Mid-session IV Report April 7, 2026

Mid-session IV Report April 7, 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 VITL DUOL ABVX

Popular stocks with increasing option volume: MU INTC PLTR UAL MSTR SOFI AVGO SMCI SPCE HOOD

Active options: TSLA NVDA AMD AMZN MU META INTC NFLX MSFT GOOGL PLTR UAL MSTR SOFI BMNR MARA AVGO SMCI SPCE HOOD

Apple (AAPL) 30-day option implied volatility is at 34; compared to its 52-week range of 18 to 64. Call put ratio 1 call to 1 put as share price down 3.8%.

Dell Technologies (DELL) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 86. Call put ratio 3.7 calls to 1 put with a focus on June calls as share price near upper end of range.

Sandisk (SNDK) 30-day option implied volatility is at 108; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put as share price down 2.8%.

Western Digital (WDC) 30-day option implied volatility is at 87; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1 put as share price down 1.5%.

Micron Technology (MU) 30-day option implied volatility is at 73; compared to its 52-week range of 38 to 87. Call put ratio 1.9 calls to 1 put as share price down 2.9%.

Taiwan Semi (TSM) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.7 puts as share price down 1.5%.

Option IV into quarter results and outlook

Levi (LEVI) April 10 weekly call option implied volatility is at 120, April is at 78; compared to its 52-week range of 28 to 88. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Delta Air Lines (DAL) April 10 weekly call option implied volatility is at 98, April is at 68; compared to its 52-week range of 34 to 89. Call put ratio 4.3 calls to 1 put with a focus on April 70 and 80 calls into the expected release of quarter results before the bell on April 8.

Constellation Brands (STZ) April 10 weekly call option implied volatility is at 91, April is at 55; compared to its 52-week range of 24 to 53 with a focus on 500 contracts of April 10 weekly 152.50 calls into the expected release of quarter results after the bell on April 8.

Applied Digital (APLD) April 10 weekly call option implied volatility is at 200, April is at 146; compared to its 52-week range of 81 to 147. Call put ratio 3.1 calls to 1 put with a focus on September 60 calls into the expected release of quarter results after the bell on April 8.

Movers

Paramount Skydance Corporation (PSKY) 30-day option implied volatility is at 73; compared to its 52-week range of 45 to 97. Call put ratio 6 calls to 1 put with a focus on April 10 weekly 11 calls as share price up 8%.

Options with decreasing option implied volatility: LW HUM RH NKE UNH CAG SYY LQD
Increasing unusual option volume: TERN CORN IVZ ATLX SPCE
Increasing unusual call option volume: TERN IVZ SPCE PUMP WGS CAR
Increasing unusual put option volume: TSEM CAR UNH CVS