Mid-session IV Report July 21, 2026

Mid-session IV Report July 21, 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: TGT WU

Popular stocks: INTC MU SPCX ORCL MSTR NFLX HOOD AMC COIN NOK NBIS CRCL

Active options: NVDA AAPL TSLA INTC MU SPCX AMD MSFT AMZN ORCL MSTR NFLX HOOD AMC COIN NOK NBIS META CRCL IREN

Option IV into quarter results

Capital One Financial (COF) July 24 weekly call option implied volatility is at 68, August is at 48; compared to its 52-week range of 25 to 48. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Alphabet (GOOG) July 24 weekly call option implied volatility is at 81, August is at 54; compared to its 52-week range of 25 to 44. put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on July 22.

GE Vernova (GEV) July 24 weekly call option implied volatility is at 114, August is at 86; compared to its 52-week range of 40 to 72. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on July 22.

Philip Morris (PM) July 24 weekly call option implied volatility is at 74, August is at 49; compared to its 52-week range of 21 to 39. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on July 22.

Texas Instruments (TXN) July 24 weekly call option implied volatility is at 128, August is at 88; compared to its 52-week range of 24 to 71. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on July 22.

IBM (IBM) July 24 weekly call option implied volatility is at 88, August is at 66; compared to its 52-week range of 21 to 63. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on July 22.

AT&T (T) July 24 weekly call option implied volatility is at 66, August is at 44; compared to its 52-week range of 19 to 37. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on July 22.

ServiceNow (NOW) July 24 weekly call option implied volatility is at 160, August is at 105; compared to its 52-week range of 28 to 76. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on July 22.

Intel (INTC) July 24 weekly call option implied volatility is at 175, August is at 129; compared to its 52-week range of 38 to 102. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on July 23.

T-Mobile (TMUS) July 24 weekly call option implied volatility is at 88, August is at 57; compared to its 52-week range of 18 to 40. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on July 23.

Options with decreasing option implied volatility: ATAI NFLX PYPL UNH MMM CZR
Increasing unusual option volume: SW MNTN CBRG CRNT EH PALL CRDF FOXA HNRG LBRT
Increasing unusual call volume: SW EH CRNT MUU LBRT CHKP CRDF HAS FWRD MMM PBF
Increasing unusual put volume: PALL ABTC DLO CHIKP SBLK PPLT TCOM DHI DHR ASX HAS MMM AAOX