Mid-session IV Report October 3, 2025

Mid-session IV Report October 3, 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: LAC TSHA CLPT QUBT RCAT CCCX RUM SVM BHF VOR SNAP TEAM ALGN WDC ETSY CVNA CHTR FTAI MELI PYPL EL DKNG CMG META CART UPS BUD

Popular stocks volume: SNAP PLUG INTC META PLTR SOFI HOOD MSTR AVGO RKT

Active options: TSLA NVDA PLUG AAPL INTC AMZN MARA SNAP META PLTR SOFI HOOD AMD OPEN MSTR CIFR IREN BMNR AVGO RKT

Movement

Palantir (PLTR) 30-day option implied volatility is at 57; compared to its 52-week range of 43 to 109. Call put ratio 1.4 calls to 1 put as share price down 4.3%.

Oracle (ORCL) 30-day option implied volatility is at 51; compared to its 52-week range of 23 to 68. Call put ratio 3.2 calls to 1 put into AI World on October 13, 2025 in Las Vegas.

Salesforce (CRM) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 58. Call put ratio 2.3 calls to 1 put into Dream Force on October 14, 2025 in San Francisco.

FICO (FICO) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 70. Call put ratio 1.1 calls to 1 put as share price up 4%.

Rare earth option IV as share prices move up

Lithium Americas (LAC) 30-day option implied volatility is at 139; compared to its 52-week range of 51 to 184. Call put ratio 5.7 calls to 1 put with a focus on upside October calls as share price up 30%.

MP Materials (MP) 30-day option implied volatility is at 80; compared to its 52-week range of 44 to 90. Call put ratio 4.5 calls to 1 put with a focus on November 55 calls as share price up 4.6%.

USA Rare Earth (USAR) 30-day option implied volatility is at 161; compared to its 52-week range of 98 to 221. Call put ratio 4.3 calls to 1 put with a focus on short duration October weekly options as share price up 19.7%.

Option IV into quarter results

Constellation Brands (STZ) October 10 weekly call option implied volatility is at 58, October is at 48; compared to its 52-week range of 19 to 53. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October 6.

Options with decreasing option implied volatility: WOLF MLTX EA NKE HUM CAG
Increasing unusual option volume: OVID RVPH MLTX OMF LAC KDK CAN PLUG ARBE
Increasing unusual call option volume: MLTX RVPH OVID KDK LAC PLUG CAN TD GSRT FINV
Increasing unusual put option volume: LAC FHN SNDK SFM PRME SDS RZLV PBF CAN PLUG