Mid-session IV Report July 28, 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: VCX PGEN ANF ULTA BBY AES REPL PUMP PCG
Popular stocks: INTC MU NFLX SPCX PLTR PYPL MARA SNDK KO BMNR CORZ SOFI HTZ
Active options: NVDA AAPL TSLA AMD INTC MU NFLX SPCX PLTR MSFT AMZN PYPL MARA SNDK KO BMNR CORZ SOFI GOOGL HTZ
Option IV into quarter results and outlook
Visa (V) July 31 weekly call option implied volatility is at 50, August is at 29; compared to its 52-week range of 16 to 33. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
KLA Corporation (KLAC) August call option implied volatility is at 107, September is at 100; compared to its 52-week range of 31 to 105. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on July 28.
Seagate Technology (STX) July 31 weekly call option implied volatility is at 216, August is at 121; compared to its 52-week range of 34 to 115. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on July 28.
Bloom Energy Corp. (BE) July 31 weekly call option implied volatility is at 348, August is at 185; compared to its 52-week range of 66 to 180. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell.
Microsoft (MSFT) July 31 weekly call option implied volatility is at 97, August is at 47; compared to its 52-week range of 18 to 47. Call put ratio 2.1 calls to 1 put with a focus on July 400 weekly calls into the expected release of quarter results after the bell on July 29.
Meta Platforms (META) July 31 weekly call option implied volatility is at 112, August is at 55; compared to its 52-week range of 24 to 57. Call put ratio 1.6 calls to 1 put with a focus on July 31 weekly 592.50 calls into the expected release of quarter results after the bell on July 29.
Lam Research (LRCX) July 31 weekly call option implied volatility is at 164, August is at 101; compared to its 52-week range of 32 to 101. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on July 29.
Procter & Gamble (PG) July 31 weekly call option implied volatility is at 55, August is at 30; compared to its 52-week range of 16 to 29. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on July 29.
Arm Holdings (ARM) July 31 weekly call option implied volatility is at 190, August is at 111; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on July 29.
Qualcomm (QCOM) July 31 weekly call option implied volatility is at 123, August is at 73; compared to its 52-week range of 25 to 93. Call put ratio 1.8 calls to 1 put with a focus on July 31 weekly 170 calls into the expected release of quarter results after the bell on July 29.
Starbucks (SBUX) July 31 weekly call option implied volatility is at 87, August is at 43; compared to its 52-week range of 26 to 47. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on July 29.
Vertiv Holdings Co. (VRT) July 31 weekly call option implied volatility is at 159, August is at 86; compared to its 52-week range of 45 to 85. Call put ratio 1 call to 1 put into the expected release of quarter results on July 29.
Robinhood (HOOD) July 31 weekly call option implied volatility is at 143, August is at 85; compared to its 52-week range of 50 to 93. Call put ratio 2.5 calls to 1 put September 115 calls into the expected release of quarter results after the bell on July 29.
SoFi Technologies (SOFI) July 31 weekly call option implied volatility is at 128, August is at 70; compared to its 52-week range of 47 to 89. Call put ratio 2.5 calls to 1 put into the expected release of quarter results on July 29.
Chipotle Mexican Grill (CMG) July 31 weekly call option implied volatility is at 120, August is at 59; compared to its 52-week range of 27 to 57. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on July 29.
Biogen (BIIB) July 31 weekly call option implied volatility is at 82, August is at 53; compared to its 52-week range of 28 to 50. Call put ratio 1 call to 1 put into the expected release of quarter results on July 29.
Options with decreasing option implied volatility: CHTR MXL CLF NOW WBD DECK TSCO LVS URI PM TMO UPS RTX T
Increasing unusual option volume: AVTR RSI MXEF ITB PUMP ROK CARR MUU KORU RHI CALM
Increasing unusual call volume: AVTR KORU PUMP MUU VWAV RITM CAPR MAT OCGN MULL
Increasing unusual put volume: AVTR ITB CALM CLX ALL RSP CAPR OTLK MUU LAES REPL SKHX SOLS XLP
