Mid-session IV Report April 2, 2026

Mid-session IV Report April 2, 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: NN CMG BKLN WBD VITL SOXS LYFT W KODK VG TLRY RCL RIVN UPRO ABNB CMCSA EEM MAGS EWJ EFA DIS

Popular stocks with increasing option volume: INTC MSTR NKE PLTR SOFI HOOD NFLX SNDK OXY XOM

Active options: NVDA TSLA MU AAPL INTC AMD META MSTR NKE PLTR GOOGL AMZN SOFI MSFT HOOD NFLX SNDK OXY XOM CIFR

United States Oil Fund (USO) 30-day option implied volatility is at 95; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.2 puts as share price up 8%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 65; compared to its 52-week range of 22 to 111. Call put ratio 1.6 calls to 1 put with a focus on April 70 calls as share price down 3%.

Option IV

Sandisk (SNDK) 30-day option implied volatility is at 110; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.3 puts amid wide price movement.

Western Digital (WDC) 30-day option implied volatility is at 87; compared to its 52-week range of 33 to 93. Call put ratio 1.3 calls to 1 put as share price down 3.4%.

Micron Technology (MU) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 87. Call put ratio 1.3 calls to 1 put as share price down 2.4%.

Taiwan Semi (TSM) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.3 puts as share price down 1.3%.

Options with decreasing option implied volatility: LW NKE TMF TLT IEF LQD HYG
Increasing unusual option volume: PRMB BIZD EWG CORN NTNX SCO
Increasing unusual call option volume: PRMB NTNX SCO DRIP ECH UNIT ACMR KODK
Increasing unusual put option volume: BIZD EWG LAES RXT SCO VITL SILJ CLX JBL BW