Mid-session IV Report September 30, 2025

Mid-session IV Report September 30, 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: VOR LAC SOC BHF DPRO MNMD ACB RBLX ETSY ALGN FTAI CHTR PYPL EL CMG UPS CDNS META F GEHC LLY BUD ABR

Popular stocks volume: CRWV HOOD AMD BABA INTC FCX

Active options: CRWV HOOD AAPL AMZN GOOG NVDA AMD GOOGL TSLA BABA BTBT INTC NIO CCL OPEN BMNR PATH GME CORZ FCX

Option IV into end of month a quarter

CoreWeave (CRWV) 30-day option implied volatility is at 85; compared to its 52-week range of 67 to 157. Call put ratio 3 calls to 1 put with a focus on October 3 weekly 110 and 115 calls as share price up 12.9%.

Unity Software Inc. (U) 30-day option implied volatility is at 70; compared to its 52-week range of 53 to 122. Call put ratio 3.5 calls to 1 put as share price down 6.3%.

Oklo Inc (OKLO) 30-day option implied volatility is at 105; compared to its 52-week range of 77 to 168. Call put ratio 1 call to 1 put as share price down 3.4%.

Option IV into quarter results

Nike (NKE) October 3 weekly call option implied volatility is at 118, October is at 58; compared to its 52-week range of 22 to 78. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

Levi Strauss (LEVI) October call option implied volatility is at 57, November is at 44; compared to its 52-week range of 26 to 88. Call put ratio 1 call to 1.7 puts into the expected release of quarter results on October 1.

Conagra (CAG) October 3 weekly call option implied volatility is at 73, October is at 44; compared to its 52-week range of 17 to 38. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on October 1.

Novagold (NG) October call option implied volatility is at 77, November is at 62; compared to its 52-week range of 40 to 96. Call put ratio 21 calls to 1 put into the expected release of quarter results before the bell on October 1.

Cal-Maine Foods (CALM) October call option implied volatility is at 49, November is at 43; compared to its 52-week range of 26 to 74. Call put ratio 1 call to 3.2 puts into the expected release of quarter results before the bell on October 1.

Options with decreasing option implied volatility: WOLF QURE CIFR SQNS EA KMX MU CAN CONY COST
Increasing unusual option volume: ADT FLY MTUM ETNB DPRO GRWG PATH PRGS
Increasing unusual call option volume: MLTX ADT DPRO GRWG PATH PLG PRGS SMTC PAYX
Increasing unusual put option volume: SNY SVXY SNDK RZLV TME PAYX EA BSX PRGS MTN LAC