Mid-session IV Report July 31, 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 PCG TMF BITX PBR TMF RUT AES TLT
Popular stocks: INTC MU COIN AVGO MSTR SNDK HOOD SPCX NOK
Active options: AMZN NVDA TSLA INTC MU AMD MSFT COIN META BTDR GOOGL AVGO IREN MSTR SNDK HOOD GOOG SPCX NOK
Option IV into quarter results and outlook
Palantir (PLTR) August 7 weekly call option implied volatility is at 103, August is at 74; compared to its 52-week range of 41 to 75. Call put ratio 2.4 calls to 1 put with a focus on July 31 weekly 123 and 126 calls into the expected release of quarter results after the bell on August 3.
Marriott (MAR) August 7 weekly call option implied volatility is at 50, August is at 37; compared to its 52-week range of 21 to 38. Call put ratio 1 call to 3.1 puts with a focus on August 7 weekly puts into the expected release of quarter results before the bell on August 3.
SpaceX (SPCX) August 7 weekly call option implied volatility is at 156, August is at 122; compared to its 52-week range of 71 to 116. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on August 4.
AMD (AMD) August 7 weekly call option implied volatility is at 100, August is at 82; compared to its 52-week range of 39 to 89. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on August 4.
Caterpillar (CAT) August 7 weekly call option implied volatility is at 74, August is at 59; compared to its 52-week range of 22 to 55. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 4.
Merck (MRK) August 7 weekly call option implied volatility is at 52, August is at 37; compared to its 52-week range of 22 to 36. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on August 4.
Amgen (AMGN) August 7 weekly call option implied volatility is at 55, August is at 39; compared to its 52-week range of 20 to 37. Call put ratio 3.8 calls to 1 put with a focus on July 31 weekly calls into the expected release of quarter results after the bell on August 4.
McDonald’s (MCD) August 7 weekly call option implied volatility is at 36, August is at 28; compared to its 52-week range of 15 to 28. Call put ratio 13 calls to 1 put with a focus on 17K contracts of July 31 weekly 275 calls into the expected release of quarter results before the bell on August 4.
Film exhibition option implied volatility as share prices near upper end of range
AMC Entertainment (AMC) 30-day option implied volatility is at 150; compared to its 52-week range of 53 to 143. Call put ratio 4.4 calls to 1 put with a focus on August 3.5 calls.
Cinemark (CNK) 30-day option implied volatility is at 41; compared to its 52-week range of 30 to 57. Call put ratio 3.2 calls to 1 put.
IMAX (IMAX) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 63. Call put ratio 1 call to 2.1 puts.
Options with decreasing option implied volatility: BE METU MSFU FTNT PGY COUR NWL LMND CROX GNRC AMZU CMG SFM VFC BUM
Increasing unusual option volume: TAL DLLL EQIX WU PTEN SN EA KORU BHC CIA CHAT
Increasing unusual call volume: KORU EA BHC WU PTEN NWL TSLT SEI SN
Increasing unusual put volume: GDDY EQIX TROW EGO WMB CIA FAS WU LQD TECK
