Mid-session IV Report September 12, 2025

Mid-session IV Report September 12, 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: ASST PSKY WBD JD NFLX TSLQ RGTI IONQ TSLY TSLA

Popular stocks volume: ADBE AMD JD ORCL SMCI WBD HOOD BABA MU CRWV

Active options: TSLA OPEN NVDA AAPL ADBE AMZN AMD JD ORCL SMCI WBD MSFT HOOD PLTR IONQ WOLF GOOGL BABA MU CRWV

Movers

Oracle (ORCL) September call option implied volatility is at 51, October is at 49; compared to its 52-week range of 21 to 66. Call put ratio 1 call to 1.2 puts as share price down 3.8%.

Micron Technology (MU) 30-day option implied volatility is at 63; compared to its 52-week range of 37 to 87. Call put ratio 1 call to 1 put as share price up 2.6%.

Tesla (TSLA) 30-day option implied volatility is at 55; compared to its 52-week range of 44 to 105. Call put ratio 2.2 calls to 1 put as share price up 4.9%.

Alibaba (BABA) 30-day option implied volatility is at 44; compared to its 52-week range of 27 to 73. Call put ratio 3.2 calls to 1 put with focus on February calls as share price down 2%.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 65; compared to its 52-week range of 38 to 82. Call put ratio 1.2 calls to 1 put with focus on January 20 calls after reports of Paramount (PSKY) takeover interest.

Paramount (PSKY) 30-day option implied volatility is at 81; compared to its 52-week range of 45 to 97. Call put ratio 1.4 calls to 1 put as share price up 3.1%.

Quantum stocks option IV

Rigetti Computing (RGTI) 30-day option implied volatility is at 93; compared to its 52-week range of 74 to 229. Call put ratio 1.5 calls to 1 put with a focus on September 12 weekly 16 calls as share price up 14.7%.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 86; compared to its 52-week range of 76 to 255. Call put ratio 4.2 calls to 1 put as share price up 6.5%.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 90; compared to its 52-week range of 20 to 332. Call put ratio 7.3 calls to 1 put with a focus on September 12 weekly 17 calls as share price up 5.2%.

IONQ Inc (IONQ) 30-day option implied volatility is at 61; compared to its 52-week range of 61 to 146. Call put ratio 1.9 calls to 1 put as share price up 17%.

Options with decreasing option implied volatility: SATS RNA RBRK PL MSTZ RH AVAV SMMT GME ADBE CHWY PCG KR SDS
Increasing unusual option volume: BZUN LDI NOK LODE SNPS MLTX FUN VTLE WAL WBD
Increasing unusual call option volume: LDI SNPS NOK BZUN WAL MLTX ADBE PALL BTDR
Increasing unusual put option volume: WBD SNDK XIFR EW HL VTLE ORCL FCEL JCI RGTI ADBE SOLT