Mid-session IV Report October 31, 2025

Mid-session IV Report October 31, 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: WU ANF NTAP AMCR SPYM BHF HLF SNCY ABR BAX LOCO

Popular stocks volume: PLTR MSTR COIN CMG RDDT SOFI HOOD INTC RKT

Active options: AMZN NVDA AAPL TSLA META PLTR MSTR MSFT AMD GOOGL COIN CMG RDDT SOFI HOOD NFLX INTC GOOG RKT CORZ

Option IV into quarter results

Palantir (PLTR) November 7 weekly call option implied volatility is at 97, November is at 75; compared to its 52-week range of 43 to 109. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on November 3.

Vertex Pharma (VRTX) November 7 weekly call option implied volatility is at 70, November is at 49; compared to its 52-week range of 23 to 53. Call put ratio 15 call to 1 put into the expected release of quarter results after the bell on November 3.

Ares Management (ARES) November call option implied volatility is at 59, December is at 50; compared to its 52-week range 24 to 77. Call put ratio 1 call to 3.3 puts into the expected release of quarter results before the bell on November 3.

Hims & Hers Health, Inc. (HIMS) November 7 weekly call option implied volatility is at 34, November is at 112; compared to its 52-week range of 67 to 145. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on November 3.

Clorox (CLX) November call option implied volatility is at 44, December is at 35; compared to its 52-week range of16 to 41. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on November 3.

AMD (AMD) November 7 weekly call option implied volatility is at 81, November is at 71; compared to its 52-week range of 35 to 88. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on November 4.

Shopify (SHOP) November 7 weekly call option implied volatility is at 106, November is at 76; compared to its 52-week range of 33 to 105. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on November 4.

Options with decreasing option implied volatility: RNA GGAL SOC UUUU YPF CFLT CVNA WOLF DECK SQNS SNDX ENPH ETSY TMDX W RBLX VF UPS CNC
Increasing unusual option volume: BBD MTSR BORR RYAM APLS TAL ROIV AON
Increasing unusual call option volume: BBD BORR APLS VIAV ROIV FMC VITL RSI METU OWL FBL FI CELC
Increasing unusual put option volume: NOK AMCR AR SYY METU UAA CMG FMC BYND GFS SFM NXT CRML