Mid-session IV Report July 30, 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 ANF ULTA FXY
Popular stocks: MU INTC ORCL NBIS SOFI HOOD MARA CRWV SNDK BE WULF
Active options: NVDA MSFT TSLA META MU AAPL INTC AMZN IREN AMD SPCX ORCL NBIS SOFI HOOD MARA CRWV SNDK BE WULF
Option IV into quarter results and outlook
Apple (AAPL) July 31 weekly call option implied volatility is at 76, August is at 31; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Amazon (AMZN) July 31 weekly call option implied volatility is at 15, 0August is at 50; compared to its 52-week range of 23 to 50. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.
KKR & Co. (KKR) July 31 weekly call option implied volatility is at 105, August is at 45; compared to its 52-week range of 29 to 59. Call put ratio 1 call to 1.6 puts into the expected release of quarter results today after the bell.
Coinbase (COIN) July 31 weekly call option implied volatility is at 180, August is at 88; compared to its 52-week range of 49 to 96. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Roblox (RBLX) July 31 weekly call option implied volatility is at 340, August is at 110; compared to its 52-week range of 45 to 98. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
Strategy (MSTR) July 31 weekly call option implied volatility is at 120, August is at 83; compared to its 52-week range of 50 to 127. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
First Solar (FSLR) July 31 weekly call option implied volatility is at 188, August is at 93; compared to its 52-week range of 45 to 82. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
ExxonMobil (XOM) July 31 weekly call option implied volatility is at 58, August is at 33; compared to its 52-week range of 18 to 37. Call put ratio 2.1 calls to 1 put into the expected release quarter results before the bell on July 31.
Chevron (CVX) July 31 weekly call option implied volatility is at 65, August is at 31; compared to its 52-week range of 18 to 33. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 31.
AbbVie (ABBV) July 31 weekly call option implied volatility is at 95, August is at 36; compared to its 52-week range of 18 to 36. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 31.
Ares Management (ARES) July 31 weekly call option implied volatility is at 118, August is at 60; compared to its 52-week range of 27 to 67. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on July 31.
Options with decreasing option implied volatility: MXL BE METU SMMT CHTR MSFU FTNT WBD CROX DECK CVNA CMG VFX GNRC META SWKS SOFI SFM BSX
Increasing unusual option volume: CVI TRMB CAPR NBIG ACMR KORU FXY ALNY MUU SHAZ NRGV BHC PRCH
Increasing unusual call volume: KORU CVI NBIG ACMR CAPR MUU BHC FXY CAKE NRGV ALNY SHAZ PBF XRX LVS PRCH
Increasing unusual put volume: CAPR SFM EXE TEVA WMB IRM TRV BXSL INSM AAP CI RSP KORU ALT CHKP FITB TDOC WOLF
