Mid-session IV Report September 15, 2025

Mid-session IV Report September 15, 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 WBD PSKY LI GRAB MPW NFLX TLSY GSRT GLUE RMBS PAAS ASML STX WDC NFLX ORCL HPE INTC GOOG ULTY

Popular stocks volume: INTC CRWV BABA AMD BABA SOFI OPEN BMNR GME FUBO ACHR CRWV

Active options: TSLA AMZN GOOGL AAPL NVDA INTC ATYR CRWV GOOG BABA AMD GRAB BITF NIO SOFI OPEN BMNR GME FUBO ACHR

Movers

Oracle (ORCL) September call option implied volatility is at 59, October is at 51; compared to its 52-week range of 21 to 66. Call put ratio 3.3 calls to 1 put as share price up 3.7%.

Tesla (TSLA) 30-day option implied volatility is at 61; compared to its 52-week range of 44 to 105. Call put ratio 2 calls to 1 put as share price up 6.6%.

CoreWeave (CRWV) 30-day option implied volatility is at 84; compared to its 52-week range of 67 to 157. Call put ratio 4.2 calls to 1 put as share price up 5.5%.

Financial’s IV into FOMC policy meeting

Citigroup (C) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 67. Call put ratio 2.5 calls to 1 put into FOMC policy meeting.

Bank of America (BAC) 30-day option implied volatility is at 26; compared to its 52-week range of 19 to 61. Call put ratio 1.4 calls to 1 put into FOMC policy meeting.

Wells Fargo (WFC) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 66. Call put ratio 4 calls to 1 put into FOMC policy meeting.

PNC Financial Services (PNC) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 58. Call put ratio 9.1 calls to 1 put into FOMC policy meeting as share price up 1.3%.

U.S. Bancorp (USB) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 61. Call put ratio 1 call to 1 put into FOMC policy meeting.

JPMorgan (JPM) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 58. Call put ratio 1.9 calls to 1 put.

Goldman Sachs (GS) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 66. Call put ratio 3.7 calls to 1 put into FOMC policy meeting as share price up 1.2%.

Morgan Stanley (MS) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 71. Call put ratio 1.7 calls to 1 put into FOMC policy meeting.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 16; compared to its 52-week range of 14 to 47. Call put ratio 3.1 calls to 1 put into FOMC policy meeting.

SPDR S&P Regional Banking ETF (KRE) 30-day option implied volatility is at 27; compared to its 52-week range of 24 to 61. Call put ratio 1 call to 1.6 puts into FOMC policy meeting.

Option IV into quarter results

General Mills (GIS) September call option implied volatility is at 60, October is at 31; compared to its 52-week range of 15 to 38. Call put ratio 2.9 calls to 1 put into the expected release of quarter results on September 16.

Options with decreasing option implied volatility: RNA RBRK RH SATS ADBE AVAV PCG GME CHWY KR SDS
Increasing unusual option volume: LDI DVA ATYR LXU GTM PLAY RMBS
Increasing unusual call option volume: LDI GTM DEFT LAZR LXU RMBS BITF ATYR EQX STLD
Increasing unusual put option volume: TAP GRAB BITF ATYR SNDK SGML RZLV XIFR APPS SBSW