Mid-session IV Report September 11, 2025

Mid-session IV Report September 11, 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: NKTR NLY ASST OPEN PACS SNDK MU SWBI LRCX BITO

Popular stocks volume: MU ORCL AMD AVGO PLTR MSTR BABA CRWV GME HOOD

Active options: OPEN NVDA MU TSLA ORCL AAPL AMD AMZN AVGO PLTR GOOGL MSTR BABA CRWV GME MSFT QS CNC HOOD BMNR

China option IV as share prices tick up

Alibaba (BABA) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 73. Call put ratio 3.5 calls to 1 put as share price up 4.3%.

JD.com (JD) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 80. Call put ratio 8.6 calls to 1 put as share price up 1.3%.

Pinduoduo (PDD) 30-day option implied volatility is at 30; compared to its 52-week range of 30 to 76. Call put ratio 4.7 calls to 1 put with a focus on 6400 contracts of September 129 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 84. Call put ratio 72 calls to 1 put with a focus on December 31.50, 32, 35 and 38 calls as share price up 3%.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 76. Call put ratio 16 calls to 1 put with a focus on October 40 and 42 calls.

Option IV into quarter results

Adobe (ADBE) September 12 weekly call option implied volatility is at 221, September is at 91; compared to its 52-week range of 23 to 52. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

RH (RH) September 12 weekly call option implied volatility is at 330, September is at 139; compared to its 52-week range of 36 to 130. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Vertiv Holdings Co. (VRT) 30-day option implied volatility is at 50; compared to its 52-week range of 45 to 123. Call put ratio 1 call to 1.2 puts into expected release of quarter results on October 21.

Options with decreasing option implied volatility: RNA SATS RBRK PL IOT LULU PATH DOCU LCID AVAV CPRT GME CHWY
Increasing unusual option volume: GOSS OPAD SPHR SNDK SNPS SKX LDI SWBI PACS KALV BITF
Increasing unusual call option volume: SPHR SNPS GOSS OPAD SWBI SNDK LDI HIVE PACS RZLV PSQH
Increasing unusual put option volume: SNKDK BITF GDS SNPS KD PBR SSO ORCL RZLV RBRK VOR ASST KR PL