Mid-session IV Report July 23, 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: KLAR TGT HYG LXU BITO EQNR DIA EWG VOO VTI SPY SPX LQD INTC
Popular stocks: SPCX MU NOW NOK PLTR INTC AAL PCG CLF SMCI NFLX IREN
Active options: TSLA NVDA GOOGL GOOG AAPL SPCX MU AMZN NOW META NOK META MSFT PLTR INTC AAL PCG CLF SMCI NFLX IREN
Option IV into quarter results
Intel (INTC) July 24 weekly call option implied volatility is at 256, August is at 102; compared to its 52-week range of 38 to 102. Call put ratio 1.6 calls to 1 put with a focus on July 24 weekly calls into the expected release of quarter results today after the bell.
SAP SE (SAP) July 24 weekly call option implied volatility is at 232, August is at 58; compared to its 52-week range of 22 to 55. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Newmont (NEM) July 24 weekly call option implied volatility is at 133, August is at 46; compared to its 52-week range of 31 to 63. Call put ratio 2.4 calls to 1 put with a focus on July 24 weekly 95 calls into the expected release of quarter results today after the bell.
Digital Realty Trust (DLR) July 24 weekly call option implied volatility is at 105, August is at 39; compared to its 52-week range of 22 to 37. Call put ratio 2.9 calls to 1 put with a focus on July 31 weekly calls into the expected release of quarter results today after the bell.
Deckers Brands (DECK) July 24 weekly call option implied volatility is at 230, August is at 56; compared to its 52-week range of 34 to 71. Call put ratio 1 call to 4.9 puts with a focus on July 24 weekly puts into the expected release of quarter results today after the bell.
American Express (AXP) July 24 weekly call option implied volatility is at 88, August is at 34; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on July 24.
NextEra Energy (NEE) July 24 weekly call option implied volatility is at 67, August is at 30; compared to its 52-week range of 21 to 33. Call put ratio 2.9 calls to 1 put with a focus on September 92.50 calls into the expected release of quarter results before the bell on July 24.
Verizon Communications (VZ) July 24 weekly call option implied volatility is at 84, August is at 33; compared to its 52-week range of 15 to 33. Call put ratio 1 call toZ 1 put into the expected release of quarter results before the bell on July 24.
HCA Holdings (HCA) August call option implied volatility is at 44, September is at 39; compared to its 52-week range of 20 to 51. Call put ratio 4 calls to 1 put with a focus on August 380 calls into the expected release of quarter results before the bell on July 24.
SLB (SLB) July 24 weekly call option implied volatility is at 77, August is at 40; compared to its 52-week range of 29 to 47. Call put ratio 4.9 calls to 1 put with a focus on August 47.50 and 50 calls into the expected release of quarter results before the bell on July 24.
Charter Communications (CHTR) July 24 weekly call option implied volatility is at 280, August is at 84; compared to its 52-week range of 33 to 83. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on July 24.
Lamb Weston (LW) July 24 weekly call option implied volatility is at 225, August is at 55; compared to its 52-week range of 52 to 66 with a focus on August 40 puts. Call put ratio 1 call to 3 puts into the expected release of quarter results before the bell on July 24.
Options with decreasing option implied volatility: OCUL NFLX CLF TXN MMM
Increasing unusual option volume: TEL ICLN IMAX LXU DOMO UTI OII CSX CNI
Increasing unusual call volume: TEL ICLN IMAX DOMO ANVS OII PCG PGEN SKM ANNX CSX ACI LQD
Increasing unusual put volume: CSX MDLZ XLY EWG CAN XRT ACI PLAY HOG OMER MAGS CMG TPR
