Mid-session IV Report July 2, 2026

Mid-session IV Report July 2, 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: REPL SLS FTNT MRNA RIVN CZR PYPL TENX ACHC DJT VALE

Popular stocks with increasing option volume: MSTR PLTR HOOD MU SOFI INTC NFLX SPCX RIVN WMT NKE ORCL

Active options: TSLA AAPL NVDA MSTR PLTR HOOD MU META AMZN SOFI INTC NFLX SPCX MSFT AMD RIVN WMT GOOGL NKE ORCL

SpaceX (SPCX) 30-day call option implied volatility is at 80; compared to its 52-week range of 71 to 111. Call put ratio 2 calls to 1 put as share price at $160.

Moderna (MRNA) 30-day call option implied volatility is at 96; compared to its 52-week range of 54 to 92. Call put ratio 5 calls to 1 put with a focus on July 10 weekly 80 and 85 calls as share price up 6.5%.

Options with decreasing option implied volatility: ABVX IRDM BBBY NKE UPRO CANE EA GIS VTI
Increasing unusual option volume: DOMO XLI BMNU VERA TENX ARKG THC FROG SNDU PEP
Increasing unusual call volume: DOMO BMNU WEN PEP VERA SNDU ARKG FROG JACK STRC
Increasing unusual put volume: XLI EQT ARKG ROST WEN KOS BKLN UUP DB DJ JNJ LOW FVRR