Mid-session IV Report September 26, 2025

Mid-session IV Report September 26, 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:

Popular stocks volume: INTC BA AMD MSTR PLTR CRWV GME HOOD COST BABA CROX KVUE

Active options: TSLA INTC NVDA AAPL GLXY AMZN OPEN BA AMD MSTR PLTR BULL IREN MSFT CRWV GME CIFR HOOD COST BABA

Quantum option IV

Rigetti Computing (RGTI) 30-day option implied volatility is at 141; compared to its 52-week range of 20 to 229. Call put ratio 1 call to 1.3 puts as share price down 2%.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 118; compared to its 52-week range of 76 to 255. Call put ratio 1.6 calls to 1 put with a focus on November 29 calls.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 125; compared to its 52-week range of 20 to 332. Call put ratio 3.1 calls to 1 put as share price up 1.7%.

IONQ Inc (IONQ) 30-day option implied volatility is at 110; compared to its 52-week range of 65 to 146. Call put ratio 1 call to 2 puts as share price down 4.4%.

Option IV into quarter results

Carnival Corp. (CCL) October 3 weekly call option implied volatility is at 71, October is at 55; compared to its 52-week range of 34 to 88. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on September 29.

Vail Resorts (MTN) October call option implied volatility is at 49, November is at 43; compared to its 52-week range of 27 to 52. Call put ratio 1 call to 3.8 puts into the expected release of quarter results after the bell on September 29.

Nike (NKE) October 3 weekly call option implied volatility is at 76, October is at 51; compared to its 52-week range of 22 to 78. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on September 30.

Movers

Crocs (CROX) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 90. Call put ratio 4.4 calls to 1 put with a focus on October 77.50 calls as share price up 1.3%.

Options with decreasing option implied volatility: OKLO CAPR SQNS BHF ACN KMX MU CONY
Increasing unusual option volume: LAC GFS COOP LRMR LW AQST GGAL CDLX PLG K FUN QURE FLO EU ALKS RJF MIR CROX KVUE
Increasing unusual call option volume: GFS GGAL LRMR CDLX AQST PLG LAC PBR EU CRGY MIR HAL DFEN
Increasing unusual put option volume: FUN LAC GLXY LW K QURE SNDK PPTA BBY WU GTM ARE CART COST CAVA WOLF SRAD KMX