Mid-session IV Report June 29, 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: WEN SLS ATAI CZR BCRX KDK BITO MSFT SBUX ASHR JEPQ CAPR ABSI REPL IMVT RBLX BE ARXS CHTR BCRX QS RDDT AMZU FTNT CNC CMG FTNT CMG BSX SBUX M KO EPD WMB F UPS META VALE PYPL SBUX
Active options: TSLA NVDA AMZN AAPL MSFT MU PLTR INTC SPCX META GOOGL CMCSA AMD NFLX MSTR SOFI NOK ASTS AVGO NBIS
Telecom option IV
Charter Communications (CHTR) 30-day option implied volatility is at 79; compared to its 52-week range of 33 to 75. Call put ratio 1 call to 1 put with a focus on July 115 puts with as share price up 13%.
Comcast (CMCSA) 30-day option implied volatility is at 42; compared to its 52-week range of 22 to 41. Call put ratio 3.2 calls to 1 put with a focus on July 2 weekly options as share price up 8.7% after announcing spinoff of NBCUniversal.
AT&T (T) 30-day option implied volatility is at 32; compared to its 52-week range of 19 to 33. Call put ratio 1.1 calls to 1 put with a focus on July 2 weekly options as share price down 5.3%.
Verizon Communications (VZ) 30-day option implied volatility is at 31; compared to its 52-week range of 15 to 30. Call put ratio 1.6 calls to 1 put with a focus on September 52.50 calls as share price down 7.6%.
T-Mobile (TMUS) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 40. Call put ratio 1.5 calls to 1 put with a focus on July options as share price down 6.3%.
Echo Global Logistics (ECHO) 30-day option implied volatility is at 64; compared to its 52-week range of 48 to 124. Call put ratio 2.5 calls with a focus on July 2 weekly 111 calls as share price up 2.9%.
Rocket Lab (RKLB) 30-day option implied volatility is at 88; compared to its 52-week range of 73 to 112. Call put ratio 2.7 calls to 1 put with a focus on July 2 weekly 110 and 115 calls amid acquiring Iridium (IRDM) for $54 per share in cash, stock transaction.
Iridium (IRDM) 30-day option implied volatility is at 28; compared to its 52-week range of 35 to 92. Call put ratio 8.4 calls to 1 put with a focus on July 50,55 and 60 calls amid Rocket Lab (RKLB) acquiring Iridium for $54 per share in cash, stock transaction.
AST SpaceMobile (ASTS) 30-day option implied volatility is at 103; compared to its 52-week range of 76 to 129. Call put ratio 3.2 calls to 1 put with a focus on a spreader of August 180, September 125 and September 180 calls as share price up 11%.
Redwire Corporation (RDW) 30-day option implied volatility is at 106; compared to its 52-week range of 68 to 159. Call put ratio 4.2 calls to 1 put with a focus on July 2 weekly calls.
Firefly Aerospace (FLY) 30-day option implied volatility is at 105; compared to its 52-week range of 67 to 140. Call put ratio 2.9 calls to 1 put with a focus on September 28 calls as share price up 6.8%.
Voyager Technologies (VOYG) 30-day option implied volatility is at 93; compared to its 52-week range of 69 to 123. Call put ratio 17 calls to 1 put with a focus on July 37 calls.
Planet Labs (PL) 30-day option implied volatility is at 97; compared to its 52-week range of 68 to 142. Call put ratio 3 calls to 1 put with a focus on July 37 calls.
Intuitive Machines (LUNR) 30-day option implied volatility is at 101; compared to its 52-week range of 58 to 134. Call put ratio 1.2 calls to 1 put with a focus on July 10 weekly 22 and September 23 puts.
Gilat Satellite Networks (GILT) 30-day option implied volatility is at 78; compared to its 52-week range of 31 to 84. Call put ratio 5.5 calls to 1 put as share price up 5.4%.
Option IV into quarter results
Nike (NKE) July 2 weekly call option implied volatility is at 120, July is at 63; compared to its 52-week range of 26 to 57. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on June 30.
General Mills (GIS) July call option implied volatility is at 39, August is at 32; compared to its 52-week range of 20 to 37. Call put ratio 2.6 calls to 1 put with a focus on July 37.50 calls into the expected release of quarter results before the bell on July 1.
Options with decreasing option implied volatility: IRDM XXRP WYFI BBBY AIG SPCX PAYX FDX
Increasing unusual option volume: MIR CGNX DOMO THC DINO ERAS INVH QDEL GMAB STRC CIA CTSH ASND WEN CWEB
Increasing unusual call volume: CGNX MIR DOMO MIR DINO THC STRC ERAS WEN CWEB CMCSA ARKG NTES
Increasing unusual put volume: KVYO MDLN SWKS CTSH CARD APD GDDY INFY CIA VXX CAN XOVR FRMI WEN
