Mid-session IV Report July 1, 2026

Mid-session IV Report July 1, 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: SLS REPL ATAI FTNT METU CZR BBBY CNC PYPL META PTON CCSI STLA KHC VOD WMT STWD

Popular stocks with increasing option volume: MU SPCX NKE INTC MSTR GOOGL AMD CRWV NBIS NFLX SOFI

Active options: NVDA TSLA META PLTR AAPL MSFT AMZN MU SPCX NKE INTC MSTR GOOGL AMD CRWV NBIS NFLX KEEL SOFI IREN

Tech option IV amid movement

Meta Platforms (META) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 49. Call put ratio 3.9 calls to 1 put with a focus on August 720 calls as share price up 8.8%.

Amazon (AMZN) 30-day option implied volatility is at 41; compared to its 52-week range of 23 to 50. Call put ratio 2 calls to 1 put with a focus on July 245 calls.

Alphabet (GOOG) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 44. Call put ratio 3.3 calls to 1 put as with a focus on July 2 weekly calls as share price up 1%.

CoreWeave (CRWV) 30-day option implied volatility is at 89; compared to its 52-week range of 67 to 124. Call put ratio 2 calls to 1 put with a focus on a spreader of 1K contracts September 90 and 105 puts as share price down 11.7%.

Nebius Group (NBIS) 30-day option implied volatility is at 120; compared to its 52-week range of 65 to 120. Call put ratio 1.6 calls to 1 put as share price down 12.9%.

Intel (INTC) 30-day option implied volatility is at 94; compared to its 52-week range of 38 to 97. Call put ratio 2.2 calls to 1 put with a focus on July 150 calls as share price down 7.1%.

AMD (AMD) 30-day option implied volatility is at 75; compared to its 52-week range of 39 to 77. Call put ratio 1.4 calls to 1 put as share price down 4.3%.

Qualcomm (QCOM) 30-day option implied volatility is at 74; compared to its 52-week range of 25 to 93. Call put ratio 3 calls to 1 put with a focus on a spreader of July 2 weekly 212.50 and July 10 weekly 192.50 calls.

Micron Technology (MU) 30-day option implied volatility is at 95; compared to its 52-week range of 38 to 108. Call put ratio 1.1 calls to 1 put as share price down 8.3%.

Western Digital (WDC) 30-day option implied volatility is at 100; compared to its 52-week range of 33 to 102. Call put ratio 1.4 calls to 1 put as share price down 7.5%.

Sandisk (SNDK) 30-day option implied volatility is at 108; compared to its 52-week range of 44 to 123. Call put ratio 1.2 calls to 1 put as share price down 10.5%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 54; compared to its 52-week range of 25 to 58. Call put ratio 1 call to 2.6 puts with a focus on 7K contracts of July 540 puts as share down 4.6%.

Options with decreasing option implied volatility: ABVX WEN IRDM NKE CANE EA
Increasing unusual option volume: OI CGNX XPO EWA STRC GETY OPTU ODD VNQ PRGS
Increasing unusual call volume: CGNX VNQ ODD BRBR JACK LDOS DOMO STRC WEN OPTU
Increasing unusual put volume: STRC EWA HTZ EIX NVS SITM WEN STWD VSH PENG ZIM