Mid-session IV Report October 22, 2025

Mid-session IV Report October 22, 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: BYND SQNS DUN KYIV GAP TGT FLWS POET OR GME

Popular stocks volume: BYND DNUT T PLTR OKLO BB HOOD INTC

Active options: BYND NVDA AAPL NFLX TSLA AMZN OPEN GOOGL UUUU DNUT T PLTR ASTS AMD BITF OKLO MSFT BB HOOD INTC

Option IV into quarter results

Tesla (TSLA) October 24 weekly call option implied volatility is at 115, November is at 60; compared to its 52-week range of 44 to 105. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

IBM (IBM) October 24 weekly call option implied volatility is at 110, November is at 40; compared to its 52-week range of 38 to 60. Call put ratio 1 calls to 1.6 puts into the expected release of quarter results today after the bell.

Alcoa (AA) October 24 weekly call option implied volatility is at 110, November is at 61; compared to its 52-week range of 41 to 100. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Southwest Airlines (LUV) October 24 weekly call option implied volatility is at 121, November is at 51; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

T-Mobile (TMUS) October 24 weekly call option implied volatility is at 79, November is at 33; compared to its 52-week range of 17 to 47. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 23.

Intel (INTC) October 24 weekly call option implied volatility is at 160, November is at 76; compared to its 52-week range of 38 to 93. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on October 23.

Freeport McMoran (FCX) October 24 weekly call option implied volatility is at 75, November is at 46; compared to its 52-week range of 32 to 83. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on October 23.

Ford (F) October 24 weekly call option implied volatility is at 99, November is at 39; compared to its 52-week range of 24 to 67. Call put ratio 2.9 calls to 1 put with a focus on October 24 weekly 13.5 and 14.50 calls into the expected release of quarter results after the bell on October 23.

Newmont (NEM) October 24 weekly call option implied volatility is at 108, November is at 53; compared to its 52-week range of 27 to 61. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 23.

Options with decreasing option implied volatility: ARCT CRML OMER FWRD LAES RGTI WBD SMMT BHD FLNC REPL PATH DOCN HPE ALLY MSTY INFY TXN ISRG
Increasing unusual option volume: FLWS HAIN BYND DNUT AVDL OR ABAT
Increasing unusual call option volume: DNUT HAIN BYND AVDL OR GPRE CWH IRBT
Increasing unusual put option volume: ABAT BYND DNUT FUN CRH CRML ARCT HOND BITF EW POET STM