Mid-session IV Report July 13, 2026

Mid-session IV Report July 13, 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: ABTC REPL UCO SCO USO TPR AGEN MXL NN UCO KLAR SE ONON BNO ERY CSCO AEO NU GLD PCG ROST EPD ASHR AES

Popular stocks with increasing option volume: MU INTC SPCX SOFI NFLX ORCL PLTR MRVL IREN AVGO MSTR

Active options: NVDA AAPL TSLA AMZN MU META MSFT INTC SPCX SOFI NFLX AMD ORCL PLTR MRVL IREN GOOGL AVGO MSTR ONDS

Option IV into quarter results

JPMorgan (JPM) July call option implied volatility is at 43, August is at 28; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 14.

Bank of America (BAC) July call option implied volatility is at 44, August is at 25; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 14.

Goldman Sachs (GS) July call option implied volatility is at 61, August is at 38; compared to its 52-week range of 22 to 46. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on July 14.

Wells Fargo (WFC) July call option implied volatility is at 64, August is at 33; compared to its 52-week range of 22 to 43. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 14.

C Citigroup (C) July call option implied volatility is at 53, August is at 33; compared to its 52-week range of 24 to 46. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on July 14.

ASML Holdings (ASML) July call option implied volatility is at 97, August is at 63; compared to its 52-week range of 26 to 29. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on July 15.

Morgan Stanley (MS) July call option implied volatility is at 58, August is at 37; compared to its 52-week range of 22 to 42. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on July 15.

BlackRock (BLK) July call option implied volatility is at 59, August is at 35; compared to its 52-week range of 18 to 42. Call put ratio 1 call to 2.9 puts with a focus on July options into the expected release of quarter results before the bell on July 15.

Blackrock Ny Municipal Inc Tr (BNY) July call option implied volatility is at 59, August is at 42; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on July 15.

Johnson & Johnson (JNJ) July call option implied volatility is at 48, August is at 28; compared to its 52-week range of 13 to 31. Call put ratio 2.8 calls to 1 put into the expected release of quarter results before the bell on July 15.

PNC Financial Services (PNC) July call option implied volatility is at 43, August is at 29; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 15.

Netflix (NFLX) July call option implied volatility is at 98, August is at 48; compared to its 52-week range of 25 to 50. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on July 16.

United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 129. Call put ratio 1.4 calls to 1 put as WTI crude oil trades $74.90.

Options with decreasing option implied volatility: PENG CZR BMNU
Increasing unusual option volume: PBF TTE MAT LASE BLMN GILT BLZE MNTN
Increasing unusual call volume: LSCC TTE MAT PBF PALL MULL NBIG DINO GILT BLZE CHGG AS LNG
Increasing unusual put volume: BRUN LQD ROST WOLF ARWR AEP ABAT AQST AGI SBLK APPS AEVA EWA KVUE