Mid-session IV Report September 10, 2025

Mid-session IV Report September 10, 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: SOC NKTR SNPS NLY CDNS

Popular stocks volume: ORCL GME CRWV AMD AVGO PLTR HOOD MU INTC SOFI WDC JD UNH

Active options: NVDA AAPL ORCL TSLA GME CRWV AMD AVGO PLTR HOOD AMZN MU INTC SOFI WDC JD META UNH GOOG OPEN

Oracle (ORCL) up 41%

Oracle (ORCL) September 12 weekly call option implied volatility is at 93, September is at 66; compared to its 52-week range of 21 to 66. Call put ratio 1.1 calls to 1 put into share price up 41%.

Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 75. Call put ratio 2.4 calls to 1 put as share price up 4.7%.

Broadcom (AVGO) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 74. Call put ratio 1.4 calls to 1 put as share price up 10%.

CoreWeave (CRWV) 30-day option implied volatility is at 76; compared to its 52-week range of 67 to 157. Call put ratio 2.6 calls to 1 put as share price up 19%.

Alibaba (BABA) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 73. Call put ratio 2.1 calls to 1 put as share price down 1.9%.

Option IV into quarter results

Adobe (ADBE) September 12 weekly call option implied volatility is at 146, September is at 81; compared to its 52-week range of 23 to 52. Call put ratio 3.1 calls to 1 put into the expected release of quarter results after the bell on September 11.

Kroger (KR) September 12 weekly call option implied volatility is at 91, September is at 50; compared to its 52-week range of 18 to 39. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on September 11.

RH (RH) September 12 weekly call option implied volatility is at 230, September is at 128; compared to its 52-week range of 36 to 130. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 11.

Movement

Affirm Holdings (AFRM) 30-day option implied volatility is at 55; compared to its 52-week range of 54 to 130. Call put ratio 3.4 calls to 1 put with a focus on September 12 weekly calls into Klarna (KLAR) IPO.

Upstart Holdings (UPST) 30-day option implied volatility is at 68; compared to its 52-week range of 60 to 147. Call put ratio 1.3 calls to 1 put into Klarna (KLAR) IPO.

PayPal (PYPL) 30-day option implied volatility is at 30; compared to its 52-week range of 26 to 72. Call put ratio 4.3 calls to 1 put with a focus on September calls into Klarna (KLAR) IPO.

Tapestry (TPR) 30-day option implied volatility is at 35; compared to its 52-week range of 25 to 77. Call put ratio 2.7 calls to 1 put after announces $3B share repurchase program.

Options with decreasing option implied volatility: SATS PL ASAN GTLB IOT RBRK CHPT PATH CRDO LULU DOCU AI AEO LCID HPE CRM CPRT GME AVAV
Increasing unusual option volume: VIPS SNPS ZBH CWVX LDI IBB ASST ALTS EVTL RBRK COOP BW MLTX
Increasing unusual call option volume: SNPS CWVX ASST EVTL BW LDI SEI RBRK MLTX ALTS FLNC GFS GOSS WIX
Increasing unusual put option volume: IBB SNPS PCG BITF ORCL RBRK PL NEXT ASST CHWY SEI