Mid-session IV Report July 16, 2026

Mid-session IV Report July 16, 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: AMPG LCID UCO TPR USO CSCO CAH TME IHI UUP

Popular stocks with increasing option volume: Active options: TSM UNH XOM XYZ MU T SNAP NFLX XPEV ASTS PLTR INTC IBM
Active options: TSM UNH NVDA XOM XYZ AAPL SMR MU T AMZN SNAP NFLX XPEV ASTS PLTR AMD MSFT INTC GOOGL IBM

SK Hynix (SKHY) 30-day option implied volatility is at 125; compared to its 52-week range of 123 to 136. Call put ratio 1 call to 1.9 puts with a focus on 15K contracts of August 80 puts.

Option IV into quarter results

Netflix (NFLX) July call option implied volatility is at 190, August is at 52; compared to its 52-week range of 25 to 50. Call put ratio 1.9 calls to 1 put with a focus on July 75 calls into the expected release of quarter results today after the bell.

Alcoa (AA) July call option implied volatility is at 175, August is at 61; compared to its 52-week range of 62 to 78. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

3M Co. (MMM) July call option implied volatility is at 49, August is at 34; compared to its 52-week range of 21 to 40. Call put ratio 8.9 calls to 1 put with q focus on July 170 calls into the expected release of quarter results before the bell on July 17.

Travelers (TRV) July call option implied volatility is at 80, August is at 26; compared to its 52-week range of 17 to 30. Call put ratio 1 call to 1.8 put with a focus on July 320 puts into the expected release of quarter results before the bell on July 17.

Truist Financial Corp. (TFC) July call option implied volatility is at 65, August is at 28; compared to its 52-week range of 19 to 39. Call put ratio 12.3 calls to 1 put with a focus on December 55 calls into the expected release of quarter results before the bell on July 17.

Fifth Third Bancorp (FITB) July call option implied volatility is at 80, August is at 40; compared to its 52-week range of 21 to 48. Call put ratio 90 calls to 1 put with a focus on 1600 contracts of July 60 calls into the expected release of quarter results before the bell on July 17.

Regions Financial (RF) July call option implied volatility is at 100, August is at 33; compared to its 52-week range of 21 to 47. Call put ratio 41 calls to 1 put with a focus on August 30 and November 35 calls into the expected release of quarter results before the bell on July 17.

Options with decreasing option implied volatility: ATAI ERIC STRC UNH
Increasing unusual option volume: CFG ATAI IHI MUU RHI MAT CCCC JBHT ROL QSR PLD
Increasing unusual call volume: IHI CFG MAT ATAI MUU ROL PLD SYK QSR FITB IMAX RUN
Increasing unusual put volume: ATAI MUU SPIR MAGS VLO KORU WEAT APPS PLAY DFTX ASTX EWS CELC BRUN