Mid-session IV Report October 21, 2025

Mid-session IV Report October 21, 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: KYIV ETHZ BRR GAP

Popular stocks volume: WBD SLV GDX KO GM GE CLF CRWV SOFI PLTR

Active options: BYND AMZN NVDA AAPL KO GM AMD GE CLF CRWV SOFI PLTR GOOGL META GLXY EOSE INTC TSLA CLOV BITF

Precious metal option IV as share prices move lower

iShares Silver Trust (SLV) 30-day option implied volatility is at 45; compared to its 52-week range of 22 to 53. Call put ratio 1.76 calls to 1 put with a focus on October 29 weekly 44.50 and 45 calls as share price down 7%.

Kinross Gold (KGC) 30-day option implied volatility is at 59; compared to its 52-week range of 35 to 61. Call put ratio 4.3 calls to 1 put with a focus on January 35 calls as share price down 11%.

Option IV into quarter results

Netflix (NFLX) October 24 weekly call option implied volatility is at 100, November is at 42; compared to its 52-week range of 21 to 71. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Tesla (TSLA) October 24 weekly call option implied volatility is at 97, November is at 60; compared to its 52-week range of 44 to 105. Call put ratio 1.4 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 95, November is at 38; compared to its 52-week range of 38 to 60. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on October 22.

Thermo Fisher (TMO) into the expected release of quarter results before the bell on October 22.

AT&T (T) October 24 weekly call option implied volatility is at 62, November is at 30; compared to its 52-week range of 17 to 44. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on October 22.

Alcoa (AA) October 24 weekly call option implied volatility is at 120, November is at 62; compared to its 52-week range of 41 to 100. Call put ratio 4.9 calls to 1 put into the expected release of quarter results after the bell on October 22.

Southwest Airlines (LUV) October 24 weekly call option implied volatility is at 107, November is at 51; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 3.7 puts with focus on a spreader of 13400 contracts of October 31 weekly 31 and 33 puts into the expected release of quarter results after the bell on October 22.

Intel (INTC) October 24 weekly call option implied volatility is at 140, November is at 78; compared to its 52-week range of 38 to 93. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on October 23.

Options with decreasing option implied volatility: TSLQ OMER CRML LAC SMMT LAES BHFV
Increasing unusual option volume: BYND CAN ADAP TMQ DCTH LBRT EXEL TI HESM
Increasing unusual call option volume: BYND DENN BRR GLL CODI
Increasing unusual put option volume: TSLQ OMER CRML LAC SMMT LAES BHFV