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Daily IV Report

Mid-session IV Report October 23, 2025

Mid-session IV Report October 23, 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 GAP UUUU BIOA […]

By Market Rebellion · October 23, 2025
Mid-session IV Report October 23, 2025

Mid-session IV Report October 23, 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 GAP UUUU BIOA QBTS CCCX EHTZ IONQ GSAT ITGR BRR

Popular stocks volume: BYND PLTR AAL RGTI SMCI SOFI QBTS IBM INTC NOK OXY

Active options: TSLA BYND NVDA AMZN OPEN AMD AAPL PLTR UUUU AAL RGTI SMCI META SOFI QBTS IBM INTC IONQ NOK OXY

Option IV into quarter results

Ford (F) October 24 weekly call option implied volatility is at 128, November is at 40; compared to its 52-week range of 24 to 67.
Call put ratio 1.5 calls to 1 put with a focus on October 24 weekly puts into the expected release of quarter results today after the bell.

Verisign (VRSN) November call option implied volatility is at 42, December is at 47; compared to its 52-week range of 18 to 46. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Proctor & Gamble (PG) October 24 weekly call option implied volatility is at 63, November is at 24; compared to its 52-week range of 13 to 36. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on October 24.

General Dynamics (GD) October 24 weekly call option implied volatility is at 73, November is at 24; compared to its 52-week range of 13 to 35. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on October 24.

Flagstar (FLG) November call option implied volatility is at 55, December is at 46; compared to its 52-week range of 55 to 46. Call put ratio 5.8 calls to 1 put into the expected release of quarter results before the bell on October 24.

Illinois Tool Works (ITW) November call option implied volatility is at 27, December is at 20; compared to its 52-week range of 13 to 46. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 24.

Movers

Dow (DOW) October 24 weekly call option implied volatility is at 91, November is at 58; compared to its 52-week range of 21 to 79. Call put ratio 1.5 calls to 1 put after quarter results

Expand Energy Corporation (EXE) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 51. Call put ratio 4.7 calls to 1 put with a focus on January calls.

Options with decreasing option implied volatility: ARCT DPST KYIV NVTS REPL SMMT WBD FWRD LAC ALLY
Increasing unusual option volume: BYND AVDL TOI GOGO HPP FLWS SUIG NOK CVI
Increasing unusual call option volume: BYND AVDL TOI CRSR HPP NOK SUIG HOUS DOV RVPH SAVA CODI HUN TTE MUR VAL PEP SABR KYIV
Increasing unusual put option volume: BYND IYR EAT WMB ZION MOH NICE