Mid-session IV Report April 28, 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: SMMT ARM NN ANF SGMT LFVN S CVI ZS ZIM RVMD PZZA CPRX GAP BURL DLTR CRM BBY PDD COST
Popular stocks with increasing option volume: SMMT NN ANF BBY AES TEVA WBD
Active options: NVDA TSLA AAPL AMD INTC IREN NFLX MU POET AMZN MSFT ORCL AAL GOOGL NOK AVGO KO SOFI PLTR MSTR
Option IV into quarter results
Visa (V) May 1 weekly call option implied volatility is at 55, May is at 36; compared to its 52-week range of 16 to 33. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.
T-Mobile (TMUS) May 1 weekly call option implied volatility is at 88, May is at 51; compared to its 52-week range of 19 to 40. Call put ratio 2.7 calls to 1 put with a focus on May 1 weekly 85 and 90 calls into the expected release of quarter results after the bell on April 28.
Seagate Technology (STX) May 1 weekly call option implied volatility is at 164, May is at 114; compared to its 52-week range of 31 to 87. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.
Starbucks (SBUX) May 1 weekly call option implied volatility is at 93, May is at 63; compared to its 52-week range of 26 to 47. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on April 28.
Robinhood (HOOD) May 1 weekly call option implied volatility is at 125, May is at 90; compared to its 52-week range of 50 to 93. Call put ratio 2.3 calls to 1 put with a focus on May 1 weekly 82 calls into the expected release of quarter results today after the bell.
Alphabet (GOOG) May 1 weekly call option implied volatility is at 78, May is at 50; compared to its 52-week range of 25 to 44. Call put ratio 2 calls 1 put with a focus on May 1 weekly 350 calls into the expected release of quarter results after the bell on April 29.
Microsoft (MSFT) May 1 weekly call option implied volatility is at 96, May is at 49; compared to its 52-week range of 16 to 39. Call put ratio 2.6 calls to 1 put with a focus on May 1 weekly 425 and 430 calls into the expected release of quarter results after the bell on April 29.
Amazon (AMZN) May 1 weekly call option implied volatility is at 125, May is at 60; compared to its 52-week range of 23 to 50. Call put ratio 2.1 calls to 1 put with a focus on May 8 weekly 260 calls into the expected release of quarter results after the bell on April 29.
Meta Platforms (META) May 1 weekly call option implied volatility is at 101, May is at 64; compared to its 52-week range of 24 to 49. Call put ratio 1.4 calls 1 put into the expected release of quarter results after the bell on April 29.
eBay (EBAY) May 1 weekly call option implied volatility is at 117, May is at 57; compared to its 52-week range of 20 to 55. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on April 29.
Chipotle Mexican Grill (CMG) May 1 weekly call option implied volatility is at 134, May is at 71; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 3.6 puts with a focus on 17K contracts of May 30 and June 31.60 puts into the expected release of quarter results after the bell on April 29.
Apple (AAPL) May 1 weekly call option implied volatility is at 55, May is at 31; compared to its 52-week range of 18 to 35. Call put ratio 3.3 calls to 1 put with a focus on April 29 weekly calls into the expected release of quarter results after the bell on April 30.
Eli Lilly & Co. (LLY) May 1 weekly call option implied volatility is at 91, May is at 55; compared to its 52-week range of 27 to 49. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 30.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 34. Call put ratio 3 calls to 1 put with a focus on May 60 calls as share price up 1.5%.
Options with decreasing option implied volatility: CAR OGN BBBY COUR CHTR BSX ISRG PENN CNC SAP IBM LVS KDP T UPS PM
Increasing unusual option volume: ERAS SANM OGN BBBY SNBR PAGS CDNS PII
Increasing unusual call option volume: ERAS FEZ OGN SANM CDNS BBBY PAGS OBE SNBR
Increasing unusual put option volume: BBBY RMBS POET MSOS CAR JCI NUAI CDNS ARE HBM
