Mid-session IV Report April 22, 2026

Mid-session IV Report April 22, 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 BBBY FCEL POET RUM BB ASAN DECK UMC TGT ZIM ROST AES GME NMAX POET

Popular stocks with increasing option volume: MSTR MU INTC PLTR NFLX BA COIN AVGO

Active options: AAPL NVDA MSTR AMD TSLA MSFT MU POET AMZN FRMI META ASTS INTC PLTR NFLX GOOGL BA GME COIN AVGO

Option IV into quarter results

Tesla (TSLA) April 24 call option implied volatility is at 90, May is at 49; compared to its 52-week range of 39 to 82. Call put ratio 1.5 call to 1 put into the expected release of quarter results today after the bell.

Lam Research (LRCX) April 24 call option implied volatility is at 120, May is at 75; compared to its 52-week range of 32 to 76. Call put ratio 1 call to 2.4 puts into the expected release of quarter results today after the bell.

IBM (IBM) April 24 call option implied volatility is at 112, May is at 49; compared to its 52-week range of 21 to 55. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Texas Instruments (TXN) April 24 call option implied volatility is at 115, May is at 49; compared to its 52-week range of 24 to 49. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

ServiceNow (NOW) April 24 call option implied volatility is at 158, May is at 77; compared to its 52-week range of 27 to 76. Call put ratio 2.9 calls to 1 put into the expected release of quarter results today after the bell.

CSX Corp. (CSX) April 24 call option implied volatility is at 71, May is at 32; compared to its 52-week range of 19 to 35. Call put ratio 4.2 calls to 1 put with a focus on April 24 weekly calls into the expected release of quarter results today after the bell.

Las Vegas Sands (LVS) April 24 call option implied volatility is at 124, May is at 48; compared to its 52-week range of 26 to 58. Call put ratio 1 call to 3.6 puts with a focus on April 24 weekly 58 puts into the expected release of quarter results today after the bell.

Southwest Airlines (LUV) April 24 call option implied volatility is at 140, May is at 70; compared to its 52-week range of 29 to 66. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Intel (INTC) April 24 call option implied volatility is at 159, May is at 79; compared to its 52-week range of 38 to 77. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on April 23.

American Express (AXP) April 24 call option implied volatility is at 72, May is at 37; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 1.2 puts into the expected release of quarter results on before the bell on April 23.

SAP SE (SAP) April 24 call option implied volatility is at 143, May is at 57; compared to its 52-week range of 22 to 52. Call put ratio 4.5 calls to 1 put into the expected release of quarter results after the bell on April 23.

Honeywell (HON) April 24 call option implied volatility is at 74, May is at 38; compared to its 52-week range of 16 to 33. Call put ratio 3.8 calls to 1 put into the expected release of quarter results before the bell on April 23.

Lockheed Martin (LMT) April 24 call option implied volatility is at 84, May is at 38; compared to its 52-week range of 19 to 41. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on April 23.

Newmont (NEM) April 24 call option implied volatility is at 115, May is at 61; compared to its 52-week range of 31 to 63. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on April 23.

Blackstone (BX) April 24 call option implied volatility is at 94, May is at 52; compared to its 52-week range of 26 to 55. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on April 23.
Freeport-McMoran (FCX) April 24 call option implied volatility is at 88, May is at 53; compared to its 52-week range of 33 to 64. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on April 23.

Comcast (CMCSA) April 24 call option implied volatility is at 99, May is at 42; compared to its 52-week range of 21 to 41. Call put ratio 3.7 calls to 1 put into the expected release of quarter results before the bell on April 23.

Procter & Gamble (PG) April 24 call option implied volatility is at 150, May is at 80; compared to its 52-week range of 16 to 29. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on April 24.

Options with decreasing option implied volatility: MESO NKTR NFLX PEP
Increasing unusual option volume: NMAX CAR NXDR FFAI QFIN VICR CP DINO POET VFS FRMI GRPN DOV TEL
Increasing unusual call option volume: NMAX NXDR VICR CP BLNK FRMI FFAI GRPN CAR DINO KDP HELP POET
Increasing unusual put option volume: CAR NN CMPS POET EQT FFAI IQ REPL AMT OCGN STNG CORZ FRMI