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on October 21.

General Motors (GM) October 24 weekly call option implied volatility is at 75, November is at 41; compared to its 52-week range of 25 to 69. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 21.

Paccar (PCAR) November call option implied volatility is at 42, December is at 39; compared to its 52-week range of 20 to 54. Call put ratio 9.8 calls to 1 put with a focus on December 100 calls into the expected release of quarter results before the bell on October 21.

EQT Corp (EQT) November call option implied volatility is at 55, December is at 41; compared to its 52-week range of 30 to 71. Call put ratio 19 calls to 1 put into the expected release of quarter results after the bell on October 21.
Halliburton (HAL) October 24 weekly call option implied volatility is at 65, November 42; compared to its 52-week range of 26 to 69. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on October 21.

Tesla (TSLA) October 24 weekly call option implied volatility is at 88, November is at 60; compared to its 52-week range of 44 to 105. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on October 22.

IBM (IBM) October 24 weekly call option implied volatility is at 83, November is at 40; compared to its 52-week range of 38 to 60. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on October 22.

Options with decreasing option implied volatility: OMER ETHZ BHF CONY CRMD HPE ALLY INFY ASML ACI BCE BK ABT PLD JNJ FEZ EA
Increasing unusual option volume: BYND CAN ADAP TMQ DCTH LBRT EXEL
Increasing unusual call option volume: BYND CAN TMQ LBRT EXEL CELC ACHV
Increasing unusual put option volume: REPL LBRT ARCT CRML BYND ABAT BITF EXEL