Mid-session IV Report April 21, 2026
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: CAR BBBY CMPS BB RUM BULL DECK TGT ROST WBD ERAS GRPN ALMU KSS
Popular stocks with increasing option volume: UNH NFLX AMD INTC NVTS MU PLTR MSTR
Active options: NVDA AMZN TSLA UNH AAPL MSFT POET HIMS BULL NFLX AMD META INTC NVTS MU PLTR CORZ MSTR OPEN GOOGL
Option IV into quarter results
United Airlines (UAL) April 24 call option implied volatility is at 99, May is at 66; compared to its 52-week range of 39 to 77. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
Tesla (TSLA) April 24 call option implied volatility is at 78, May is at 49; compared to its 52-week range of 39 to 82. Call put ratio 1.2 call to 1 put into the expected release of quarter results after the bell on April 22.
Lam Research (LRCX) April 24 call option implied volatility is at 103, May is at 74; compared to its 52-week range of 32 to 76. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on April 22.
GE Vernova (GEV) April 24 call option implied volatility is at 83, May is at 58; compared to its 52-week range of 40 to 73. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 22.
Philip Morris International (PM) April 24 call option implied volatility is at 77, May is at 39; compared to its 52-week range of 20 to 40. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on April 22.
IBM (IBM) April 24 call option implied volatility is at 97, May is at 47; compared to its 52-week range of 21 to 55. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on April 22.
Texas Instruments (TXN) April 24 call option implied volatility is at 94, May is at 49; compared to its 52-week range of 24 to 49. Call put ratio 2.9 calls to 1 put with a focus on 3K contracts of May 255 calls into the expected release of quarter results after the bell on April 22.
AT&T (T) April 24 call option implied volatility is at 61, May is at 32; compared to its 52-week range of 19 to 36. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on April 22.
Boeing (BA) April 24 call option implied volatility is at 66, May is at 39; compared to its 52-week range of 25 to 51. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on April 22.
Vertiv Holdings Co. (VRT) April 24 call option implied volatility is at 136, May is at 80; compared to its 52-week range of 45 to 94. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 22.
CME Group (CME) April 24 call option implied volatility is at 53, May is at 31; compared to its 52-week range of 16 to 29. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on April 22.
ServiceNow (NOW) April 24 call option implied volatility is at 146, May is at 77; compared to its 52-week range of 27 to 76. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on April 22.
CSX Corp. (CSX) April 24 call option implied volatility is at 71, May is at 35; compared to its 52-week range of 19 to 35. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on April 22.
Las Vegas Sands (LVS) April 24 call option implied volatility is at 106, May is at 53; compared to its 52-week range of 26 to 58. Call put ratio 3.3 calls to 1 put with a focus on April 24 weekly 58 and 60 calls into the expected release of quarter results on April 22.
Southwest Airlines (LUV) April 24 call option implied volatility is at 113, May is at 69; compared to its 52-week range of 29 to 66. Call put ratio 1 call to 2.2 puts into the expected release of quarter results after the bell on April 22.
IMAX Corp. (IMAX) May call option implied volatility is at 60, June is at 50; compared to its 52-week range of 32 to 61. Call put ratio 1.5 calls to 1 put into the expected release of quarter results on April 22.
Intel (INTC) April 24 call option implied volatility is at 135, May is at 78; compared to its 52-week range of 38 to 77. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on April 23.
Options with decreasing option implied volatility: NKTR NFLX ALLY KEY GSAT
Increasing unusual option volume: YSS SRTY RHI SANM GRPN CAR ALMU
Increasing unusual call option volume: SRTY GRPN SANM CAR ALMU TSCO ASAN
Increasing unusual put option volume: BK CAR TSCO BB DOCS HTZ HOG POET GRPN BTU WMB BYND
