Mid-session IV Report August 4, 2026

Mid-session IV Report August 4, 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 DOCU PCG HVT FUTU

Popular stocks: PLTR SPCX SNAP INTC MU MRVL NOK SOFI AVGO CRWV HOOD

Active options: PLTR NVDA TSLA SPCX SNAP AAPL AMZN INTC MU MRVL NOK MSFT SOFI AMD GOOGL AVGO IREN CRWV ONDS HOOD

Option implied volatility into quarter results and outlook

SpaceX (SPCX) August 7 weekly call option implied volatility is at 223, August is at 134; compared to its 52-week range of 71 to 116. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

AMD (AMD) August 5 weekly call option implied volatility is at 179, August is at 88; compared to its 52-week range of 39 to 89. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Amgen (AMGN) August 7 weekly call option implied volatility is at 75, August is at 42; compared to its 52-week range of 20 to 37. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Arista Networks (ANET) August 7 weekly call option implied volatility is at 145, August is at 86; compared to its 52-week range of 37 to 78. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Gilead Sciences (GILD) August 7 weekly call option implied volatility is at 75, August is at 45; compared to its 52-week range of 23 to 40. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Booking Holdings (BKNG) August 7 weekly call option implied volatility is at 95, August is at 63; compared to its 52-week range of 21 to 49. Call put ratio 1 call to 3.4 puts into the expected release of quarter results today after the bell.

Toast (TOST) August 7 weekly call option implied volatility is at 155, August is at 77; compared to its 52-week range of 37 to 74. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Pinterest (PINS) August 7 weekly call option implied volatility is at 177, August is at 90; compared to its 52-week range of 33 to 82. Call put ratio 4.4 calls to 1 put into the expected release of quarter results today after the bell.

Paramount Skydance Corporation (PSKY) August 7 weekly call option implied volatility is at 108, August is at 71; compared to its 52-week range of 42 to 97. Call put ratio 6.6 calls to 1 into the expected release of quarter results today after the bell.

Eli Lilly & Co. (LLY) August 7 weekly call option implied volatility is at 100, August is at 54; compared to its 52-week range of 27 to 49. Call put ratio 1 call to 1.4 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 84, August is at 50; compared to its 52-week range of 36 to 74. Call put ratio 2.5 call to 1 put into the expected release of quarter results before the bell on August 5.

Walt Disney (DIS) August 7 weekly call option implied volatility is at 80, August is at 43; compared to its 52-week range of 20 to 40. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on August 5.

Shopify (SHOP) August 7 weekly call option implied volatility is at 167, August is at 94; compared to its 52-week range of 38 to 116. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on August 5.

Western Digital (WDC) August 7 weekly call option implied volatility is at 177, August is at 115; compared to its 52-week range of 33 to 117. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on August 5.

Sandisk (SNDK) August 7 weekly call option implied volatility is at 208, August is at 150; compared to its 52-week range of 44 to 163. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 5.

Uber (UBER) August 7 weekly call option implied volatility is at 90, August is at 52; compared to its 52-week range of 28 to 52. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on August 5.

Options with decreasing option implied volatility: REPL BE LCID SIMO PTIR AMBA MSFU SNAP METU FTNT CVNA TZA PGY NWL AMZU SFM RBLX TDOC SOFI PLTR VFC DXCM CMG SPOT MSFT HUM META JCI TEVA AMZN GEHC F SBUX SONY CI BUD ARCC
Increasing unusual option volume: PRMB FBIN UNIT BLZE APTV BRKR FVRR MED EIX ULCC
Increasing unusual call volume: MTUM UNIT BLZE PRMB CTAS BRKR BETA BHC APTV EIX KORU
Increasing unusual put volume: BHC FVRR WMB ULCC FPS EIX KORU SRAD CENX CMI