Mid-session IV Report May 27, 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: GRPN ATOM BB INFQ ASX GFS XOVR OMER EC F FDX EA CPSH LFVN CRSR ABR RCAT BCRX RDDT SAN SCHW
Popular stocks with increasing option volume: MU NOK INTC BB MSFT PLTR AVGO SMCI PEP SOFI
Active options: TSLA NVDA AAPL MU NOK AMZN INTC AMD BB MSFT PLTR AVGO META SMCI PEP GOOGL ASTS SOFI IREN ZS
Option IV into quarter results and outlook
Salesforce (CRM) May 29 weekly call option implied volatility is at 140, June is at 64; compared to its 52-week range of 25 to 61. Call put ratio 1.6 calls to 1 put with a focus on June 190 calls into the expected release of quarter results today after the bell.
HP Inc. (HPQ) May 29 weekly call option implied volatility is at 156, June is at 71; compared to its 52-week range of 26 to 61. Call put ratio 2.7 calls to 1 put with a focus on May 29 weekly 28 calls into the expected release of quarter results today after the bell.
Marvell Technology (MRVL) May 29 weekly call option implied volatility is at 220, June is at 108; compared to its 52-week range of 43 to 102. Call put ratio 1.6 calls to 1 put as share price down 3% into the expected release of quarter results today after the bell.
Synopsys (SNPS) May 29 weekly call option implied volatility is at 148, June is at 67; compared to its 52-week range of 30 to 60. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.
Snowflake (SNOW) May 29 weekly call option implied volatility is at 226, June is at 93; compared to its 52-week range of 31 to 86. Call put ratio 5 calls to 1 put with a focus on May 29 weekly 180 calls into the expected release of quarter results today after the bell.
Heico Corp. (HEI) June call option implied volatility is at 54, July is at 45; compared to its 52-week range of 21 to 47. Call put ratio 1 call to 3 puts into the expected release of quarter results before the bell on May 28.
Costco (COST) May 29 weekly call option implied volatility is at 55, June is at 30; compared to its 52-week range of 18 to 30. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on May 28.
Dell Technologies (DELL) May 29 weekly call option implied volatility is at 177, June is at 90; compared to its 52-week range of 32 to 82. Call put ratio 1.5 calls to 1 put with a focus on May 29 weekly 310 calls as share price up 1% into the expected release of quarter results after the bell on May 28.
Autodesk (ADSK) May 29 weekly call option implied volatility is at 152, June is at 69; compared to its 52-week range of 21 to 57. Call put ratio 1 call to 4.2 puts into the expected release of quarter results after the bell on May 28.
Burlington Stores (BURL) May 29 weekly call option implied volatility is at 139, June is at 58; compared to its 52-week range of 28 to 56. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on May 28.
Dollar Tree (DLTR) May 29 weekly call option implied volatility is at 160, June is at 67; compared to its 52-week range of 28 to 61. Call put ratio 1 call to 1.9 puts with a focus on June 82 puts into the expected release of quarter results before the bell on May 28.
Li Auto Inc. (LI) May 29 weekly call option implied volatility is at 133, June is at 62; compared to its 52-week range of 39 to 70. Call put ratio 1.5 calls to 1 put call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on May 28.
Okta, Inc. (OKTA) May 29 weekly call option implied volatility is at 220, June is at 84; compared to its 52-week range of 30 to 78. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on May 28.
XPeng Inc. (XPEV) May 29 weekly call option implied volatility is at 150, June is at 79; compared to its 52-week range of 50 to 75. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on May 28.
Best Buy (BBY) May 29 weekly call option implied volatility is at 138, June is at 68; compared to its 52-week range of 30 to 57. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on May 28.
F, GM & STLA moving
Ford Motor (F) 30-day option implied volatility is at 50; compared to its 52-week range of 23 to 46. Call put ratio 4 calls to 1 put with a focus on June 15 calls as share price up 3.6%.
General Motors (GM) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 47. Call put ratio 3.8 calls to 1 put with a focus on June 75 and 80 calls as share price up 4.9%.
Stellantis (STLA) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 60. Call put ratio 2.2 calls to 1 put with a focus on July 9 calls as share price up 4.8%.
Options with decreasing option implied volatility: DECK ZS CAVA ELF BBY CPRI WDAY AAP TTWO ZM TGT ROST TMF TLT JEPI
Increasing unusual option volume: CRSR NASA APPS EDIT AMPG MRLN AOSL EMN BEAM
Increasing unusual call option volume: BEAM CRSR APPS EDIT AMPG EMN AOSL BOX MRAM CPRI
Increasing unusual put option volume: HRB TE FIS MTUM SMTC CENX INV DGXX DRAM BSX WRBY ABTC
