Mid-session IV Report April 30, 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: GAP WBD PRCH ARDX VALE FXY
Popular stocks with increasing option volume: INTC QCOM XOM PLTR AMD MU UPS HOOD AVGO NOK
Active options: NVDA AMZN MSFT META GOOGL INTC QCOM GOOG XOM AAPL TSLA PLTR AMD MU MARA UPS HOOD SHOO AVGO NOK
Option IV into quarter results
Apple (AAPL) May 1 weekly call option implied volatility is at 81, May is at 33; compared to its 52-week range of 18 to 35. Call put ratio 2.5 calls to 1 put with a focus on May 1 weekly calls 272.50 and 275 calls into the expected release of quarter results today after the bell.
Sandisk (SNDK) May 1 weekly call option implied volatility is at 226, May is at 121; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.
ExxonMobil (XOM) May 1 weekly call option implied volatility is at 60, May is at 35; compared to its 52-week range of 18 to 36. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on May 1.
Chevron (CVX) May 1 weekly call option implied volatility is at 61, May is at 36; compared to its 52-week range of 18 to 33. Call put ratio 2 calls to 1 put with a focus on July 200 calls into the expected release of quarter results before the bell on May 1.
Colgate-Palmolive (CL) May 1 weekly call option implied volatility is at 84, May is at 32; compared to its 52-week range of 15 to 31. Call put ratio 1 call to 4.1 puts with a focus on May 1 weekly 82 puts into the expected release of quarter results before the bell on May 1.
Estee Lauder (EL) May 1 weekly call option implied volatility is at 210, May is at 77; compared to its 52-week range of 30 to 70. Call put ratio 1 calls to 2.4 puts with the focus on 1K contracts of June 75 puts into the expected release of quarter results before the bell on May 1.
Ares Management (ARES) May 1 weekly call option implied volatility is at 130, May is at 69; compared to its 52-week range of 27 to 67. Call put ratio 1 calls to 1.3 puts into the expected release of quarter results before the bell on May 1.
Moderna (MRNA) May 1 weekly call option implied volatility is at 192, May is at 85; compared to its 52-week range of 54 to 90. Call put ratio 2 calls to 1 put with a focus on May 1 weekly 55 calls into the expected release of quarter results before the bell on May 1.
Options with decreasing option implied volatility: OGN CAR SRAD LMND ENPH SFM COUR AMZU
Increasing unusual option volume: MRAM ARDX DBO XRX VIAV VISN ACHC
Increasing unusual call option volume: XRX ARDX MRAM DBO VISN QCOM EMN
Increasing unusual put option volume: VIAV VISN CHKP IP VSAT CAR ALL CRH
