Mid-session IV Report September 16, 2025

Mid-session IV Report September 16, 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: BBAI WBD PSKY GRAB LI ASML TSLY

Popular stocks volume: ORCL AMD CRWV SOFI PLTR INTC OXY JD HOOD

Active options: TSLA NVDA AAPL BBAI OPEN ORCL AMZN AMD GOOGL CRWV SOFI PLTR INTC TTD META RKLB OXY JD HOOD MSFT

Option implied volatility into FOMC policy meeting

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 24; compared to its 52-week range of 23 to 48. Call put ratio 2.5 calls to 1 put into FOMC policy meeting.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 12 to 25. Call put ratio 1 call to 1.4 puts into FOMC policy meeting.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 6; compared to its 52-week range of 4 to 18. Call put ratio 1 call to 1.5 puts into FOMC policy meeting.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 5; compared to its 52-week range of 4 to 18. Call put ratio 1 call to 16.6 puts into FOMC policy meeting.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 7; compared to its 52-week range of 6 to 16. Call put ratio 1.1 calls to 1 put into FOMC policy meeting.

Option IV into quarter results

FedEx (FDX) September call option implied volatility is at 110, October is at 46; compared to its 52-week range of 20 to 63. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on September 17.

Lennar (LEN) September call option implied volatility is at 91, October is at 41; compared to its 52-week range of 27 to 48. Call put ratio 3.9 calls to 1 put with a focus on September 150 and 155 calls into the expected release of quarter results after the bell on September 17.

Darden Restaurants (DRI) September call option implied volatility is at 77, October is at 33; compared to its 52-week range of 16 to 48. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on September 17.

Cracker Barrel (CBLR) September call option implied volatility is at 115, October is at 62; compared to its 52-week range of 46 to 92. Call put ratio 1.3 calls to 1 put into the expected release of quarter results on September 17.

Options with decreasing option implied volatility: RBRK SOC PCG RNA AVAV RH ADBE EIX CHWY KR
Increasing unusual option volume: GOSS PLAY LDI URNM VIPS VIAV MCHI LAZR
Increasing unusual call option volume: GOSS PLAY URNM LDI LAZR VIAV STLD KDP CRML AMKR NVD EW
Increasing unusual put option volume: PLAY JEPQ SNDK BITF MET FIVN NXT ADMA FITB GFI VEEV