Mid-session IV Report July 17, 2026

Mid-session IV Report July 17, 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 UCO COUR SKM USO BNO CAH STTK ASX SIMO TSLT TSLR BKD NXE SKM XAU VRNS SA QLD TNA DHT FRSH SNPS PPLT EXE ALLY CPRT ZBH PAYX IHI VUG VTI JEPQ RSP

Popular stocks with increasing option volume: MU SPCX INTC MSTR ORCL SOFI PLTR NBIS HOOD NOK

Active options: NVDA TSLA AAPL NFLX MU SPCX INTC MSTR GOOGL AMZN AMD MSFT META ORCL SOFI WULF PLTR NBIS HOOD NOK

Movers

Meta Platforms (META) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 57. Call put ratio 1.6 calls to 1 put as share price down 5.2%.

NVIDIA (NVDA) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 55. Call put ratio 1.9 calls to 1 put with a focus on July calls.

Tesla (TSLA) 30-day option implied volatility is at 50; compared to its 52-week range of 39 to 65. Call put ratio 1 call to 1 put.

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 33. Call put ratio 1.2 calls to 1 put.

Netflix (NFLX) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 53. Call put ratio 1.6 calls to 1 put as share price down 8.7%.

SpaceX (SPCX) 30-day option implied volatility is at 93; compared to its 52-week range of 71 to 111. Call put ratio 1 call to 1.1 puts as share price down 7.3%.

Intel (INTC) 30-day option implied volatility is at 99; compared to its 52-week range of 38 to 99. Call put ratio 1.2 calls to 1 put as share price down 3.3%.

Option IV into quarter results

Steel Dynamics (STLD) August call option implied volatility is at 54, September is at 50; compared to its 52-week range of 30 to 51. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell on July 20.

Zions Bancorp (ZION) August call option implied volatility is at 33, September is at 30; compared to its 52-week range of 23 to 83. Call put ratio 4.6 calls to 1 put into the expected release of quarter results after the bell on July 20.

Domino’s Pizza (DPZ) August call option implied volatility is at 45, September is at 40; compared to its 52-week range of 23 to 43. Call put ratio 1 call to 2 puts with a focus on August puts into the expected release of quarter results before the bell on July 20.

AMC Entertainment (AMC) August call option implied volatility is at 123, September is at 120; compared to its 52-week range of 53 to 143. Call put ratio 6.1 calls to 1 put with a focus on July 2 calls into the expected release of quarter results before the bell on July 20.

Options with decreasing option implied volatility: ATAI ERIC NFLX ISRG WBD
Increasing unusual option volume: FIGS BKLN ALLY FLG IMAX XYL TROX FITB MUU DVA ALKS
Increasing unusual call volume: ALLY FIGS FLG IMAX DVA D ALKS FBTC MUU FTI KORU IHI ANGX ANNX TRV CB
Increasing unusual put volume: FITB MUU EWJ DNN KORU SBSW QLD EXE BTG IHI ATAI MULL VUG AQST