Mid-session IV Report April 20, 2026

Mid-session IV Report April 20, 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: BBBY INFQ CMPS RUM ATAI BULL BB UMC DECK TGT WBD SMTC UMC MESO SNOW NVDA BSX BBY ADI USAR WMT

Popular stocks with increasing option volume: MSTR ASTS INTC MRVL PLTR SOFI AAL HOOD BULL MU NKE

Active options: NVDA TSLA AAPL MSFT META AMD AMZN NFLX MSTR ASTS INTC MRVL PLTR SOFI AAL HOOD BULL POET MU NKE

Option IV into quarter results

GE Aerospace (GE) April 24 call option implied volatility is at 70, May is at 46; compared to its 52-week range of 24 to 48. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on April 21.

UnitedHealth Group (UNH) April 24 call option implied volatility is at 73, May is at 39; compared to its 52-week range of 29 to 75. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 21.

RTX (RTX) April 24 call option implied volatility is at 62, May is at 34; compared to its 52-week range of 18 to 39. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 21.

United Airlines (UAL) April 24 call option implied volatility is at 91, May is at 65; compared to its 52-week range of 39 to 77. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on April 21.

Intuitive Surgical (ISRG) April 24 call option implied volatility is at 83, May is at 43; compared to its 52-week range of 24 to 50. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on April 21.

Danaher (DHR) April 24 call option implied volatility is at 64, May is at 34; compared to its 52-week range of 22 to 45. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 21.

Capital One Financial (COF) April 24 call option implied volatility is at 67, May is at 41; compared to its 52-week range of 24 to 52. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on April 21.

Northrop Grumman (NOC) May call option implied volatility is at 36, June is at 33; compared to its 52-week range of 16 to 38. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on April 21.

3M Co. (MMM) April 24 call option implied volatility is at 65, May is at 36; compared to its 52-week range of 21 to 49. Call put ratio 3.9 calls to 1 put with a focus on 4900 contracts of April 24 weekly calls into the expected release of quarter results before the bell on April 21.

D. R. Horton (DHI) April 24 call option implied volatility is at 77, May is at 45; compared to its 52-week range of 30 to 49. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on April 21.

Interactive Brokers (IBKR) April 24 call option implied volatility is at 65, May is at 45; compared to its 52-week range of 32 to 57. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on April 21.

Halliburton (HAL) April 24 call option implied volatility is at 66, May is at 45; compared to its 52-week range of 30 to 52. Call put ratio 2.7 calls to put into the expected release of quarter results before the bell on April 21.

Western Alliance Bancorporation (WAL) May call option implied volatility is at 52, June is at 48; compared to its 52-week range of 29 to 80. Call put ratio 5.1 calls to 1 put into the expected release of quarter results after the bell on April 21.

Tesla (TSLA) April 24 call option implied volatility is at 74, May is at 48; compared to its 52-week range of 39 to 82. Call put ratio 1.2 call to 1 put into the expected release of quarter results after the bell on April 22.

Protein company option IV

Hormel Foods (HRL) 30-day option implied volatility is at 25; compared to its 52-week range of 17 to 37. Call put ratio 3.2 calls to 1 put with a focus on May 8 weekly 21 calls.

Tyson Foods (TSN) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 37. Call put ratio 1.3 calls to 1 put with a focus on May options.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 36, compared to its 52-week range of 25 to 42. Call put ratio 3.8 calls to 1 put with a focus on May 33 and 35 calls.

JBS (JBS) 30-day option implied volatility is at 33, compared to its 52-week range of 21 to 52. Call put ratio 1 call to 1.3 puts with a focus on May 17.50 puts.

Gamers Entertainment option IV

DraftKings (DKNG) 30-day option implied volatility is at 67; compared to its 52-week range of 34 to 81. Call put ratio 2.4 calls to 1 put with a focus on November 35 calls.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 67; compared to its 52-week range of 25 to 72. Call put ratio 1.3 calls to 1 put.

Caesars Entertainment (CZR) 30-day option implied volatility is at 56; compared to its 52-week range of 41 to 73. Call put ratio 4.3 calls to 1 put with a focus on June 30 calls.

MGM Resorts (MGM) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 61. Call put ratio 5.3 calls to 1 put with a focus on April 24 weekly calls.

Las Vegas Sands (LVS) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 58. Call put ratio 1 call to 4.4 puts with a focus on a spreader of 1875 contracts of April 24 weekly 54 and 56 puts.

Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 54. Call put ratio 1 call to 2 puts with a focus on a spreader of June 110 and 115 puts.

Options with decreasing option implied volatility: GSAT NKTR KDK KMX NFLX ALLY PEP PNC UUP
Increasing unusual option volume: DC SMTC WT ATAI YSS CMPS BB GXO LXU BMEA
Increasing unusual call option volume: SMTC WT ATAI CMPS DC BB LXU BMEA FRMI BHC NEXA
Increasing unusual put option volume: EXE INFQ BB NKTR LION FLEX SEDG CMPS SIDU VZLA HWM