Daily IV Report
Mid-session IV Report July 14, 2026
Mid-session IV Report July 14, 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: SCO ABTC UCO BNO […]
Mid-session IV Report July 14, 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: SCO ABTC UCO BNO USO TPR BMNU IBX ATAI KC BKD IBM
Popular stocks with increasing option volume: IBM MU INTC ORCL SPCX SOFI TSM BAC NFLX
Movers
IBM (IBM) 30-day option implied volatility is at 61; compared to its 52-week range of 21 to 63. Call put ratio 1 calls to 1 put after Q2 guidance misses estimates.
Oracle (ORCL) 30-day option implied volatility is at 63; compared to its 52-week range of 31 to 85. Call put ratio 1.7 calls to 1 put as share price down 1.9%.
ServiceNow (NOW) 30-day option implied volatility is at 75; compared to its 52-week range of 28 to 76. Call put ratio 3.8 calls to 1 put with a focus on 1200 contracts of July 116 calls.
Salesforce (CRM) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 61. Call put ratio 1.8 calls to 1 put.
Adobe Systems (ADBE) 30-day option implied volatility is at 45; compared to its 52-week range of 24 to 63. Call put ratio 2.2 calls to 1 put as share price down 3.2%.
Workday (WDAY) 30-day option implied volatility is at 62; compared to its 52-week range of 26 to 77. Call put ratio 1 call to 3.3 puts as share price down 4.2%.
monday.com Ltd. (MNDY) 30-day option implied volatility is at 84; compared to its 52-week range of 47 to 113. Call put ratio 1.8 calls to 1 put as share price down 4.6%.
Accenture (ACN) 30-day option implied volatility is at 48; compared to its 52-week range of 23 to 58. Call put ratio 2 calls to 1 put as share price down 3%.
Option IV into quarter results
ASML Holdings (ASML) July call option implied volatility is at 105, August is at 65; compared to its 52-week range of 26 to 29. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on July 15.
Morgan Stanley (MS) July call option implied volatility is at 67, August is at 35; compared to its 52-week range of 22 to 42. Call put ratio 1.4 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 68, August is at 34; compared to its 52-week range of 18 to 42. Call put ratio 1 call to 3.3 puts with a focus on July options into the expected release of quarter results before the bell on July 15.
Bank of New York Mellon (BNY) July call option implied volatility is at 67, August is at 35; 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 54, August is at 28; compared to its 52-week range of 13 to 31. Call put ratio 1.6 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 51, August is at 29; compared to its 52-week range of 20 to 38. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 15.
United Airlines (UAL) July call option implied volatility is at 98, August is at 54; compared to its 52-week range of 39 to 78. Call put ratio 1 call to 3.6 puts into the expected release of quarter results after the bell on July 15.
ConAgra Brands (CAG) July call option implied volatility is at 93, August is at 45; compared to its 52-week range of 21 to 41. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on July 15.
J.B. Hunt Transport Services (JBHT) July call option implied volatility is at 90, August is at 44; compared to its 52-week range of 26 to 53. Call put ratio 1 call to 2.3 puts into the expected release of quarter results after the bell on July 15.
Options with decreasing option implied volatility: PENG ERIC CZR
Increasing unusual option volume: BCE DOMO DINO TOI INSW NXE FAST HNRG FRMM
Increasing unusual call volume: DOMO INSW TOI HNRG NBIG MULL XME KC FAST DVA IHI NTSK
Increasing unusual put volume: DINO NXE ERIC FAST IBM IAG TTE USAS HCA WYFI D FJET LI
