Mid-session IV Report September 4, 2025

Mid-session IV Report September 4, 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 ASST BBIO NKE HUM JEPQ ATYR NKTR GSRT NI TROW

Popular stocks volume: AEO CRM AMD HPE BABA PLTR AI NIO AVGO HOOD SOFI

Active options: AMZN NVDA TSLA AEO META AAPL CRM AMD HPE GOOGL BABA PLTR GOOG FIG OPEN AI NIO AVGO HOOD SOFI

Option implied volatility into August employment report

SPDR S&P 500 ETF Trust (SPY) September 5 weekly call option implied volatility is at 16, September is at 12; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 1.1 puts into August employment report.

PowerShares QQQ Trust (QQQ) September 5 weekly call option implied volatility is at 23, September is at 18; compared to its 52-week range of 14 to 47 into August employment report.

Strategy (Strategy (MSTR) 30-day option implied volatility is at 61; compared to its 52-week range of 44 to 222. Call put ratio 1.4 calls to 1 put as share price down 3%.

Option IV into quarter results

Broadcom (AVGO) September 5 weekly call option implied volatility is at 130, September is at 52; compared to its 52-week range of 36 to 74. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Copart (CPRT) September call option implied volatility is at 51, October is at 36; compared to its 52-week range of 19 to 41. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

lululemon athletica (LULU) September 5 weekly call option implied volatility is at 270, September is at 90; compared to its 52-week range of 29 to 75. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Samsara (IOT) September 5 weekly call option implied volatility is at 315, September is at 100; compared to its 52-week range of 36 to 95. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Guidewire (GWRE) September call option implied volatility is at 71, October is at 47; compared to its 52-week range of 22 to 65 with a focus on September 200 puts into the expected release of quarter results today after the bell.

DocuSign (DOCU) September 5 weekly call option implied volatility is at 228, September is at 75; compared to its 52-week range of call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

UiPath (PATH) September 5 weekly call option implied volatility is at 255, September is at 86; compared to its 52-week range of 34 to 94. Call put ratio 2.8 calls to 1 put into the expected release of quarter results today after the bell.

Children’s Palace (PLCE) September 5 weekly call option implied volatility is at 240, September is at 190; compared to its 52-week range of 65 to 199. Call put ratio 15.3 calls to 1 put with a focus on September 4 calls into the expected release of quarter results before the bell on September 5.

Options with decreasing option implied volatility: BILL ASAN PSTG FL URBN SNOW GAP SFRM FIVE ZS VEEV S MRVL CRDO GTLB NIO VSCO BBWI NVDX M DELL DKS ULTA CRWD LI TCOM HPE ADSK NVDY CPB
Increasing unusual option volume: ALTS FOUR ROIV AEO GGAL NEON NOK UTHR
Increasing unusual call option volume: FOUR ALTS AEO NEON GGAL NOK SLG UTHR CIEN UA ROIV
Increasing unusual put option volume: DLO NICE TROW HPE NN UTHR NEON AEO PSTG SNY