Mid-session IV Report September 9, 2025

Mid-session IV Report September 9, 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 REPL NKTR IEP NBIS COMP GRND

Popular stocks volume: AMD BABA PLTR UNH HOOD WOLF JD INTC AVGO QS SOUN SOFI

Active options: TSLA NVDA AMD BABA NBIS CRWV AAPL PLTR UNH HOOD WOLF OPEN JD INTC AVGO QS SOUN SOFI MSFT IREN

Apple (AAPL) September 12 weekly call option implied volatility is at 29, September is at 24; compared to its 52-week range of 16 to 65. Call put ratio 2.1 calls to 1 put with a focus on September 12 weekly calls into hosting an event today to introduce new products.

Semi option implied volatility into Apple (AAPL) special event today

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 27; compared to its 52-week range of 26 to 66. Call put ratio 1 call to 1.7 puts into Apple (AAPL) special event today.

Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put.

Taiwan Semi (TSM) 30-day option implied volatility is at 32; compared to its 52-week range of 30 to 72. Call put ratio 2.4 calls to 1 put.

Broadcom (AVGO) 30-day option implied volatility is at 37; compared to its 52-week range of 35 to 74. Call put ratio 1.3 calls to 1 put.

Skyworks Solutions (SWKS) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 82. Call put ratio 1.5 calls to 1 put into Apple (AAPL) special event today.

Qualcomm (QCOM) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 73. Call put ratio 1.6 calls to 1 put into Apple (AAPL) special event today.

Cirrus Logic, Inc. (CRUS) 30-day option implied volatility is at 33; compared to its 52-week range of 31 to 69 into Apple (AAPL) special event today.

Texas Instruments (TXN) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 73. Call put ratio 1.6 calls to 1 put into Apple (AAPL) special event today.

Sony (SONY) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 57. Call put ratio 1.5 calls to 1 put into Apple (AAPL) special event today.

Micron Technology (MU) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 87. Call put ratio 2 calls to 1 put.

AMD (AMD) 30-day option implied volatility is at 42; compared to its 52-week range of 35 to 88. Call put ratio 3.3 calls to 1 put.

Intel (INTC) 30-day option implied volatility is at 42; compared to its 52-week range of 38 to 93. Call put ratio 2.4 calls to 1 put.

Salesforce (CRM) 30-day option implied volatility is at 28; compared to its 52-week range of 24 to 58. Call put ratio 2.5 calls to 1 put into DreamForce on October 14, 2025

Option IV into quarter results

Oracle (ORCL) September 12 weekly call option implied volatility is at 127, September is at 78; compared to its 52-week range of 21 to 66. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

GameStop (GME) September 12 weekly call option implied volatility is at 141, September is at 89; compared to its 52-week range of 45 to 149. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Lands End (LE) September call option implied volatility is at 123, October is at 83; compared to its 52-week range of 37 to 93. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Chewy (CHWY) September 12 weekly call option implied volatility is at 137, September is at 87; compared to its 52-week range of 34 to 78. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on September 10.

Adobe (ADBE) September 12 weekly call option implied volatility is at 116, September is at 72; compared to its 52-week range of 23 to 52. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 11.

Kroger (KR) September 12 weekly call option implied volatility is at 74, September is at 47; compared to its 52-week range of 18 to 39. Call put ratio 4.3 calls to 1 put into the expected release of quarter results before the bell on September 11.

Options with decreasing option implied volatility: SATS ASAN CRDO IOT GTLB PATH LULU DOCU PL ZS AI SAEO HPE CRM CPRT M DLTR AVGO CPB
Increasing unusual option volume: LDI ROIV COMP SAIL GSAT YMM OPAD TECK PACS ALTS RZLV ERO NYL
Increasing unusual call option volume: LDI ROIV SAIL EWJ TECK NLY RZLV ALTS GSAT FCEL PACS OPAD SOC VERI VLY NION MOMO BUR
Increasing unusual put option volume: PL SAP TRON TECK METC RZLV SGML WOLF AU SLM SOC RBRK ONON ONDS HSBC SATS CBRL