Mid-session IV Report July 7, 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: REPL XXRP BBBY CELH ELF TTD DUOL AKAM LYFT PINS XYZ WEAT DIS AMPG GFL KVUE HYG
Popular stocks with increasing option volume: INTC MU SPCX RIVN PLTR NFLX NOK SOFI WMT NKE SNDK MRVL
Active options: NVDA TSLA AAPL INTC MSFT MU SPCX AMZN META AMD RIVN PLTR NFLX CORZ NOK SOFI WMT NKE SNDK MRVL
Movers
Micron Technology (MU) 30-day option implied volatility is at 101; compared to its 52-week range of 39 to 108. Call put ratio 1 call to 1 put as share price down 7.4%.
Western Digital (WDC) 30-day option implied volatility is at 112; compared to its 52-week range of 33 to 110. Call put ratio 1 call to 2.6 puts with a focus on 4600 contracts of August 280 puts as share price down 9.8%.
Sandisk (SNDK) 30-day option implied volatility is at 138; compared to its 52-week range of 44 to 135. Call put ratio 1 call to 1.1 puts as share price down 11.4%.
SpaceX (SPCX) 30-day call option implied volatility is at 88; compared to its 52-week range of 71 to 111. Call put ratio 1.2 calls to 1 put as share price down 5.7%.
Oracle (ORCL) 30-day option implied volatility is at 61; compared to its 52-week range of 31 to 85. Call put ratio 2.8 calls to 1 put as share price down 3.5%.
Snowflake (SNOW) 30-day option implied volatility is at 61; compared to its 52-week range of 33 t0 86. Call put ratio 4 calls to 1 put with a focus on 1500 contracts of August 250 calls as share price up 2%.
Replimune (REPL) 30-day option implied volatility is at 212; compared to its 52-week range of 86 to 402. Call put ratio 1 call to 1.3 puts with a focus on August options.
Fiserv Inc (FISV) 30-day option implied volatility is at 56; compared to its 52-week range of 25 to 72. Call put ratio 2.3 calls to 1 put as share price up 3.5%.
Option IV into quarter results
Levi (LEVI) July call option implied volatility is at 75, August is at 47; compared to its 52-week range of 28 to 62. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on July 8.
PepsiCo (PEP) July call option implied volatility is at 58, August is at 37; compared to its 52-week range of 17 to 32. Call put ratio 1.7 calls to 1 put with a focus on July 125, 130 and 142 puts into the expected release of quarter results before the bell on July 9.
Delta Air Lines (DAL) July call option implied volatility is at 97, August is at 61; compared to its 52-week range of 34 to 62. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 10.
Options with decreasing option implied volatility: ABTC ABVX NKE
Increasing unusual option volume: GO SOLS INTW AKBA XERS VERA RSP SRE GETY CGNX BLZE
Increasing unusual call volume: INTW GO RSP AKBA SRE XERS CGNX PEW VERA BLZE CPSH SOLS CXW UA
Increasing unusual put volume: AEVA SOLS LI TAP MTUM VSAT CMPS FPS CBRL JNJ NTAP
