Mid-session IV Report April 29, 2026

Mid-session IV Report April 29, 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 ANF AES WBD CANE WBD

Popular stocks with increasing option volume: SOFI INTC HOOD PLTR NOK MU ORCL COIN NFLX

Active options: NVDA TSLA SOFI INTC HOOD AAPL PLTR AMZN NOK MU POET MSFT AMD BE ONDS ORCL COIN NFLX CAR BBAI

United States Oil Fund (USO) 30-day option implied volatility is at 72; compared to its 52-week range of 26 to 128. Call put ratio 1 calls to 1.1 puts with a focus on 2500 contracts of May 125 puts as share price up 4.7%.

Option IV into quarter results

Alphabet (GOOG) May 1 weekly call option implied volatility is at 88, May is at 43; compared to its 52-week range of 25 to 44. Call put ratio 1.3 calls 1 put with a focus on May 1 weekly 350 calls into the expected release of quarter results today after the bell.

Microsoft (MSFT) May 1 weekly call option implied volatility is at 113, May is at 51; compared to its 52-week range of 16 to 39. Call put ratio 2.2 calls to 1 put with a focus on May 1 weekly 425 and 430 calls into the expected release of quarter results today after the bell.

Amazon (AMZN) May 1 weekly call option implied volatility is at 121, May is at 52; compared to its 52-week range of 23 to 50. Call put ratio 2.8 calls to 1 put with a focus on May 8 weekly 260, 265 and 270 calls into the expected release of quarter results today after the bell.

Meta Platforms (META) May 1 weekly call option implied volatility is at 120, May is at 55; compared to its 52-week range of 24 to 49. Call put ratio 1.7 calls 1 put with a focus

KLA Corporation (KLAC) May call option implied volatility is at 68, June is at 55; compared to its 52-week range of 31 to 64. Call put ratio 1 call to 1.8 puts into the expected release of quarter results today after the bell.

General Dynamics (GD) May 1 weekly call option implied volatility is at 60, May is at 34; compared to its 52-week range of 13 to 33. Call put ratio 3 calls to 1 put with a focus on June 360 calls into the expected release of quarter results today after the bell.

Ford Motor (F) May 1 weekly call option implied volatility is at 92, May is at 47; compared to its 52-week range of 23 to 46. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

eBay (EBAY) May 1 weekly call option implied volatility is at 135, May is at 59; compared to its 52-week range of 20 to 55. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

Apple (AAPL) May 1 weekly call option implied volatility is at 66, May is at 32; compared to its 52-week range of 18 to 35. Call put ratio 1.6 calls to 1 put with a focus on May 1 weekly calls 270 calls into the expected release of quarter results after the bell on April 30.

Eli Lilly & Co. (LLY) May 1 weekly call option implied volatility is at 110, May is at 55; compared to its 52-week range of 27 to 49. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on April 30.

MasterCard (MA) May 1 weekly call option implied volatility is at 70, May is at 34; compared to its 52-week range of 17 to 32. Call put ratio 2.3 calls to 1 put with a focus on May 1 weekly calls as share price up 3.8% into the expected release of quarter results before the bell on April 30.

Caterpillar (CAT) May 1 weekly call option implied volatility is at 99, May is at 53; compared to its 52-week range of 21 to 51. Call put ratio 1 call to 3.7 puts into the expected release of quarter results before the bell on April 30.

Merck (MRK) May 1 weekly call option implied volatility is at 89, May is at 42; compared to its 52-week range of 22 to 40. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on April 30.

Amgen (AMGN) May 1 weekly call option implied volatility is at 77, May is at 37; compared to its 52-week range of 20 to 40. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on April 30.

Sandisk (SNDK) May 1 weekly call option implied volatility is at 221, May is at 130; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on April 30.

Options with decreasing option implied volatility: CAR OGN TLRY ENPH COUR PENN TXN NOW CHTR SOFI SAP IBM CNC LVS CZR UPS URI KDP SBUX CMCSA WU KMB VZ
Increasing unusual option volume: ICLN EH CAR CABA IMPP SIMO PRMB CVI VSAT
Increasing unusual call option volume: EH IMPP SIMO PRMB CAR CVI NXPI ICLN KOPN
Increasing unusual put option volume: CAR HUN POET VSAT BK NKTR NTLA BKNG SO APH CRH