Mid-session IV Report October 8, 2025

Mid-session IV Report October 8, 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: SLDP POET BKSY CRML USAR RGTI NB AAOI AMDL QBTS AAOI UPST TTD SG ALAB BHF BROS LYFT FIG RDW DUOL FSLY COHR AFRM ELF EXPE ANET APP ARM AMD BILL Z XYZ CELH PLTR FTNT TOST PINS SPOT ARNB TPR EBAY CPNG QCOM CTRA

Popular stocks volume: INTC SOFI PYPL JD

Active options: TSLA NVDA POET BULL PLUG INTC ASTS IREN ACHR AMD SOFI AMZN OPEN RKLB RGTI PLTR PYPL JD AAPL MSFT

Option IV into quarter results

Pepsico (PEP) October 10 weekly call option implied volatility is at 64, October is at 38; compared to its 52-week range of 15 to 36. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on October 9.

Delta (DAL) October 10 weekly call option implied volatility is at 113, October is at 68; compared to its 52-week range of 31 to 89. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 9.

United Airlines (UAL) 30-day option implied volatility is at 57; compared to its 52-week range of 39 to 105. Call put ratio 20.8 calls to 1 put with a focus on October 10 weekly 103 calls as share price up 1.1%.

American Airlines (AAL) 30-day option implied volatility is at 57; compared to its 52-week range of 35 to 95. Call put ratio 3.7 calls to 1 put with a focus on December 13 calls.

Southwest Airlines (LUV) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 2.4 puts with a focus on October 31 weekly 31 puts.

JetBlue Airways (JBLU) 30-day option implied volatility is at 74; compared to its 52-week range of 54 to 114. Call put ratio 7.8 calls to 1 put with a focus on October 10 weekly 4.5 and 5 calls.

Levi Strauss (LEVI) October call option implied volatility is at 83, November is at 46; compared to its 52-week range of 26 to 88. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on October 9.

Tilray, Inc. (TLRY) October 10 weekly call option implied volatility is at 312, October is at 230; compared to its 52-week range of 48 to 198. Call put ratio 10.6. calls to 1 put with a focus on October 10 weekly 1.5 and 2 calls as share price down 3.8% into the expected release of quarter results before the bell on October 9.

Movers

SPDR Gold Trust (GLD) 30-day option implied volatility is at 21; compared to its 52-week range of 14 to 27. Call put ratio 1.3 calls to 1 put as gold trends above $4057.

iShares Silver Trust (SLV) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 40. Call put ratio 3.5 calls to 1 put on 350K contracts as silver up 1.5%.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 58 with a focus on April 4 calls as share price near low end of range.

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 15; compared to its 52-week range of 13 to 26 with a focus on October 18 calls.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 14; compared to its 52-week range of 13 to 28. Call put ratio 1.3 calls to 1 put.

BitMine Immersion Technologies (BMNR) 30-day option implied volatility is at 117; compared to its 52-week range of 102 to 160. Call put ratio 2 calls to 1 put.

SPDR S&P Retail ETF (XRT) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 54 amid price movement. Call put ratio 1 call to 4.6 puts with focus on October 85 puts.

Options with decreasing option implied volatility: CMA AEHR
Increasing unusual option volume: POET RVPH BALL TMQ RC PLG ICE SGOL CRML LAR LAZR ARBE OVID SLI
Increasing unusual call option volume: RVPH POET RC TMQ ICE PLG SGOL LAZR CRML ARBE SLI FE OVID
Increasing unusual put option volume: POET PLUG UAMY UWMC