Mid-session IV Report September 17, 2025

Mid-session IV Report September 17, 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 OPEN WBD PSKY GRAB BIDU LI APO ASML MPW SGHC RICK ACMR GRRR MANU

Popular stocks volume: LYFT NIO AMD JD BABA PLTR ORCL PDD SNAP INTC AVGO AI

Active options: NVDA TSLA OPEN LYFT AAPL NIO AMD JD BABA PLTR AMZN ORCL PDD SNAP INTC META AVGO QBTS AI BMNR

Fintech option implied volatility into FOMC policy decision

Affirm Holdings (AFRM) 30-day option implied volatility is at 59; compared to its 52-week range of 54 to 131. Call put ratio 1.3 calls to 1 put calls into FOMC policy decision.

Upstart Holdings (UPST) 30-day option implied volatility is at 71; compared to its 52-week range of 60 to 147. Call put ratio 4.3 calls to 1 put with a focus on September calls into FOMC policy decision.

Block (XYZ) 30-day option implied volatility is at 41; compared to its 52-week range of 36 to 94. Call put ratio 1 call to 1 put calls into FOMC policy decision.

PayPal (PYPL) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 72. Call put ratio 4.5 calls to 1 put with a focus on June 130 calls into FOMC policy decision.

Robinhood (HOOD) 30-day option implied volatility is at 60; compared to its 52-week range of 50 to 120. Call put ratio 1.3 calls to 1 put as share price near upper end of range.

Klarna Group (KLAR) 30-day option implied volatility is at 78; compared to its 52-week range of 76 to 81. Call put ratio 4.9 calls to 1 put with a focus on September 45 and March 70 calls as share price down 3.3%.

SoFi Technologies (SOFI) 30-day option implied volatility is at 61; compared to its 52-week range of 43 to 114. Call put ratio 3.3 calls to 1 put calls into FOMC policy decision.

Rocket Companies (RKT) 30-day option implied volatility is at 78; compared to its 52-week range of 45 to 101. Call put ratio 3.3 calls to 1 put with a focus on September calls into FOMC policy decision.

Zillow (Z) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 73. Call put ratio 10.8 calls to 1 put with a focus on September calls as share price up 3.3% into FOMC policy decision.

Option IV into quarter results

Cracker Barrel (CBRL) September call option implied volatility is at 135, October is at 60; compared to its 52-week range of 46 to 92. Call put ratio 1 call to 1.9 puts into the expected release of quarter results today after the bell.

FedEx (FDX) September call option implied volatility is at 130, October is at 46; compared to its 52-week range of 20 to 63. Call put ratio 1 call to 2.4 puts into the expected release of quarter results after the bell on September 18.

Lennar (LEN) September call option implied volatility is at 106, October is at 45; compared to its 52-week range of 27 to 48. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on September 18.

Darden Restaurants (DRI) September call option implied volatility is at 89, October is at 32; 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 18.

Options with decreasing option implied volatility: SQNS RH ADBE RNA KR PCG CONY
Increasing unusual option volume: CNK ROIV LAZR LDI ALIT CRNT XP DHT NAT WELL
Increasing unusual call option volume: XP LAZR ALIT LDI WELL NAT BHVN GOSS UP ACMR FHN LXU
Increasing unusual put option volume: FLG GLXY VNET SLM SNDK CBRL PLAY PDYN BAM GGAL GH