Mid-session IV Report July 15, 2026

Mid-session IV Report July 15, 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: LCID ABTC SE AAP TPR ELVA ADPT PNR LZB NI

Popular stocks with increasing option volume: PYPL BABA INTC PLTR ORCL AMD RIVN IBM CRWV SPCX SOFI BABA BIDU

Active options: TSLA NVDA AAPL AMZN MSFT PYPL BABA INTC GOOGL PLTR ORCL AMD RIVN IBM CRWV META SPCX SOFI EQT

Option IV into quarter results

Taiwan Semi (TSM) July call option implied volatility is at 77, August is at 59; compared to its 52-week range of 30 to 57. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on July 16.

UnitedHealth Group (UNH) July call option implied volatility is at 98, August is at 37; compared to its 52-week range of 25 to 55. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 16.

GE Aerospace (GE) July call option implied volatility is at 92, August is at 41; compared to its 52-week range of 25 to 48. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on July 16.

Netflix (NFLX) July call option implied volatility is at 133, August is at 45; compared to its 52-week range of 25 to 50. Call put ratio 3.4 calls to 1 put with a focus on July 24 weekly calls into the expected release of quarter results after the bell on July 16.

Abbott (ABT) July call option implied volatility is at 88, August is at 35; compared to its 52-week range of 17 to 37. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on July 16.

Prologis (PLD) July call option implied volatility is at 87, August is at 23; compared to its 52-week range of 19 to 32. Call put ratio 1 call to 2.9 puts into the expected release of quarter results before the bell on July 16.

U.S. Bancorp (USB) July call option implied volatility is at 67, August is at 28; compared to its 52-week range of 19 to 38. Call put ratio 1 call to 2.3 puts into the expected release of quarter results before the bell on July 16.

State Street (STT) July call option implied volatility is at 80, August is at 36; compared to its 52-week range of 20 to 43. Call put ratio 12.4 calls to 1 put with a focus on July 190 calls into the expected release of quarter results before the bell on July 16.

Citizens Financial Group (CFG) July call option implied volatility is at 80, August is at 31; compared to its 52-week range of 22 to 40 . call put ratio 8.9 calls to 1 put with a focus on August 70 calls into the expected release of quarter results before the bell on July 16.

Alcoa (AA) July call option implied volatility is at 145, August is at 62; compared to its 52-week range of 62 to 78. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on July 16.

Options with decreasing option implied volatility: SOXS DRIP TZA ERIC WBD STRC CZR ARCC AES
Increasing unusual option volume: MAT FHN BNY CNP SKE CCCC TBCH COTY DLO IONS
Increasing unusual call volume: FHN TBCH COTY DLO KLAC IONS BRZE BEKE
Increasing unusual put volume: BNY EQT ERIC ALL ABTC CELC MUU ATOM AQST ELV AFL GRRR