Daily IV Report
Mid-session IV Report July 27, 2026
Mid-session IV Report July 27, 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: VCX PGEN CZR AES […]
Mid-session IV Report July 27, 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: VCX PGEN CZR AES FXY
Popular stocks: SPCX INTC MU SOFI PLTR NFLX RKLB
Active options: NVDA TSLA AAPL MSFT SPCX GOOGL INTC MU AMZN SOFI AMD META GOOG PLTR BMNR IREN BE OPEN NFLX RKLB
Option IV into quarter results and outlook
Visa (V) July 31 weekly call option implied volatility is at 43, August is at 30; compared to its 52-week range of 16 to 33. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on July 28.
Coca-Cola (KO) July 31 weekly call option implied volatility is at 38, August is at 30; compared to its 52-week range of 14 to 24. Call put ratio 1.2 calls to 1 put with a focus on July 31 weekly 84 calls into the expected release quarter results before the bell on July 28.
KLA Corporation (KLAC) August call option implied volatility is at 107, September is at 100; compared to its 52-week range of 31 to 105. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on July 28.
Seagate Technology (STX) July 31 weekly call option implied volatility is at 179, August is at 109; compared to its 52-week range of 34 to 115. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on July 28.
Boeing (BA) July 31 weekly call option implied volatility is at 68, August is at 44; compared to its 52-week range of 25 to 46. Call put ratio 1.1 calls to 1 put with a focus on July 31 weekly 215 calls into the expected release of quarter results before the bell on July 28.
Corning (GLW) July 31 weekly call option implied volatility is at 140, August is at 92; compared to its 52-week range of 22 to 87. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on July 28.
UPS (UPS) July 31 weekly call option implied volatility is at 86, August is at 44; compared to its 52-week range of 22 to 46. Call put ratio 1.6 calls to 1 put with a focus on October puts into the expected release of quarter results before the bell on July 28.
Mondelez (MDLZ) July 31 weekly call option implied volatility is at 51, August is at 37; compared to its 52-week range of 19 to 32. Call put ratio 1 call to 7 puts with a focus on January 50 and 52.50 puts into the expected release of quarter results before the bell on July 28.
Royal Caribbean (RCL) July 31 weekly call option implied volatility is at 111, August is at 63; compared to its 52-week range of 32 to 65. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on July 28.
Hilton (HLT) July 31 weekly call option implied volatility is at 53, August is at 37; compared to its 52-week range of 19 to 36. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on July 28.
Bloom Energy Corp. (BE) July 31 weekly call option implied volatility is at 285, August is at 180; compared to its 52-week range of 66 to 180. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on July 28.
Ford Motor (F) July 31 weekly call option implied volatility is at 79, August is at 51; compared to its 52-week range of 23 to 48. Call put ratio 2 calls to 1 put with a focus on July 31 weekly calls into the expected release of quarter results after the bell on July 28.
PayPal (PYPL) July 31 weekly call option implied volatility is at 100, August is at 52; compared to its 52-week range of 27 to 56. Call put ratio 4.7 calls to 1 put with a focus on August calls into the expected release of quarter results before the bell on July 28.
Microsoft (MSFT) July 31 weekly call option implied volatility is at 84, August is at 46; compared to its 52-week range of 18 to 47. Call put ratio 3 calls to 1 put with a focus on July weekly calls into the expected release of quarter results after the bell on July 29.
Meta Platforms (META) July 31 weekly call option implied volatility is at 98, August is at 54; compared to its 52-week range of 24 to 57. Call put ratio 3.1 calls to 1 put with a focus on July weekly calls into the expected release of quarter results after the bell on July 29.
Arm Holdings (ARM) July 31 weekly call option implied volatility is at 180, August is at 111; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on July 29.
Qualcomm (QCOM) July 31 weekly call option implied volatility is at 120, August is at 73; compared to its 52-week range of 25 to 93. Call put ratio 3.5 calls to 1 put with a focus on July 31 weekly calls into the expected release of quarter results after the bell on July 29.
Quantum Movers
D-Wave Quantum (QBTS) 30-day option implied volatility is at 104; compared to its 52-week range of 76 to 161. Call put ratio 6.2 calls to 1 put with a focus on August 19 calls as share price up 15%.
Quantum Computing Inc (QUBT) 30-day option implied volatility is at 96; compared to its 52-week range of 76 to 142. Call put ratio 10.2 calls to 1 put with a focus on July 31 weekly calls as share price up 4.9%.
IONQ Inc (IONQ) 30-day option implied volatility is at 104; compared to its 52-week range of 70 to 129. Call put ratio 4.4 calls to 1 put with a focus on July 31 weekly 38 and 38.50 calls as share price up 6%.
Rigetti Computing (RGTI) 30-day option implied volatility is at 100; compared to its 52-week range of 74 to 165. Call put ratio 3.9 calls to 1 put with a focus on July 31 weekly calls as share price up 5.9%.
GlobalFoundries (GFS) 30-day option implied volatility is at 72; compared to its 52-week range of 35 to 86. Call put ratio 4.1 calls to 1 put with a focus on June 65 and 70 puts as share price up 10.9%.
IBM (IBM) 30-day option implied volatility is at 42; compared to its 52-week range of 21 to 63. Call put ratio 3 calls to 1 put with a focus on August 250 calls as share price up 1.4%
Options with decreasing option implied volatility: FFAI MXL SMMT CHTR NOW DECK SAP TSCO LVS URI MMM T RTX SCHW
Increasing unusual option volume: RSI OI CAPR TSLT CRH CIA NBIG PRMB TEL TCOM SGOL CPSH FTI
Increasing unusual call option volume: OI TSLT NBIG XLY TEL PRMB CAPR FTI CPSH CRH ACI
Increasing unusual put option volume: CAPR BETA UCO CRH BKR METC OTLK CIA TCOM EQNR
Popular stocks with increasing option volume: INTC MU SPCX MSTR ORCL NFLX NOK IREN HOOD PLTR
Active options: NVDA TSLA AAPL INTC MU SPCX AMZN GOOGL AMD META MSFT MSTR ORCL NFLX NOK IREN HOOD PLTR SMCI GOOG
