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Mid-session IV Report April 24, 2026

Mid-session IV Report April 24, 2026

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Mid-session IV Report April 24, 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: BBBY FCEL NN POET SMMT ARM ASAN DECK ROST TGT AES MX AMD QCOM ACLX

Popular stocks with increasing option volume: MU MSTR PLTR AVGO TSM MRVL QCOM ARM

Active options: TSLA INTC NVDA AMD AAPL AMZN MU MSFT MSTR PLTR NFLX META IREN QS AVGO TSM SMCI MRVL QCOM ARM

Semi option IV

Intel (INTC) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 77. Call put ratio 1.2 calls to 1 put into share price up 22%.

AMD (AMD) 30-day option implied volatility is at 72; compared to its 52-week range of 39 to 74. Call put ratio 1.3 calls to 1 put as share price up 13.2%.

Micron Technology (MU) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 86. Call put ratio 2.2 calls to 1 put as share price up 4%.

Qualcomm (QCOM) 30-day option implied volatility is at 52; compared to its 52-week range of 25 to 48. Call put ratio 4.8 calls to 1 put with a focus on May 1 weekly 150 and 160 calls as share price up 8.3%.

Arm Holdings (ARM) 30-day option implied volatility is at 94; compared to its 52-week range of 42 to 87. Call put ratio 2.6 calls to 1 put with a focus on May 1 weekly250 calls as share price up 11%.

Taiwan Semi (TSM) 30-day option implied volatility is at 47; compared to its 52-week range of 30 to 51. Call put ratio 1.4 calls to 1 put as share price up 3.7%.

Nokia (NOK) 30-day option implied volatility is at 55; compared to its 52-week range of 18 to 104. Call put ratio 12.5 calls to 1 put with a focus on January 15 calls as share price up 1.3%.

Option IV into quarter results

Verizon Communications (VZ) May 1 weekly call option implied volatility is at 45, May is at 33; compared to its 52-week range of 15 to 30. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on April 27.

Domino’s Pizza (DPZ) May option implied volatility is at 48, June is at 38; compared to its 52-week range of 23 to 43. Call put ratio 3.6 calls to 1 put with a focus on May calls into the expected release of quarter results before the bell on April 27.

Visa (V) May 1 weekly call option implied volatility is at 39, May is at 30; compared to its 52-week range of 16 to 33. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on April 28.

Coca-Cola (KO) May 1 weekly call option implied volatility is at 28, May is at 25; compared to its 52-week range of 13 to 24. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on April 28.

T-Mobile (TMUS) May 1 weekly call option implied volatility is at 58, May is at 43; compared to its 52-week range of 19 to 40. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on April 28.

Corning (GLW) May 1 weekly call option implied volatility is at 107, May is at 92; compared to its 52-week range of 22 to 78. Call put ratio 3.1 calls to 1 put into the expected release of quarter results before the bell on April 28.

Seagate Technology (STX) May 1 weekly call option implied volatility is at 123, May is at 97; compared to its 52-week range of 31 to 87. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on April 28.

BP plc (BP) May 1 weekly call option implied volatility is at 44, May is at 37; compared to its 52-week range of 21 to 39. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on April 28.

Starbucks (SBUX) May 1 weekly call option implied volatility is at 65, May is at 46; compared to its 52-week range of 26 to 47. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on April 28.

Robinhood (HOOD) May 1 weekly call option implied volatility is at 94, May is at 78; compared to its 52-week range of 50 to 93. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on April 28.

Spotify (SPOT) May 1 weekly call option implied volatility is at 100, May is at 70; compared to its 52-week range of 33 to 62. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on April 28.

UPS (UPS) May 1 weekly call option implied volatility is at 66, May is at 43; compared to its 52-week range of 22 to 46. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on April 28.
General Motors (GM) May 1 weekly call option implied volatility is at 65, May is at 49; compared to its 52-week range of 25 to 47. Call put ratio 9.6 calls to 1 put with a focus on June 85 and 90 calls into the expected release of quarter results before the bell on April 28.

Options with decreasing option implied volatility: NKTR INFQ FRMI OGN ISRG KDP GSAT
Increasing unusual option volume: CAR PD SANM EH AUPH BANC WOLF OGN AAOX THC
Increasing unusual call option volume: SANM CAR EWT EH BANC AUPH OGN WOLF DPZ BMEA LGO
Increasing unusual put option volume: CAR WOLF WU BANC POET MDLN BB OGN ACLX SIDU

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