Daily IV Report
Mid-session IV Report April 23, 2026
Mid-session IV Report April 23, 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 TLRY FCEL NVTS […]
Mid-session IV Report April 23, 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 TLRY FCEL NVTS POET NN ASAN DECK SIRI TGT ROST AES WBD ASGN NUCL SRAD PBR VALE KR AES WBD
Popular stocks with increasing option volume: INTC NOK PCG NOW MU ORCL PLTR MSTR
Active options: TSLA NVDA AAPL MSFT INTC NOK PCG AMD AMZN NOW MU NFLX QS ORCL PLTR MSTR OKLO META SMCI APLD
Option IV into quarter results
Intel (INTC) April 24 call option implied volatility is at 199, May is at 79; compared to its 52-week range of 38 to 77. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Procter & Gamble (PG) April 24 call option implied volatility is at 72, May is at 28; compared to its 52-week range of 16 to 29. Call put ratio 4.1 calls to 1 put into the expected release of quarter results before the bell on April 24.
Southern Copper Corp. (SCCO) April 24 call option implied volatility is at 113, May is at 67; compared to its 52-week range of 29 to 66. Call put ratio 6.1 calls to 1 put with a focus on June 220 and 230 calls into the expected release of quarter results before the bell on April 24.
Charter Communications (CHTR) April 24 call option implied volatility is at 278, May is at 78; compared to its 52-week range of 27 to 75. Call put ratio 1 call to 7.3 puts with a focus on June 220 and 250 puts into the expected release of quarter results before the bell on April 24.
HCA Holdings (HCA) May call option implied volatility is at 46, June is at 37; compared to its 52-week range of 20 to 44. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on April 24.
SLB (SLB) April 24 call option implied volatility is at 87, May is at 45; compared to its 52-week range of 29 to 47. Call put ratio 7.9 calls to 1 put with a focus on 5K contracts of August 55 calls into the expected release of quarter results before the bell on April 24.
Options with decreasing option implied volatility: MESO NKTR NFLX ISRG ALLY
Increasing unusual option volume: CAR NMAX VFS OBE ALM KDP YSS WOLF
Increasing unusual call option volume: NMAX KDP CAR OBE ALM ETR EVTL GRPN JBL
Increasing unusual put option volume: CAR TMDX WOLF EWU POET BB NOK BKR ACMR JBL MSOS TXN
