Mid-session IV Report July 8, 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 AKAM UPST BBBY CELH BBBY TTD DUOL ELF LYFT XYZ PINS PLTR EXPE BROS SPOT CVS WEAT DIS BITX BNO SCO KHC CRNX
Popular stocks with increasing option volume: AVGO PLTR BABA SPCX WULF MSTR MU INTC DELL SOFI NFLX RIVN MRVL
Active options: NVDA TSLA AAPL AVGO PLTR AMZN BABA SPCX WULF META MSTR MU MSFT INTC GOOGL DELL SOFI NFLX RIVN MRVL
Movers
United States Oil Fund (USO) 30-day call option implied volatility is 50; compared to its 52-week range of 26 to 129. Call put ratio 2 calls to 1 put as WTI Crude oil trades above $75.
Intel (INTC) 30-day option implied volatility is at 99; compared to its 52-week range of 38 to 99. Call put ratio 1.7 calls to 1 put as share price down 5%.
Alibaba (BABA) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 55. Call put ratio 4.3 calls to 1 put as share price up 11.4%.
TeraWulf (WULF) 30-day option implied volatility is at 108; compared to its 52-week range of 78 to 123. Call put ratio 4.6 calls to 1 put as share price up 9.8%.
Lemonade (LMND) 30-day option implied volatility is at 91; compared to its 52-week range of 62 to 111. Call put ratio 1.9 calls to 1 put as share price down 9.6%.
QXO, Inc. (QXO) 30-day option implied volatility is at 70; compared to its 52-week range of 44 to 68. Call put ratio 1.2 calls to 1 put as share price down 8.3%.
Option IV into quarter results
PepsiCo (PEP) July 10 weekly call option implied volatility is at 63, July is at 27; compared to its 52-week range of 17 to 32. Call put ratio 2.6 calls to 1 put with a focus on 4K contracts of September 155 calls into the expected release of quarter results before the bell on July 9.
Delta Air Lines (DAL) July 10 weekly call option implied volatility is at 110, July is at 46; compared to its 52-week range of 34 to 62. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on July 10.
Options with decreasing option implied volatility: ABVX NKE CZR GIS
Increasing unusual option volume: UAA MULL NFGC CRPX RSP NRG QXO
Increasing unusual call volume: MULL RSP NRG CPRX FBTC JACK VERA OTLK
Increasing unusual put volume: UAA NXE BBWI QXO PHM COMP CARR EWA PENG CIA
