Mid-session IV Report September 2, 2025

Mid-session IV Report September 2, 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: SATS ATYR ASST NKE SDS ULTY MAGS JEPQ HYG CIFR MUX ULCC GRRR AAOI CONL TECL TSLL CORZ ULTY

Popular stocks volume: BABA NIO AMD HOOD PLTR SOFI INTC AVGO MSTR

Active options: NVDA TSLA BABA NIO AMD HOOD AAPL PLTR SOFI OPEN AMZN INTC GOOGL AVGO MSTR META IREN MSFT CIFR GME

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 65. Call put ratio 2 calls to 1 put into hosting event on September 9 to introduce new products.

Option IV into quarter results

Zscaler (ZS) September 5 weekly call option implied volatility is at 139, September is at 69; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

Salesforce (CRM) September 5 weekly call option implied volatility is at 106, September is at 55; compared to its 52-week range of 24 to 58. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on September 3.

Hewlett Packard (HPE) September 5 weekly call option implied volatility is at 110, September is at 58; compared to its 52-week range of 29 to 75. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on September 3.

Dollar Tree (DLTR) September 5 weekly call option implied volatility is at 109, September is at 53; compared to its 52-week range of 29 to 88. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on September 3.

Campbells Company (CPB) September 5 weekly call option implied volatility is at 75, September is at 45; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on September 3.

Macy’s (M) September 5 weekly call option implied volatility is at 120, September is at 68; compared to its 52-week range of 34 to 90. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on September 3.

Asana (ASAN) September 5 weekly call option implied volatility is at 217, September is at 106; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 3.

C3ai (AI) September 5 weekly call option implied volatility is at 140, September is at 79; compared to its 52-week range of 44 to 98. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on September 3.

American Eagle (AEO) September 5 weekly call option implied volatility is at 164, September is at 93; compared to its 52-week range of 34 to 97. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on September 3.

Sprinklr (CXM) September call option implied volatility is at 80, October is at 59; compared to its 52-week range of 20 to 74. Call put ratio 107 calls to 1 put with a focus on October 10 calls into the expected release of quarter results before the bell on September 3.

PagerDuty (PD) September call option implied volatility is at 84, October is at 66; compared to its 52-week range of 29 to 69. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on September 3.

Rev Group (REVG) September call option implied volatility is at 80, October is at 60; compared to its 52-week range of 30 to 93. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on September 3.

Broadcom (AVGO) September 5 weekly call option implied volatility is at 94, September is at 55; compared to its 52-week range of 36 to 74. Call put ratio 1.2 calls to put into the expected release of quarter results after the bell on September 4.

Copart (CPRT) September call option implied volatility is at 46, October is at 37; compared to its 52-week range of 19 to 41. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 4.

Options with decreasing option implied volatility: FL BILL MDB SNOW AFRM GAP PSTG ANF OKTA URBN S FIVE MRVL VEEV BBWI DG CRWD BBY ULTA DELL DKS ADSK
Increasing unusual option volume: ALTS MUX KDP IONS MNKD PRCH ULCC OPAD CYTK BN MANU HE UTHR
Increasing unusual call option volume: MUX ALTS MNKD KDP IONS ULCC SNY CYTK WY MANU IVV UTHR KR ARWR
Increasing unusual put option volume: HE CIEN ESTC CBRL SIG VTLE BAX FEZ KDP TECL FETH DKS