Mid-session IV Report October 6, 2025

Mid-session IV Report October 6, 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: CRML WOLF BHF USAR BKSY ALAB ACHR DUOL TTD SG BROS EPXE AMD LYFT TEAM TWLO SVM TRIP PFE PLTR BILL PINS CONY GT DKNG SPOT PATH META KVUE TTWO UPXI CRML AIP SANM AMDL SMCX NNE ALAB FSLY ACHR STUB

Popular stocks volume: INTC PLTR SMCI MU SOFI MARA PFE MSTR

Active options: AMD NVDA TSLA INTC META PLTR AMZN PLUG AAPL OPEN SMCI MU ACHR IREN SOFI MARA BMNR PFE MSTR EOSE

Tesla (TSLA) 30-day option implied volatility is at 65; compared to its 52-week range of 44 to 105. Call put ratio 2.1 calls to 1 put into October 7 event with social media video.

Movers

AMD (AMD) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 87. Call put ratio 1.7 calls to 1 put with a focus on October 250 calls as share price up 28% after announces partnership with OpenAI, including 160M share warrant.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 75. Call put ratio 1.9 calls to 1 put with a focus on a spreader of 12620 contracts of October 31 weekly 190 calls and November 14 weekly 195 calls.

Intel (INTC) 30-day option implied volatility is at 73; compared to its 52-week range of 38 to 93. Call put ratio 3.4 calls to 1 put with a focus on October calls as share price up 2.4%.

Broadcom (AVGO) 30-day option implied volatility is at 46; compared to its 52-week range of 35 to 74. Call put ratio 1.7 calls to 1 put with a focus on January 175 and 290 puts.

Super Micro Computer (SMCI) 30-day option implied volatility is at 81; compared to its 52-week range of 52 to 217. Call put ratio 4.3 calls to 1 put with a focus on October 10 weekly calls as share price up 4.7%.

Taiwan Semi (TSM) 30-day option implied volatility is at 46; compared to its 52-week range of 30 to 72. Call put ratio 1.3 calls to 1 put as share price up 1.4%.

Qualcomm (QCOM) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 73. Call put ratio 2.6 calls to 1 put with a focus on June 200 calls.

Micron Technology (MU) 30-day option implied volatility is at 61; compared to its 52-week range of 37 to 87. Call put ratio 1.5 calls to 1 put with a focus on October calls as share price up 2.7%.

Marvell Technology (MRVL) 30-day option implied volatility is at 55; compared to its 52-week range of 36 to 103. Call put ratio 2.9 calls to 1 put with a focus on November options as share price up 3.5%.

Sanmina (SANM) 30-day option implied volatility is at 69; compared to its 52-week range of 23 to 58. Call put ratio 3 calls to 1 put as share price up 22.9%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 66. Call put ratio 1 call to 1.1 put as share price up 2.7%.

Fifth Third Bancorp (FITB) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 64. Call put ratio 6.7 calls to 1 put with a focus on October calls after announcing the acquisition of Comerica (CMA) in all-stock transaction valued at $10.9B.

Comerica (CMA) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 64. Call put ratio 4 calls to 1 put with a focus on October calls after announcing Fifth Third (FITB) was acquiring in all-stock transaction valued at $10.9B.

Option IV into quarter results

Constellation Brands (STZ) October 10 weekly call option implied volatility is at 71, October is at 51; compared to its 52-week range of 19 to 53. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

McCormick (MKC) October 10 weekly call option implied volatility is at 43, October is at 28; compared to its 52-week range of 18 to 44. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 7.

Options with decreasing option implied volatility: MLTX NKE
Increasing unusual option volume: RVPH PLG ARBK LAR CRML AIP FLY BRR FBL NAK
Increasing unusual call option volume: REI ARBK PLG RVPH FLY FBL NAK CRML
Increasing unusual put option volume: FUN BRBR MGNI BBWI FSK LAC MPLX