Mid-session IV Report September 29, 2025

Mid-session IV Report September 29, 2025

Options with increasing option implied volatility: LAC SOC VOR MNMD ACB TDOC INTC RBLX ALGN FTAI PYPL UPS F BUD

Popular stocks volume: INTC ADM HOOD OPEN SOFI MSTR PLTR BABA BMNR ORCL MU CCL

Active options: NVDA TSLA INTC ADM HOOD AAPL AMZN OPEN SOFI MSTR PLTR GOOG MARA IREN BABA BMNR ORCL MU CCL GOOGL

Movers

Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 31 to 73. Call put ratio 3.3 calls to 1 put as share price up 4%.

Sandisk (SNDK) 30-day option implied volatility is at 87; compared to its 52-week range of 44 to 121. Call put ratio 1.4 calls to 1 put as share price up 14%.

Oracle (ORCL) 30-day option implied volatility is at 53; compared to its 52-week range of 22 to 66. Call put ratio 1.2 calls to 1 put with a focus on October 3 weekly options.

Smith & Wesson Brands (SWBI) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 77. Call put ratio 16.8 calls to 1 put with a focus on January 13 calls.

Sturm Ruger (RGR) 30-day option implied volatility is at 34; compared to its 52-week range of 14 to 50. Call put ratio 45 calls to 1 out with a focus on October and November 50 calls.

Option IV into quarter results

Nike (NKE) October 3 weekly call option implied volatility is at 98, October is at 55; compared to its 52-week range 22 to 78. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on September 30.

Paychex (PAYX) October option implied volatility is at 45, November is at 33; compared to its 52-week range of 15 to 41. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on September 30.

Lamb Weston (LW) October call option implied volatility is at 67, November is at 48; compared to its 52-week range of 26 to 70. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on September 30.

United Natural (UNFI) October call option implied volatility is at 80, November is at 61; compared to its 52-week range of 39 to 91. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on September 30.

Option IV for studios after Trump says imposing 100% tariff on movies made outside of U.S.

Netflix (NFLX) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 71. Call put ratio 1 call to 1 put after Trump says imposing 100% tariff on movies made outside of U.S.

Comcast (CMCSA) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 49. Call put ratio 3.4 calls to 1 put after Trump says imposing 100% tariff on movies made outside of U.S.

Disney (DIS) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 61. Call put ratio 1.4 calls to 1 put after Trump says imposing 100% tariff on movies made outside of U.S.

Sony (SONY) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 57 with a focus on October 27.50 calls.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 64; compared to its 52-week range of 38 to 82. Call put ratio 1.9 calls to 1 put.

Lionsgate Studios (LION) 30-day option implied volatility is at 78; compared to its 52-week range of 31 to 86. Call put ratio 1 call to 7.4 puts after Trump says imposing 100% tariff on movies made outside of U.S.

Paramount Skydance (PSKY) 30-day option implied volatility is at 61; compared to its 52-week range of 45 97. Call put ratio 10.9 calls to 1 put as share price up 2.5%.

Option IV amid Trump headlines

Tilray, Inc. (TLRY) 30-day option implied volatility is at 204; compared to its 52-week range of 47 to 199. Call put ratio 14.5 calls to 1 put as share price up 42%.

Canopy Growth (CGC) 30-day option implied volatility is at 164; compared to its 52-week range of 78 to 197. Call put ratio 6.2 calls to 1 put as share price up 18.2%.

Aurora Cannabis (ACB) 30-day option implied volatility is at 110; compared to its 52-week range of 61 to 217. Call put ratio 7.5 calls to 1 put as share price up 27%.

Cronos Group (CRON) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 83. Call put ratio 24 calls to 1 put with a focus on January 2.5 calls as share price up 15%.

Options with decreasing option implied volatility: QURE CIFR ANC KMX MU KVUE COST
Increasing unusual option volume: AS MLTX LRMR DBRG CENX LBRT FBIO NTRS CSX
Increasing unusual call option volume: MLTX CENX LRMR CSX DEFT FBIO EA PLG
Increasing unusual put option volume: AS BYND LAC QURE BURL MLTX DNN EA SNDK RZLV K OPAD