Mid-session IV Report April 9, 2026

Mid-session IV Report April 9, 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 VISN AAOI HTZ VITL DUOL LYFT TTD PLTR FTNT AKAM KVUE WLAC TWLO NU

Popular stocks with increasing option volume: AVGO SOFI BB SNDK HOOD COIN AAL CRM UBER CSX RIOT CAR

Active options: TSLA INTC AMZN AMD AAPL GOOGL APLD AVGO SOFI WULF BB SNDK HOOD COIN AAL CRM UBER IREN CSX RIOT

Bank option IV into quarter results and outlook

Goldman Sachs (GS) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 67. Call put ratio 1 call to 1 put into quarter results expected to be released before the bell on April 13.

JPMorgan (JPM) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 50. Call put ratio 1.4 calls to 1 put into expected release of quarter results before the bell on April 14.

Wells Fargo (WFC) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 57. Call put ratio 1 call to 1.4 puts into expected release of quarter results before the bell on April 14.

Citigroup (C) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 59. Call put ratio 1 calls to 1 put into expected release of quarter results before the bell on April 14.

PNC Financial Services (PNC) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 53. Call put ratio 1.4 calls to 1 put into expected release of quarter results before the bell on April 15.

Morgan Stanley (MS) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 60. Call put ratio 3.5 calls to 1 put with a focus on January calls into expected release of quarter results before the bell on April 15.

Bank of America (BAC) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 53. Call put ratio 2.2 calls to 1 put into expected release of quarter results before the bell on April 15.

U.S. Bancorp (USB) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 57. Call put ratio 1.3 calls to 1 put into expected release of quarter results before the bell on April 16.

Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 39. Call put ratio 1.4 calls to 1 put into bank earnings and outlooks.

Movers

Avis Budget Group (CAR) 30-day option implied volatility is at 171; compared to its 52-week range of 38 to 169. Call put ratio 1 call to 1.3 puts amid sharp rally.

Hertz Global (HTZ) 30-day option implied volatility is at 126; compared to its 52-week range of 68 to 227. Call put ratio 4 call to 1 put as share price up 5%.

Options with decreasing option implied volatility: LEVI UNH WBD AES
Increasing unusual option volume: PROP ORBS VIST DRAM MAPS SPIR BB PFF STAA CORN
Increasing unusual call option volume: ORBS PROP SPIR ROK BB CORN CAR QSR
Increasing unusual put option volume: SLNO CSX HWM UUP AEHR CAR BKR STZ DAR ALL AXTI SA CRCG