Mid-session IV Report September 22, 2025

Mid-session IV Report September 22, 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: OKLO QUBT RGTI QBTS CONY INTC APO ASML BSX ZVRA LTBR HESM KVUE ETNB K
Popular stocks volume: INTC JD HOOD CRWV SOFI

Active options: AAPL AMD AMZN NVDA INTC NVDA BMNR IREN JD HOOD CRWV BBAI SOFI MARA OKLO RGTI NIO META QUBT

Option IV into quarter results

Micron Technology (MU) September 26 weekly call option implied volatility is at 126, October is at 66; compared to its 52-week range of 37 to 87. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on September 23.

AutoZone (AZO) October call option implied volatility is at 30, November is at 27; compared to its 52-week range of 19 to 42. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on September 23.

Cintas Corp. (CTAS) September 26 weekly call option implied volatility is at 64, October is at 35; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 24.

Options with decreasing option implied volatility: VOR FDX GIS
Increasing unusual option volume: AS BFB ARBE OHI RVPH VIAV NOK NI
Increasing unusual call option volume: ARBE NOK VIAV CDLX UP LBRT LU ALIT
Increasing unusual put option volume: OHI INFY EWC KVUE COMP CRON SNDK ESTC MBX XP SMLR