Mid-session IV Report September 18, 2025

Mid-session IV Report September 18, 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: BMNR RGTI QBTS IONQ WBD ASML BIDU GRAB METC DUST TIC EFC CONY NGL UPWK INTC

Popular stocks volume: INTC AMD PLTR MU SNAP HOOD MSTR ORCL SOFI BABA NIO LYV

Active options: INTC TSLA NVDA AMD PLTR AAPL OPEN AMZN BMNR META MU SNAP HOOD MSTR BITF GOOGL ORCL SOFI BABA NIO

Movers

Intel (INTC) 30-day option implied volatility is at 62; compared to its 52-week range of 38 to 92. Call put ratio 3.2 calls to 1 put after Nvidia (NVDA) agrees to buy $5B in Intel common stock.

Live Nation Entertainment (LYV) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 61. Call put ratio 1 call to 6.4 puts with a focus on September 165 puts.

Option IV into quarter results

FedEx (FDX) September call option implied volatility is at 167, October is at 46; compared to its 52-week range of 20 to 63. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on September 18.

Lennar (LEN) September call option implied volatility is at 137, October is at 45; compared to its 52-week range of 27 to 48. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Toll Brothers (TOL) 30-day option implied volatility is at 34; compared to its 52-week range of 30 to 63. Call put ratio 5.3 calls to 1 put as share price up 0.7%.

Beazer Homes (BZH) 30-day option implied volatility is at 46; compared to its 52-week range of 37 to 80 with a focus on 250 contracts of November 30 calls.

PulteGroup (PHM) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 59. Call put ratio 4.5 calls to 1 put with a focus on September 138 calls.

D.R. Horton (DHI) 30-day option implied volatility is at 32; compared to its 52-week range of 27 to 64. Call put ratio 1 call to 1 put as share price up 2.9%.

Whirlpool (WHR) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 64. Call put ratio 1 call to 5.6 puts with a focus on spreader of 2600 contracts of September 170 and September 26 weekly 162.50 puts.

Generac Holdings (GNRC) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 72. Call put ratio 1 call to 1 put.

Home Depot (HD) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 50. Call put ratio 2.3 calls to 1 put with a focus on September 12 weekly calls as share price up 1.3%.

Lowe’s Cos. (LOW) 30-day option implied volatility is at 18; compared to its 52-week range of 17 to 50. Call put ratio 1.4 calls to 1 put.

Sherwin Williams (SHW) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 46. Call put ratio 2.2 calls to 1 put.

Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 29; compared to its 52-week range of 25 to 55. Call put ratio 3.8 calls to 1 put with a focus on September calls.

Options with decreasing option implied volatility: RH ADBE EIX
Increasing unusual option volume: CNK XLI UP LDI DHT CBRL HNRG TXRH GGAL HOLX SNPS
Increasing unusual call option volume: XLI UP LDI HNRG SNPS NICE STM NNOX CBRL NEON
Increasing unusual put option volume: XLI GGAL CBRL SNDK VOO DRI BITF REPL BAM AVXL LYV