Mid-session IV Report April 13, 2026

Mid-session IV Report April 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: CAR OGN WOLF ABVX NET WLAC LWLG LUNR PBRA NU CSCO TERN
Popular stocks with increasing option volume: CRWV MU GOOGL SOFI NFLX AVGO MRVL NOK

Active options: TSLA NVDA INTC AMZN AAPL PLTR MSFT CRWV META AMD MU GOOGL SOFI NFLX AVGO MRVL NOK NBIS ONDS POET

Option IV into quarter results and outlook

JPMorgan (JPM) April call option implied volatility is at 43, May is at 27; compared to its 52-week range of 18 to 41. Call put ratio 1 call to 1 put into expected release of quarter results before the bell on April 14.

Wells Fargo (WFC) April call option implied volatility is at 51, May is at 36; compared to its 52-week range of 22 to 50. Call put ratio 1 call to 2 puts into expected release of quarter results before the bell on April 14.

BlackRock (BLK) call option implied volatility is at 57, May is at 34; compared to its 52-week range of 18 to 42. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on April 14.

Johnson & Johnson (JNJ) April call option implied volatility is at 46, May is at 26; compared to its 52-week range of 13 to 29. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 14.

Citigroup (C) April call option implied volatility is at 50, May is at 36; compared to its 52-week range of 24 to 53. Call put ratio 1.2 calls to 1 put into expected release of quarter results before the bell on April 14.

Bank of America (BAC) April call option implied volatility is at 47, May is at 27; compared to its 52-week range of 20 to 46. Call put ratio 2.4 calls to 1 put into expected release of quarter results before the bell on April 15.

PNC Financial Services (PNC) April call option implied volatility is at 51, May is at 35; compared to its 52-week range of 20 to 47. Call put ratio 1.5 calls to 1 put into expected release of quarter results before the bell on April 15.

Morgan Stanley (MS) April call option implied volatility is at 50, May is at 33; compared to its 52-week range of 22 to 51. Call put ratio 1 call to 1.1 puts with a focus on April options into expected release of quarter results before the bell on April 15.

U.S. Bancorp (USB) April call option implied volatility is at 58, May is at 33; compared to its 52-week range of 19 to 49. Call put ratio 1.3 calls to 1 put into expected release of quarter results before the bell on April 16.

Movement

Adobe Systems (ADBE) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 58. Call put ratio 1 call to 1 put as share price up 3.3%.

lululemon athletica (LULU) 30-day option implied volatility is at 45; compared to its 52-week range of 34 to 73. Call put ratio 1 call to 1.8 puts with a focus on May 160 calls as share price down 2.2%.

Autodesk (ADSK) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 54. Call put ratio 2.4 calls to 1 put with a focus on April calls.

Veeva Systems (VEEV) 30-day option implied volatility is at 49; compared to its 52-week range of 23 to 63. Call put ratio 1 call to 1.5 puts with a focus on May options as share price up 1.8%.

Options with decreasing option implied volatility: SOLT RVMD LEVI GLL HUM STZ UNH SSO EWJ WBD JEPQ
Increasing unusual option volume: REPL ALLO CORN ALMU IDYA TPG CNK PLCE IVR VIST TVTX
Increasing unusual call option volume: ALLO CORN CNK ALMU ADMA JBL SPIR OGN REPL ORBS LWLG CANE RVMD
Increasing unusual put option volume: TVTX ASTX BW NUAI SCO CPB BNO LUMN LWLG RVMD AEHR KMX