Mid-session IV Report October 28, 2025

Mid-session IV Report October 28, 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: ETHZ AVXL TSLQ NTLA SLR ANF GME SWKS ARE CCI PBR VOD
Popular stocks volume: INTC PYPL DKNG JBLU BABA DJT MSTR

Active options: NVDA MSFT AAPL AMD INTC PYPL AMZN GLXY TSLA CORZ DKNG JBLU BABA GOOGL DJT MSTR NEE PATH CCJ META

Option IV into quarter results

Booking Holdings (BKNG) October 31 weekly call option implied volatility is at 71, November is at 37; compared to its 52-week range of 18 to 59. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Microsoft (MSFT) October 31 weekly call option implied volatility is at 64, November is at 31; compared to its 52-week range of 16 to 50. Call put ratio 3.4 calls to 1 put with a focus on December calls into the expected release of quarter results after the bell on October 29.
Alphabet (GOOG) October 31 weekly call option implied volatility is at 87, November is at 44; compared to its 52-week range of 21 to 58. Call put ratio 2.9 calls to 1 put into the expected release of quarter results after the bell on October 29.

Meta Platforms (META) October 31 weekly call option implied volatility is at 94, November is at 45; compared to its 52-week range of 25 to 68. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on October 29.

ServiceNow (NOW) October 31 weekly call option implied volatility is at 113, November is at 54; compared to its 52-week range of 23 to 76. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 29.

KLA Corporation (KLAC) November call option implied volatility is at 54, December is at 49; compared to its 52-week range of 31 to 75. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on October 29.

Boeing (BA) October 31 weekly call option implied volatility is at 63, November is at 38; compared to its 52-week range of 26 to 75. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on October 29.

Verizon (VZ) October 31 weekly call option implied volatility is at 50, November is at 25; compared to its 52-week range of 15 to 38. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 29.

CVS Health (CVS) October 31 weekly call option implied volatility is at 79, November is at 37; compared to its 52-week range of 23 to 57. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 29.

Starbucks (SBUX) October 31 weekly call option implied volatility is at 106, November is at 47; compared to its 52-week range of 21 to 67. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October 29.

Carvana (CVNA) October 31 weekly call option implied volatility is at 187, November is at 90; compared to its 52-week range of 41 to 126. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October 29.

Chipotle Mexican Grill (CMG) October 31 weekly call option implied volatility is at 118, November is at 54; compared to its 52-week range of 23 to 63. Call put ratio 3.1 calls to 1 put into the expected release of quarter results after the bell on October 29.

Phillips 66 (PSX) October 31 weekly call option implied volatility is at 66, November is at 35; compared to its 52-week range of 22 to 77. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on October 29.

Kraft Heinz (KHC) October 31 weekly call option implied volatility is at 51, November is at 31; compared to its 52-week range of 15 to 39. Call put ratio 5.7 calls to 1 put with a focus on December 35 calls into the expected release of quarter results before the bell on October 29.

Cognizant (CTSH) November call option implied volatility is at 50, December is at 42; compared to its 52-week range of 19 to 57. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 29.

Caterpillar (CAT) October 31 weekly call option implied volatility is at 66, November is at 44; compared to its 52-week range of 21 to 62. Call put ratio 1 call to 2.9 puts into the expected release of quarter results before the bell on October 29.

GE HealthCare (GEHC) October 31 weekly call option implied volatility is at 85, November is at 45; compared to its 52-week range of 21 to 70. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on October 29.

Apple (AAPL) October 31 weekly call option implied volatility is at 52, November is at 29; compared to its 52-week range of 16 to 65. Call put ratio 3.2 calls to 1 put into the expected release of quarter results after the bell on October 30.

Amazon (AMZN) October 31 weekly call option implied volatility is at 92, November is at 44; compared to its 52-week range of 23 to 63. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on October 30.

Options with decreasing option implied volatility: ARCT RNA GGAL YPF DECK FUN CFLT AMKR AGQ ISRG W VFC SOFI VRT DOW UPS MBLY STM LUV EW F NFLX PYPL
Increasing unusual option volume: ELAN AMKR ASST BYND HPP CHGG UMC OGN CYBN ALLT
Increasing unusual call option volume: ASST BYND CHGG UMC ALLT CYBN ARQT AMKR SHW CDZI
Increasing unusual put option volume: SYY AMKR OGN NAKA BYND DQ CZR CDNS WGS CCI BILL RMBS