Mid-session IV Report May 13, 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: VNET FCEL COUR QCOM CZR FUTU HUM PENG ACN
Popular stocks with increasing option volume: MU INTC NOK NFLX PCG BAC HIMS PLTR QCOM SOFI
Active options: NVDA TSLA MU INTC AMZN NOK NFLX MSFT META PCG BAC HIMS PLTR QCOM QUBT GOOGL IREN SOFI
China option IV and volume up
iShares China Large-Cap (FXI) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 31. Call put ratio 8.1 calls to 1 put with a focus on 10K contracts of May 29 weekly 36.50 puts.
KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 41. Call put ratio 19 calls to 1 put with a focus on a spreader of 17500 contracts of May 30.50 and 32 calls.
Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 25. Call put ratio 11.3 calls to 1 put with a focus on 4999 contracts of May 22 weekly 38 calls.
Option IV into quarter results
Cisco Systems (CSCO) May call option implied volatility is at 139, June is at 45; compared to its 52-week range of 17 to 44. Call put ratio 1.5 calls to 1 put with a focus on May 99 and 100 calls into the expected release of quarter results today after the bell.
Boot Barn Holdings (BOOT) May call option implied volatility is at 233, June is at 72; compared to its 52-week range of 40 to 83. Call put ratio 1 call to 2.8 puts into the expected release of quarter results today after the bell.
StubHub (STUB) May call option implied volatility is at 245, June is at 100; compared to its 52-week range of 76 to 143. Call put ratio 4 calls to 1 put with a focus on August 7.5 calls into the expected release of quarter results today after the bell.
Applied Materials (AMAT) May call option implied volatility is at 133, June is at 65; compared to its 52-week range of 28 to 67. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on May 14.
Viking (VIK) May call option implied volatility is at 120, June is at 57; compared to its 52-week range of 29 to 57. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on May 14.
York Space (YSS) May call option implied volatility is at 357, June is at 156; compared to its 52-week range of 102 to 161. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on May 14.
Figma (FIG) May call option implied volatility is at 269, June is at 106; compared to its 52-week range of 51 to 141. Call put ratio 7.3 calls to 1 put with a focus on May 23 calls into the expected release of quarter results after the bell on May 14.
Options with decreasing option implied volatility: FSLY VITL MNDY ARRY ADMA GRPN PGY SOUN SNAP LQDA U SYM TTD PTON DDOG RUN AKAM SG AXON GT DASH FLR LYFT AFRM CHYM SRPT BROS XYZ SE SHAK TOST MNST EXPE VTRS CYTK TME ABNB HWM KVUE
Increasing unusual option volume: PENG MRAM MXL VNET WOLF CWEB DGXX NXT
Increasing unusual call option volume: PENG MRAM MXL VNET WOLF NXT CWEB TIMI DGXX
Increasing unusual put option volume: BCS NXT WOLF WIX TIGR DOCS TME AAOX
