Mid-session IV Report April 8, 2026

Mid-session IV Report April 8, 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 LYFT TTD ABVX AKAM DRAM ADT

Popular stocks with increasing option volume: INTC MU SOFI AAL PLTR NFLX HOOD AVGO MSTR SNDK

Active options: NVDA TSLA AMZN AAPL INTC MU MSFT META AMD SOFI AAL GOOGL PLTR NFLX HOOD AVGO GOOG MSTR SNDK BMNR

Memory option IV

Sandisk (SNDK) 30-day option implied volatility is at 104; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put as share price up 10.2%.

Western Digital (WDC) 30-day option implied volatility is at 83; compared to its 52-week range of 33 to 93. Call put ratio 1.6 calls to 1 put as share price up 8.4%.

Micron Technology (MU) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 87. Call put ratio 1.8 calls to 1 put as share price up 7.7%.

Option IV into quarter results and outlook

Constellation Brands (STZ) April 10 weekly call option implied volatility is at 100, April is at 55; compared to its 52-week range of 24 to 51. Call put ratio 1 call to 1.9 puts 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 205, April is at 138; compared to its 52-week range of 81 to 147. Call put ratio 3.8 calls to 1 put with a focus on April 10 weekly 28 calls into the expected release of quarter results after the bell on April 8.

BP plc (BP) April 10 weekly call option implied volatility is at 160, April is at 90; compared to its 52-week range of 40 to 80. Call put ratio 27 calls to 1 put with a focus on April 4 calls into the expected release of quarter results before the bell on April 9.

Options with decreasing option implied volatility: MSTX LW LABU RH FAS NKE SDOW UPRO DAL UNH QLD LEVI CAG WFC XBI BKLN
Increasing unusual option volume: FND CORN IDYA QNCX DBA VEA OMEX CANE SCO
Increasing unusual call option volume: CORN VEA CANE OMEX SCO DBA DRIP NVD LEVI
Increasing unusual put option volume: IBB TSEM EWG LYB SCO AEHR KOS ASTX CF URA