Mid-session IV Report April 27, 2026

Mid-session IV Report April 27, 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: SMMT ARM NN ANF SGMT LFVN S CVI ZS ZIM RVMD PZZA CPRX GAP BURL DLTR CRM BBY PDD COST

Popular stocks with increasing option volume: MU PLTR GOOGL ORCL NFLX CRWV

Active options: NVDA TSLA INTC AMD AMZN AAPL MU MSFT MSTR META PLTR GOOGL ORCL NFLX CRWV SMCI IREN MARA HIMS POET

Option IV into quarter results and outlook

Visa (V) May 1 weekly call option implied volatility is at 48, May is at 30; compared to its 52-week range of 16 to 33. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on April 28.

Coca-Cola (KO) May 1 weekly call option implied volatility is at 36, May is at 25; compared to its 52-week range of 13 to 24. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 28.

T-Mobile (TMUS) May 1 weekly call option implied volatility is at 70, May is at 44; compared to its 52-week range of 19 to 40. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on April 28.

Corning (GLW) May 1 weekly call option implied volatility is at 139, May is at 92; compared to its 52-week range of 22 to 78. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 28.

Seagate Technology (STX) May 1 weekly call option implied volatility is at 149, May is at 97; compared to its 52-week range of 31 to 87. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on April 28.

BP plc (BP) May 1 weekly call option implied volatility is at 52, May is at 38; compared to its 52-week range of 21 to 39. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on April 28.

Starbucks (SBUX) May 1 weekly call option implied volatility is at 81, May is at 47; compared to its 52-week range of 26 to 47. Call put ratio 1 call to 2 puts into the expected release of quarter results after the bell on April 28.

Robinhood (HOOD) May 1 weekly call option implied volatility is at 116, May is at 82; compared to its 52-week range of 50 to 93. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on April 28.

Spotify (SPOT) May 1 weekly call option implied volatility is at 118, May is at 70; compared to its 52-week range of 33 to 62. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on April 28.

UPS (UPS) May 1 weekly call option implied volatility is at 77, May is at 47; compared to its 52-week range of 22 to 46. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on April 28.

General Motors (GM) May 1 weekly call option implied volatility is at 85, May is at 50; compared to its 52-week range of 25 to 47. Call put ratio 2.8 calls to 1 put with a focus on May 78 calls into the expected release of quarter results before the bell on April 28.

Alphabet (GOOG) May 1 weekly call option implied volatility is at 66, May is at 41; compared to its 52-week range of 25 to 44. Call put ratio 2.1 calls 1 put into the expected release of quarter results after the bell on April 29.

Microsoft (MSFT) May 1 weekly call option implied volatility is at 80, May is at 46; compared to its 52-week range of 16 to 39. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on April 29.

Amazon (AMZN) May 1 weekly call option implied volatility is at 87, May is at 49; compared to its 52-week range of 23 to 50. Call put ratio 2.5 calls to 1 put with a focus on May 1 weekly 1 calls into the expected release of quarter results after the bell on April 29.

Meta Platforms (META) May 1 weekly call option implied volatility is at 87, May is at 51; compared to its 52-week range of 24 to 49. Call put ratio 2.1 calls 1 1 put into the expected release of quarter results after the bell on April 29.

Options with decreasing option implied volatility: CAR OGN BBBY CMPS COUR BB BSX ISRG WU KDP UNH
Increasing unusual option volume: QGEN OGN SGMT CMPX CAR
Increasing unusual call option volume: OGN CMPX FETH PBRA SRAD PBI DPZ
Increasing unusual put option volume: POET DPZ OGN CAR TSSI SEI NOK RUM