Mid-session IV Report September 24, 2025

Mid-session IV Report September 24, 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: LAC SQNS SMMT RGTI FLNC LQDA OKLO BULL QS BHF EXK CONY YPF VKTX DECK INTC FI NFLX IBM ISRT T JD MSTY CRGY ABR CPER IREN GDS RIOT CLPT ZVRA

Popular stocks volume: INTC MU JD PLTR ORCL MRVL HOOD

Active options: TSLA NVDA BABA INTC MU AAPL AMD OPEN AMZN JD IREN LAC PLTR RIOT MARA ORCL MRVL EOSE HOOD RGTI

Alibaba (BABA) 30-day option implied volatility is at 49; compared to its 52-week range of 31 to 73. Call put ratio 3.3 calls to 1 put as share price up 10%.

Option IV into quarter results

KB Home (KBH) October call option implied volatility is at 45, November is at 42; compared to its 52-week range of 30 to 59. Call put ratio 1 call to 1.2 puts into the expected release of quarter results on September 24 after the bell.

Stitch Fix (SFIX) September 26 weekly call option implied volatility is at 320, October is at 119; compared to its 52-week range of 50 to 135. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Costco (COST) September 26 weekly call option implied volatility is at 60, October is at 28; compared to its 52-week range of 17 to 43. Call put ratio 1 call to 1 put into the expected release of quarter results on September 25 after the bell.

Accenture (ACN) September 26 weekly call option implied volatility is at 130, October is at 51; compared to its 52-week range of 18 to 46. Call put ratio 1 call to 1 put into the expected release of quarter results on September 25 before the bell.

Jabil (JBL) October call option implied volatility is at 64, November is at 50; compared to its 52-week range of 21 to 73. Call put ratio 1 call to 1 put into the expected release of quarter results on September 25 before the bell.

CarMax (KMX) October call option implied volatility is at 64, November is at 53; compared to its 52-week range of 26 to 70. Call put ratio 6.5 calls to 1 put with a focus on October calls into the expected release of quarter results on September 25 before the bell.

BlackBerry (BB) September 26 weekly call option implied volatility is at 198, October is at 81; compared to its 52-week range of 35 to 93. Call put ratio 7.8 calls to 1 put into the expected release of quarter results on September 25 before the bell.

Options with decreasing option implied volatility: VOR NKTR FDX MU LEN UUP
Increasing unusual option volume: LAC UP ACAD ERO HOUS QURE SAVA
Increasing unusual call option volume: LAC ERO UP HOUS ABR CDLX SAVA QURE WWR CHAU GGAL URNM
Increasing unusual put option volume: LAC QURE K BAC EWC BURL PSEC FCEL SNDK SCO ABAT SCO ABAT