Mid-session IV Report August 5, 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: PCG DOCU GME GLD IAU
Popular stocks: MU PLTR INTC NFLX SHOP PCG UBER AVGO WULF
Active options: NVDA SPCX TSLA AMD AAPL MU PLTR INTC AMZN MSFT META NFLX ZETA GOOGL SHOP PCG OPEN UBER AVGO WULF
Option implied volatility into quarter results and outlook
Western Digital (WDC) August 7 weekly call option implied volatility is at 199, August is at 115; compared to its 52-week range of 33 to 117. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.
Sandisk (SNDK) August 7 weekly call option implied volatility is at 215, August is at 140; compared to its 52-week range of 44 to 163. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
AppLovin (APP) August 7 weekly call option implied volatility is at 194, August is at 104; compared to its 52-week range of 49 to 108. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
DoorDash (DASH) August 7 weekly call option implied volatility is at 160, August is at 80; compared to its 52-week range of 33 to 78. Call put ratio 1 call to 2.1 puts into the expected release of quarter results today after the bell.
Phillips 66 (PSX) August 7 weekly call option implied volatility is at 79, August is at 47; compared to its 52-week range of 27 to 42. Call put ratio 14 calls to 1 put with a focus on August 14 weekly 120 and August 28 weekly 250 calls into the expected release of quarter results after the bell on August 5.
Datadog, Inc. (DDOG) August 7 weekly call option implied volatility is at 235, August is at 104; compared to its 52-week range of 33 to 88. Call put ratio 1 call to 1.8 puts into the expected release of quarter results before the bell on August 6.
Block, Inc (XYZ) August 7 weekly call option implied volatility is at 155, August is at 69; compared to its 52-week range of 36 to 73. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
eBay (EBAY) August 7 weekly call option implied volatility is at 137, August is at 70 compared to its 52-week range of 20 to 55. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.
Joby Aviation (JOBY) August 7 weekly call option implied volatility is at 180, August is at 101; compared to its 52-week range of 67 to 104. Call put ratio 4 calls to 1 put with a focus on August 7 weekly calls into the expected release of quarter results today after the bell.
SoundHound AI (SOUN) August 7 weekly call option implied volatility is at 230, August is at 118; compared to its 52-week range of 64 to 130. Call put ratio 3.7 calls to 1 put with a focus on August 7 weekly calls into the expected release of quarter results today after the bell.
ConocoPhillips (COP) August 7 weekly call option implied volatility is at 61, August is at 41; compared to its 52-week range of 24 to 39. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on August 6.
Cloudflare (NET) August 7 weekly call option implied volatility is at 190, August is at 95; compared to its 52-week range of 40 to 88. Call put ratio 1 call to 3.6 puts into the expected release of quarter results after the bell on August 6.
Airbnb (ABNB) August 7 weekly call option implied volatility is at 122, August is at 58; compared to its 52-week range of 25 to 52. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on August 6.
Kenvue (KVUE) August 7 weekly call option implied volatility is at 145, August is at 80; compared to its 52-week range of 20 to 75. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on August 6.
Celsius Holdings Inc. (CELH) August 7 weekly call option implied volatility is at 200, August is at 97; compared to its 52-week range of 40 to 82. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on August 6.
Options with decreasing option implied volatility: REPL SPCH SSPC PTIR SNAP SIMO PGEN APPS MSFU FTNT TMDX AMBA NWL UCO METU SPCX TZA CVNA SHAK PINS PLTR DT USO TOST FMC BNO INFY TDOC SRAD SHOP MSFT META DXCM CPRI SGHC AMZN RBLX ORLY CMG SONY SBUX MGM WYNN BUD CI ORLY
Increasing unusual option volume: PRGO CE BLMN DVA GERN KD FLUT HNGE GILT FNGR
Increasing unusual call volume: CE DVA GERN EWG GILT FLUT MAT USAS HNGE DFTX AZN GFI FRMM CCI KHC GXO
Increasing unusual put volume: VTRS KD PAA FLUT XLP MDLN XLI CYHM FIGR WMB RIO GDX CARR DT
