Mid-session IV Report April 15, 2026

Mid-session IV Report April 15, 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: WOLF ABVX IONQ OGN SE KVUE BULL IONQ

Popular stocks with increasing option volume: XOM HOOD SNAP ORCL MU AVGO SOFI NOW BAC PLTR NKE

Active options: NVDA XOM TSLA AAPL MSFT HOOD SNAP META ORCL BULL AMZN MU AVGO SOFI EOSE NOW BAC PLTR AMD NKE

Option IV into quarter results

Netflix (NFLX) April call option implied volatility is at 110, May is at 42; compared to its 52-week range of 25 to 53. Call put ratio 2.6 calls to 1 put with a focus on April 105 and 106 calls into the expected release of quarter results after the bell on April 16.

U.S. Bancorp (USB) April call option implied volatility is at 55, May is at 27; compared to its 52-week range of 19 to 40. Call put ratio 1 call to 6.3 puts with a focus on April puts into expected release of quarter results before the bell on April 16.

PepsiCo (PEP) April call option implied volatility is at 75, May is at 29; compared to its 52-week range of 17 to 32. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on April 16.

Abbott (ABT) April call option implied volatility is at 77, May is at 36; compared to its 52-week range of 17 to 34. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 16.

Charles Schwab (SCHW) April call option implied volatility is at 74, May is at 39; compared to its 52-week range of 20 to 40. Call put ratio 1 call to 3.7 puts with the focus on a spreader of 8100 contracts of April 95 and 97 puts into the expected release of quarter results before the bell on April 16.

Prologis (PLD) April call option implied volatility is at 50, May is at 30; compared to its 52-week range of 19 to 36. Call put ratio 9 calls to 1 put into the expected release of quarter results before the bell on April 16.

BNY Mellon (BK) April call option implied volatility is at 69, May is at 42; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3.3 puts with a focus on March 2027 125 puts into the expected release of quarter results before the bell on April 16.

Travelers (TRV) April call option implied volatility is at 60, May is at 34; compared to its 52-week range of 17 to 33. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 16.

Citizens Financial Group (CFG) April call option implied volatility is at 83, May is at 34; compared to its 52-week range of 22 to 44. Call put ratio 6 calls to 1 put with a focus on July calls into the expected release of quarter results before the bell on April 16.

Alcoa (AA) April call option implied volatility is at 127, May is at 73; compared to its 52-week range of 43 to 78. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on April 16.

Truist Financial Corp. (TFC) April call option implied volatility is at 66, May is at 32; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on April 17.

Fifth Third Bancorp (FITB) April call option implied volatility is at 85, May is at 37; compared to its 52-week range of 21 to 48. Call put ratio 1 call to 2.4 puts into the expected release of quarter results before the bell on April 17.

State Street (STT) April call option implied volatility is at 93, May is at 36; compared to its 52-week range of 20 to 43. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on April 17.

Ally Financial (ALLY) April call option implied volatility is at 112, May is at 45; compared to its 52-week range of 25 to 60. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on April 17.

Movement

Avis Budget Group (CAR) 30-day option implied volatility is at 198; compared to its 52-week range of 38 to 200. Call put ratio 1 call to 1.9 puts amid wide price movement.

Robinhood (HOOD) 30-day option implied volatility is at 74; compared to its 52-week range of 50 to 93. Call put ratio 4.3 calls to 1 put with a focus on April 24 weekly calls and 1500 contracts of June 170 calls as share price up 7.3%.

Adobe Systems (ADBE) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 58. Call put ratio 1.2 calls to 1 put as share price up 2.6%.

Papa John’s (PZZA) 30-day option implied volatility is at 60; compared to its 52-week range of 41 to 86. Call put ratio 8 calls to 1 put with a focus on a spreader of June 40 and 45 calls.

Yum! Brands (YUM) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 4.3 puts with a focus on April 160 puts.

Veeva Systems (VEEV) 30-day option implied volatility is at 46; compared to its 52-week range of 23 to 63. Call put ratio 6.3 calls to 1 put with a focus on April calls as share price up 3.4%.

Options with decreasing option implied volatility: VISN BBBY RVMD GSAT KMX GLL STZ FAST
Increasing unusual option volume: TKO ALMU NTRA ALLO ARQQ RSP ERAS INO CAR SOLZ
Increasing unusual call option volume: ALMU ARQQ SOLZ INO ERAS BOX AXTI CAR CHGG
Increasing unusual put option volume: RSP CARR PONY CAR AMBA STNE BK TSEM EWT SIDU