Mid-session IV Report July 10, 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 REPL FSLY AKAM LYFT BROS EXPE WEAT DIS IONS HPQ HCA
Popular stocks with increasing option volume: SOFI MU PLTR CRCL HOOD NFLX SPCX INTC MSTR COIN AVGO CRCL
Active options: TSLA META NVDA AAPL AMZN SOFI MSFT AMD MU PLTR CRCL HOOD NFLX WULF SPCX INTC MSTR COIN AVGO FRMI
Movement into SK Hynix capital raise
Micron Technology (MU) 30-day option implied volatility is at 96; compared to its 52-week range of 39 to 108. Call put ratio 1.2 calls to 1 put with a focus on July 520 and August 540 puts.
Western Digital (WDC) 30-day option implied volatility is at 108; compared to its 52-week range of 33 to 112. Call put ratio 1 call to 1 puts with a focus on July options.
Sandisk (SNDK) 30-day option implied volatility is at 131; compared to its 52-week range of 44 to 135. Call put ratio 1.1 calls to 1 put with a focus on July 10 weekly options.
Dataram (DRAM) 30-day option implied volatility is at 100; compared to its 52-week range of 58 to 103. Call put ratio 1.6 calls to 1 put with a focus on July 10 weekly options.
Roundhill T-Rex 2X Long Dram Daily (RAM) 30-day option implied volatility is at 195; compared to its 52-week range of 183 to 203. Call put ratio 1 call to 1.5 put with a focus on December puts.
Oracle (ORCL) 30-day option implied volatility is at 60; compared to its 52-week range of 31 to 85. Call put ratio 2.5 calls to 1 put as share price down 1.2%.
Option IV into quarter results
JPMorgan (JPM) July call option implied volatility is at 35, August is at 27; compared to its 52-week range of 18 to 37. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on July 14.
Bank of America (BAC) July call option implied volatility is at 35, August is at 27; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on July 14.
Goldman Sachs (GS) July call option implied volatility is at 48, August is at 37; compared to its 52-week range of 22 to 46. Call put ratio 1 call to 2.3 puts into the expected release of quarter results before the bell on July 14.
Wells Fargo (WFC) July call option implied volatility is at 46, August is at 31; compared to its 52-week range of 22 to 43. Call put ratio 6.8 calls to 1 put with a focus on 6100 contracts of July 138 calls into the expected release of quarter results before the bell on July 14.
Citigroup (C) July call option implied volatility is at 43, August is at 33; compared to its 52-week range of 24 to 46. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on July 14.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 29. Call put ratio 3.1 calls to 1 put with a focus on a spreader of 20K contracts of July 31 weekly 57 and 59 calls.
Moderna (MRNA) 30-day option implied volatility is at 97; compared to its 52-week range of 54 to 103. Call put ratio 3.5 calls to 1 put with a focus on July 72 and 77 calls as share price down 9.5%.
Options with decreasing option implied volatility: CZR DAL
Increasing unusual option volume: QFIN IONS ESPR AR CPRX JXN THC PBI IBB KR JACK
Increasing unusual call volume: ESPR CPRX KR IONS PBI JACK TVTX SBAC ACI GGAL CPNG HDB TEL BBY
Increasing unusual put volume: AR WOLF ABTC CALM HCA MXEF TGTX WMB EWG ATOM RNG AZN
