Mid-session IV Report April 16, 2026

Mid-session IV Report April 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: OGN QUBT RGTI SE GME

Popular stocks with increasing option volume: SNAP TSM QBTS C NVO UBER BABA SMR WMT NIO U WFC SCHW XOM LCID
Active options: TSLA META SNAP WULF TSM QBTS C NVO UBER BABA SMR WMT NIO U WFC UPST SGHC UUUU SCHW XOM

Software option IV movement

Oracle (ORCL) 30-day call option implied volatility is at 55; compared to its 52-week range of 28 to 77 with a focus on May190 and 230 calls. Call put ratio 3.4 calls to 1 put as share price up 3%.

ServiceNow (NOW) 30-day call option implied volatility is at 70; compared to its 52-week range of 27 to 76. Call put ratio 5.5 calls to 1 put as share price up 1.6%.

Salesforce (CRM) 30-day call option implied volatility is at 43; compared to its 52-week range of 25 to 61. Call put ratio 3 calls to 1 put as share price up 1%.

Workday (WDAY) 30-day call option implied volatility is at 58; compared to its 52-week range of 24 to 66. Call put ratio 1.1 calls to 1 put with a focus on June calls.

Option IV into quarter results

Netflix (NFLX) April call option implied volatility is at 144, May is at 42; compared to its 52-week range of 25 to 53. Call put ratio 6.4 calls to 1 put with a focus on April 105, 107 and 108 calls into the expected release of quarter results today after the bell.

Alcoa (AA) April call option implied volatility is at 139, May is at 67; compared to its 52-week range of 43 to 78. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Truist Financial Corp. (TFC) April call option implied volatility is at 88, May is at 33; compared to its 52-week range of 19 to 39. Call put ratio 3.3 calls to 1 put into the expected release of quarter results before the bell on April 17.

Fifth Third Bancorp (FITB) April call option implied volatility is at 120, May is at 41; compared to its 52-week range of 21 to 48. Call put ratio 86 calls to 1 put with a focus on May and June calls 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 1.2 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 132, May is at 41; compared to its 52-week range of 25 to 60. Call put ratio 19 calls to 1 put with a focus on April and May 43 calls into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: VISN BBBY RVMD GSAT KMX GLL OBDC BKLN
Increasing unusual option volume: CHGG CIM NRGV SES URNM SGHC OGN PSEC ARQQ FBIO ACHV
Increasing unusual call option volume: CHGG NRGV URNM SES ARQQ PSEC CMPX SGHC RUM TME ORBS ALMU ACHV EVTL AEHR
Increasing unusual put option volume: NUAI OGN AEHR REPL JBHT