Mid-session IV Report September 5, 2025

Mid-session IV Report September 5, 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 LCID NKE HUM JEPQ BLSH UWMC PBR NLY SCHW UTHR

Popular stocks volume: AVGO AMD LULU MARA PLTR MSTR SOFI AMZN BABA INTC HOOD

Active options: NVDA TSLA OPEN AVGO AMD AAPL LULU MARA GOOGL PLTR MSFT MSTR SOFI AMZN GOOG BABA INTC HOOD META SOUN

Option IV into quarter results

Oracle (ORCL) September 12 weekly call option implied volatility is at 87, September is at 69; compared to its 52-week range of 21 to 66. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on September 9.

Movers

SPDR Gold Trust (GLD) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 27. Call put ratio 1.9 calls to 1 put into gold above $3647.

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 65. Call put ratio 2.9 calls to 1 put with a focus on September 12 weekly calls into hosting event on September 9 to introduce new products.

Palantir (PLTR) 30-day option implied volatility is at 51; compared to its 52-week range of 40 to 109. Call put ratio 1.3 calls to 1 put as share price down 4.2%.

MP Materials (MP) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 90. Call put ratio 1 call to 1.1 puts as share price down 4%.

AppLovin (APP) 30-day option implied volatility is at 61; compared to its 52-week range of 44 to 142. Call put ratio 1.8 calls to 1 put as share price down 5.2%.

Robinhood (HOOD) 30-day option implied volatility is at 65; compared to its 52-week range of 50 to 120. Call put ratio 2.2 calls to 1 put as share price down 5.6%.

Medical Properties Trust (MPW) 30-day option implied volatility is at 67; compared to its 52-week range of 37 to 86. Call put ratio 1.6 calls to 1 put as share price up 1.9%.

Options with decreasing option implied volatility: ASAN IOT GTLB CRDO GAP ZS PATH DOCU AFRM LULU S MRVL DELL FL CRM M HPE ULTA DLTR ADSK CPRT CPB
Increasing unusual option volume: XLB XLI OPAD LDI ALTS QURE COOP UTHR SNDK Z CMPS
Increasing unusual call option volume: XLB XLI LDI QURE OPAD ALTS NEON Z UTHR SNKD CMPS SCHW
Increasing unusual put option volume: XLB XLI GLXY CPRT NKTR PATH SNDK CHGG UTHR SEI LULU DOCU