Mid-session IV Report August 3, 2026

Mid-session IV Report August 3, 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: GME PCG VSAT DOCS IOT MRCY FSLR BWIN ZS DOCU AZN SIRI BMY MDT FXY
Popular stocks: MU SPCX ORCL SOFI PLTR GME IREN NOW NFLX CRWV

Active options: TSLA AMZN NVDA MSFT AAPL META INTC MU GOOGL SPCX ORCL SOFI AMD PLTR GME GOOG IREN NOW NFLX CRWV

Option implied volatility into quarter results and outlook

Palantir (PLTR) August 7 weekly call option implied volatility is at 134, August is at 79; compared to its 52-week range of 41 to 75. Call put ratio 2.1 calls to 1 put with a focus on July 7 weekly 125 and 126 calls into the expected release of quarter results today after the bell.

Snap (SNAP) August 7 weekly call option implied volatility is at 177, August is at 100; compared to its 52-week range of 42 to 107 with a focus on August 7 weekly calls. Call put ratio 3.1 calls to 1 put with a focus on August 7 weekly 5 calls into the expected release of quarter results after the bell on August 3.

SpaceX (SPCX) August 7 weekly call option implied volatility is at 190, August is at 127; compared to its 52-week range of 71 to 116. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on August 4.

AMD (AMD) August 7 weekly call option implied volatility is at 125, August is at 88; compared to its 52-week range of 39 to 89. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 4.

Caterpillar (CAT) August 7 weekly call option implied volatility is at 89, August is at 59; compared to its 52-week range of 22 to 55. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 4.

Merck (MRK) August 7 weekly call option implied volatility is at 65, August is at 39; compared to its 52-week range of 22 to 36. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 4.

Amgen (AMGN) August 7 weekly call option implied volatility is at 72, August is at 45; compared to its 52-week range of 20 to 37. Call put ratio 1 call to 2 puts into the expected release of quarter results after the bell on August 4.

McDonald’s (MCD) August 7 weekly call option implied volatility is at 45, August is at 34; compared to its 52-week range of 15 to 28. Call put ratio 1.3 calls to 1 put with a focus August 7 weekly calls into the expected release of quarter results before the bell on August 4.

Gilead Sciences (GILD) August 7 weekly call option implied volatility is at 74, August is at 45; compared to its 52-week range of 23 to 40. Call put ratio 3.2 calls to 1 put into the expected release of quarter results after the bell on August 4.

Pfizer (PFE) August 7 weekly call option implied volatility is at 40, August is at 27; compared to its 52-week range of 18 to 32. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on August 4.

BP plc (BP) August 7 weekly call option implied volatility is at 51, August is at 31; compared to its 52-week range of 21 to 39. Call put ratio 1 call to 2.5 puts into the expected release of quarter results before the bell on August 4.

Spotify (SPOT) August 7 weekly call option implied volatility is at 117, August is at 65; compared to its 52-week range of 33 to 62. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on August 4.

Toast (TOST) August 7 weekly call option implied volatility is at 133, August is at 76; compared to its 52-week range of 37 to 74. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 4.

Booking Holdings (BKNG) August 7 weekly call option implied volatility is at 84, August is at 53; compared to its 52-week range of 21 to 49. Call put ratio 1 call to 2.1 puts into the expected release of quarter results after the bell on August 4.

Pinterest (PINS) August 7 weekly call option implied volatility is at 155, August is at 90; compared to its 52-week range of 33 to 82. Call put ratio 5.6 calls to 1 put into the expected release of quarter results after the bell on August 4.

Wynn Resorts Ltd (WYNN) August 7 weekly call option implied volatility is at 77, August is at 45; compared to its 52-week range of 29 to 54. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on August 4.

Hut 8 Mining Corp (HUT) August 7 weekly call option implied volatility is at 180, August is at 137; compared to its 52-week range of 74 to 137. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on August 4.

Paramount Skydance Corporation (PSKY) August 7 weekly call option implied volatility is at 106, August is at 75; compared to its 52-week range of 42 to 97. Call put ratio 8.9 calls to 1 with a focus on October 10 calls put into the expected release of quarter results after the bell on August 4.

Eli Lilly & Co. (LLY) August 7 weekly call option implied volatility is at 90, August is at 54; compared to its 52-week range of 27 to 49. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on August 5.

Novo Nordisk (NVO) August 7 weekly call option implied volatility is at 78, August is at 49; compared to its 52-week range of 36 to 74. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 5.

Options with decreasing option implied volatility: BE METU MSFU FTNT PGY COUR NWL LMND CROX GNRC AMZU CMG SFM VFC BUM
Increasing unusual option volume: TAL DLLL EQIX WU PTEN SN EA KORU BHC CIA CHAT
Increasing unusual call volume: KORU EA BHC WU PTEN NWL TSLT SEI SN
Increasing unusual put volume: GDDY EQIX TROW EGO WMB CIA FAS WU LQD TECK