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Daily IV Report

Mid-session IV Report September 8, 2025

Mid-session IV Report September 8, 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 […]

By Market Rebellion · September 8, 2025
Mid-session IV Report September 8, 2025

Mid-session IV Report September 8, 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: HOOD PLTR AVGO BABA MSTR SOFI APP VZ

Active options: NVDA HOOD TSLA OPEN PLTR AVGO AMD AAPL GOOGL BABA MSTR SOFI QS AMZN APP HIMS VZ SOUN BIDU

Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 65. Call put ratio 2 calls to 1 put with a focus on September 12 weekly calls into hosting event on September 9 to introduce new products.

Large telecoms down after EchoStar (SATS) spectrum sale to SpaceX

T-Mobile (TMUS) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 47. Call put ratio 1 call to 1.7 puts following EchoStar (SATS) announcement of a spectrum sale to SpaceX for $17B.

Verizon (VZ) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 38. Call put ratio 1 call to 1.2 puts following EchoStar (SATS) announcement of a spectrum sale to SpaceX for $17B.

Charter Communications (CHTR) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 66. Call put ratio 1 call to 1 put following EchoStar (SATS) announcement of a spectrum sale to SpaceX for $17B.

AT&T (T) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 44. Call put ratio 1 call to 1 put following EchoStar (SATS) announcement of a spectrum sale to SpaceX for $17B.

Comcast (CMCSA) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 49. Call put ratio 1.3 calls to 1 put following EchoStar (SATS) announcement of a spectrum sale to SpaceX for $17B.

Option IV into quarter results

Casys General Stores (CASY) September 12 weekly call option implied volatility is at 56, September is at 38; compared to its 52-week range of 20 to 68 into the expected release of quarter results today after the bell.

Oracle (ORCL) September 12 weekly call option implied volatility is at 114, September is at 75; compared to its 52-week range of 21 to 66. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on September 9.

Synopsys (SNPS) September 12 weekly call option implied volatility is at 77, September is at 55; compared to its 52-week range of 29 to 68 into the expected release of quarter results after the bell on September 9.

Rubrik (RBRK) September call option implied volatility is at 124, October is at 88; compared to its 52-week range of 46 to 119 into the expected release of quarter results after the bell on September 9.

GameStop (GME) September 12 weekly call option implied volatility is at 115, September is at 82; compared to its 52-week range of 45 to 149. Call put ratio 3.2 calls to 1 put into the expected release of quarter results after the bell on September 9.

Lands End (LE) September call option implied volatility is at 113, October is at 88; compared to its 52-week range of 37 to 93. Call put ratio 1 call to 33 puts into the expected release of quarter results after the bell on September 9.

Designer Brands (DBI) September call option implied volatility is at 183, October is at 123; compared to its 52-week range of 57 to 125 into the expected release of quarter results before the bell on September 9.

Options with decreasing option implied volatility: ASAN ATYR IOT CRDO GTLB DOCO PATH LULU SATS ZS NION CRM AEO HPE M DLTR CPRT CPB
Increasing unusual option volume: XP LDI GGAL INFY WIX GSAT ALKS GILT SPHR OPAD ALTS BBWI SATS
Increasing unusual call option volume: LDI XP GGAL SPHR INFY WIX GILT GSAT ALTS NEON OPAD MOMO TSEM
Increasing unusual put option volume: GGAL BBWI SATS FND PL BBIO CPB KDP CDNS RSP LNC