Mid-session IV Report June 9, 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: QURE BBBY BITX ETHE ETH WBD BITO GBTC KVUE AES AVTR HYLN PRGO SOC EIDO GLXY KDK EXK UMC VSZY GDS SRAD LLY
Popular stocks with increasing option volume: INTC NOK MU MRVL MSTR AVGO SOFI PLTR NFLX HOOD
Active options: NVDA TSLA AAPL INTC NOK MU META AMZN MSFT MRVL MSTR GOOGL AVGO SOFI PLTR NFLX AMD IREN HOOD GOOG
Option IV into quarter results and outlook
Vail Resorts (MTN) June call option implied volatility is at 68, July is at 54; compared to its 52-week range of 27 to 58. Call put ratio 1 call to 3.2 puts with a focus on June 140 puts into the expected release of quarter results the bell on June 8.
FuelCell Energy (FCEL) June 12 weekly call option implied volatility is at 197, June is at 185; compared to its 52-week range of 78 to 185. Call put ratio 3.1 calls to 1 put with a focus on June 12 weekly 18 calls into the expected release of quarter results today.
Oracle (ORCL) June 12 weekly call option implied volatility is at 153, June is at -08; compared to its 52-week range of 28 to 85. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on June 10.
Adobe Systems (ADBE) June 12 weekly call option implied volatility is at 115, June is at 82; compared to its 52-week range of 23 to 63. Call put ratio 1.6 calls to 1 put into the expected release of quarter results on June 11.
Options with decreasing option implied volatility: PURR HPE ABVX RBRK VEEV AI XOVR PANW DOCU CRWD ULTA IOT DG IBM LULU SA M HPQ
Increasing unusual option volume: AVTR OPTU LASE NASA VLN ACLS
Increasing unusual call option volume: OPTU NASA LASE OIH ACLS HYLN VSH ABAT
Increasing unusual put option volume: IRDM LASR AVTX BSOL AMBA MTN PURR GDDY SG
