Mid-session IV Report September 3, 2025

Mid-session IV Report September 3, 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: SOC SATS BBIO NKE JEPQ HYG ATYR BITO COMM PBR

Popular stocks volume: SNAP PLTR AMD M BABA RKLB INTC LYFT DLTR ZS JD SOFI

Active options: AAPL GOOG GOOGL TSLA NVDA OPEN SNAP AMZN PLTR AMD M BABA RKLB INTC LYFT DLTR ZS CIFR JD SOFI

Apple (AAPL) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 65. Call put ratio 2.7 calls to 1 put with a focus on September 247.50 calls as share price up 2.6%.

Option IV into quarter results

Salesforce (CRM) September 5 weekly call option implied volatility is at 126, September is at 56; compared to its 52-week range of 24 to 58. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

Hewlett Packard (HPE) September 5 weekly call option implied volatility is at 130, September is at 58; compared to its 52-week range of 29 to 75. Call put ratio 3.6 calls to 1 put into the expected release of quarter results today after the bell.

Asana (ASAN) September 5 weekly call option implied volatility is at 260, September is at 109; compared to its 52-week range of 42 to 113. Call put ratio 2.1 call to 1 put into the expected release of quarter results today after the bell.

C3ai (AI) September 5 weekly call option implied volatility is at 177, September is at 83; compared to its 52-week range of 44 to 98. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

American Eagle (AEO) September 5 weekly call option implied volatility is at 206, September is at 95; compared to its 52-week range of 34 to 97. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.

PagerDuty (PD) September call option implied volatility is at 86, October is at 63; compared to its 52-week range of 29 to 69. Call put ratio 8.7 calls to 1 put into the expected release of quarter results today after the bell.

Broadcom (AVGO) September 5 weekly call option implied volatility is at 110, September is at 55; compared to its 52-week range of 36 to 74. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on September 4.

Copart (CPRT) September call option implied volatility is at 51, October is at 38; compared to its 52-week range of 19 to 41. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 4.

lululemon athletica (LULU) September 5 weekly call option implied volatility is at 191, September is at 83; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on September 4.

Samsara (IOT) September 5 weekly call option implied volatility is at 224, September is at 93; compared to its 52-week range of 36 to 95. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on September 4.

Guidewire (GWRE) September call option implied volatility is at 64, October is at 47; compared to its 52-week range of 22 to 65 with a focus on September 220 and 230 calls into the expected release of quarter results after the bell on September 4.

DocuSign (DOCU) September 5 weekly call option implied volatility is at 180, September is at 76; compared to its 52-week range of call put ratio calls to put into the expected release of quarter results after the bell on September 4.

Ciena (CIEN) September call option implied volatility is at 79, October is at 55; compared to its 52-week range of 26 to 83. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on September 4.

Toro (TTC) September call option implied volatility is at 47, October is at 38; compared to its 52-week range of 21 to 48. Call put ratio 2.9 calls to 1 put into the expected release of quarter results before the bell on September 4.

UiPath (PATH) September 5 weekly call option implied volatility is at 195, September is at 85; compared to its 52-week range of 34 to 94. Call put ratio 7.8 calls to put into the expected release of quarter results after the bell on September 4.

Options with decreasing option implied volatility: MDB BILL FL OKTA SNOW KSS AFRM GAP ANF FIVE URBN S MRVL VEEV ZS VSCO BBWI
Increasing unusual option volume: WVE ALTS VLY REI ULCC PSNY BEAM OPRA COTY
Increasing unusual call option volume: REI ALTS ULCC PSNY VLY BEAM OPRA COTY NRGV
Increasing unusual put option volume: M CVE ZS BULL SSO SMR PGEN DLTR HSBC MDLZ AG GOOG GLNG