Mid-session IV Report July 20, 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: BMNU LCID WU AXTI KLAR PONY IMAX TGT ZM
Popular stocks with increasing option volume: SPCX MU INTC NFLX AMC META PLTR ORCL MRVL SOFI
Active options: NVDA TSLA AAPL SPCX MU INTC GOOGL IREN NFLX AMZN AMD AMC META PLTR MSFT ORCL MRVL MARA SOFI NBIS
Option IV into quarter results
Steel Dynamics (STLD) August call option implied volatility is at 54, September is at 47; compared to its 52-week range of 30 to 51. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Zions Bancorp (ZION) August call option implied volatility is at 36, September is at 30; compared to its 52-week range of 23 to 83. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on July 20.
3M Co. (MMM) July 24 weekly call option implied volatility is at 70, August is at 37; compared to its 52-week range of 21 to 41. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on July 21.
Charles Schwab (SCHW) July 24 weekly call option implied volatility is at 55, August is at 32; compared to its 52-week range of 20 to 38. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on July 21.
Interactive Brokers (IBKR) July 24 weekly call option implied volatility is at 78, August is at 54; compared to its 52-week range of 32 to 57. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on July 21.
Danaher (DHR) July 24 weekly call option implied volatility is at 70, August is at 42; compared to its 52-week range of 22 to 42. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on July 21.
Capital One Financial (COF) July 24 weekly call option implied volatility is at 68, August is at 40; compared to its 52-week range of 25 to 48. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on July 21.
Chubb Corp. (CB) August call option implied volatility is at 28, September is at 25; compared to its 52-week range of 14 to 27. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on July 21.
Northrop Grumman (NOC) August call option implied volatility is at 39, September is at 35; compared to its 52-week range of 16 to 38. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on July 21.
General Motors (GM) July 24 weekly call option implied volatility is at 79, August is at 44; compared to its 52-week range of 25 to 47. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on July 21.
D. R. Horton (DHI) July 24 weekly call option implied volatility is at 80, August is at 46; compared to its 52-week range of 30 to 49. Call put ratio 1 call to 6.6 puts into the expected release of quarter results before the bell on July 21.
Halliburton (HAL) July 24 weekly call option implied volatility is at 62, August is at 44; compared to its 52-week range of 30 to 48. Call put ratio 7 calls to 1 put with a focus on September 37 calls into the expected release of quarter results before the bell on July 21.
Synchrony Financial (SYF) August call option implied volatility is at 40, September is at 39; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on July 21.
KeyCorp (KEY) August call option implied volatility is at 32, September is at 30; compared to its 52-week range of 20 to 40. Call put ratio 3.5 calls to 1 put into the expected release of quarter results before the bell on July 21.
Bank OZK (OZK) August call option implied volatility is at 32, September is at 30; compared to its 52-week range of 23 to 57. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on July 21.
Alaska Air Group (ALK) August call option implied volatility is at 71, September is at 67; compared to its 52-week range of 39 to 80. Call put ratio 2.4 calls to 1 put into the expected release of quarter results 65 after the bell on July 21.
Alphabet (GOOG) July 24 weekly call option implied volatility is at 73, August is at 41; compared to its 52-week range of 25 to 44. put ratio 4 calls to 1 put with a focus on August and September 400 calls into the expected release of quarter results after the bell on July 22.
GE Vernova (GEV) July 24 weekly call option implied volatility is at 113, August is at 71; compared to its 52-week range of 40 to 72. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on July 22.
Options with decreasing option implied volatility: ATAI ERIC NFLX PYPL ISRG UNH UUP
Increasing unusual option volume: EH CE QFEN AR SLI IMAX INV CWEB PLAY SN MUU KBWB APT DPZ REPL
Increasing unusual call volume: EH CE INV IMAX KORU CWEB MUU PLAY MULL UBS KYTX NUVB ZTS
Increasing unusual put volume: AR ATAI APT VTRS BRUN VSH PLAY TCOM ALLY MSOX URNM FISV GFI IOVA CAVA ISRG RCL TMC MUU ASAN BKKT
