Mid-session IV Report September 25, 2025

Mid-session IV Report September 25, 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 HOOD PLTR MSTR AMD CIFR JD SOFI META MU AVGO

Active options: NVDA TSLA INTC OPEN HOOD AAPL AMZN PLTR MSTR GOOGL AMD CIFR JD SOFI META MU MARA GOOG AVGO MSFT

China option IV

Alibaba (BABA) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 73. Call put ratio 1.7 calls to 1 put as share price down 1.3%.

JD.com (JD) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 80. Call put ratio 10.1 calls to 1 put as share price up 1.8%.

Pinduoduo (PDD) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 76. Call put ratio 1.8 calls to 1 put with a focus on October calls and puts.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 22; compared to its 52-week range of 17 to 84. Call put ratio 4.3 calls to 1 put with a focus on October 31.50 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 76. Call put ratio 7 calls to 1 put with a focus on October 45 calls.

Option IV amid Defense Secretary Pete Hegseth WPO headlines

Boeing (BA) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 75. Call put ratio 3.7 calls to 1 put with a focus on September 26 weekly calls.

GE Aerospace (GE) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 65. Call put ratio 1.2 calls to 1 put.

General Dynamics (GD) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 45. Call put ratio 3.2 calls to 1 put with a focus on October calls.

HII (HII) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 56. Call put ratio 2.7 calls to 1 put.

L3Harris Technologies (LHX) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 49. Call put ratio 2.8 calls to 1 put as share price up 2%.

Martin (LMT) 30-day option implied volatility is at 27; compared to its 52-week range of 17 to 43. Call put ratio 3.3 calls to 1 put.

Northrop Grumman (NOC) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 1.7 puts.

RTX (RTX) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 54. Call put ratio 2.2 calls to 1 put.

Palantir (PLTR) 30-day option implied volatility is at 53; compared to its 52-week range of 40 to 109. Call put ratio 1.5 calls to 1 put.

Option IV into quarter results

Costco (COST) September 26 weekly call option implied volatility is at 80, October is at 29; 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 today after the bell.

Options with decreasing option implied volatility: CAPR FDX WBD ACN MU LEN
Increasing unusual option volume: LAC SRRK ZVRA JHX RIG PEG SFIX QURE FLY
Increasing unusual call option volume: LAC ZVRA QURE JHX RIG DEFT SFIX IE SLI TSN KMX
Increasing unusual put option volume: XLB RIG LAC GEM SEI VNET KMX QURE K SNDK VOO