Mid-session IV Report July 29, 2026

Mid-session IV Report July 29, 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 ANF ULTA BURL VRRM PSN UCO BNO USO FMC NFG HYG

Popular stocks: SOFI MU INTC F SPCX BE VFC NOK GOOGL SKHY PLTR NIO NBIS

Active options: AAPL NVDA TSLA SOFI MU INTC F AMD SPCX AMZN MSFT BE VFC NOK GOOGL SKHY PLTR NIO META NBIS

Movers

NVIDIA (NVDA) 30-day call option implied volatility is 48; compared to its 52-week range of 32 to 55. Call put ratio 1.3 calls to 1 put as share price down 2.9%.

Oracle (ORCL) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 85. Call put ratio 1.6 calls to 1 put as share price down 2%.

CoreWeave (CRWV) 30-day option implied volatility is at 115; compared to its 52-week range of 67 to 124. Call put ratio 1.4 calls to 1 put as share price down 5.8%.

Nebius Group (NBIS) 30-day option implied volatility is at 153; compared to its 52-week range of 65 to 167. Call put ratio 1 call to 1 put as share price down 9.8%.

Option IV into quarter results and outlook

Microsoft (MSFT) July 31 weekly call option implied volatility is at 111, August is at 48; compared to its 52-week range of 18 to 47. Call put ratio 2.2 calls to 1 put with a focus on July 31 weekly calls into the expected release of quarter results today after the bell.

Meta Platforms (META) July 31 weekly call option implied volatility is at 128, August is at 54; compared to its 52-week range of 24 to 57. Call put ratio 2 calls to 1 put with a focus on July 31 weekly 590 calls into the expected release of quarter results today after the bell.

Lam Research (LRCX) July 31 weekly call option implied volatility is at 170, August is at 100; compared to its 52-week range of 32 to 101. Call put ratio 1 call to 1 put as share price down 4% into the expected release of quarter results today after the bell.

Arm Holdings (ARM) July 31 weekly call option implied volatility is at 200, August is at 108; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.

Qualcomm (QCOM) July 31 weekly call option implied volatility is at 133, August is at 71; compared to its 52-week range of 25 to 93. Call put ratio 1 call to 1.7 puts into the expected release of quarter results today after the bell.

Starbucks (SBUX) July 31 weekly call option implied volatility is at 103, August is at 43; compared to its 52-week range of 26 to 47. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Robinhood (HOOD) July 31 weekly call option implied volatility is at 158, August is at 83; compared to its 52-week range of 50 to 93. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Apple (AAPL) July 31 weekly call option implied volatility is at 60, August is at 31; compared to its 52-week range of 18 to 33. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on July 30.

Amazon (AMZN) July 31 weekly call option implied volatility is at 114, August is at 48; compared to its 52-week range of 23 to 50. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on July 30.

GE HealthCare (GEHC) July 31 weekly call option implied volatility is at 60, August is at 38; compared to its 52-week range of 24 to 44. Call put ratio 5.7 call to 1 put with a focus on July 31 weekly 68 calls into quarter results.

MasterCard (MA) July 31 weekly call option implied volatility is at 58, August is at 31; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1 put into quarter results.

Bristol-Myers Squibb (BMY) July 31 weekly call option implied volatility is at 74, August is at 38; compared to its 52-week range of 22 to 41. Call put ratio 1 call to 1 put into quarter results.

Coinbase (COIN) July 31 weekly call option implied volatility is at 157, August is at 84; compared to its 52-week range of 49 to 96. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on July 30.

Roblox (RBLX) July 31 weekly call option implied volatility is at 250, August is at 101; compared to its 52-week range of 45 to 98. Call put ratio 3.5 calls to 1 put into the expected release of quarter results after the bell on July 30.

Strategy (MSTR) July 31 weekly call option implied volatility is at 120, August is at 83; compared to its 52-week range of 50 to 127. Call put ratio 5.1 calls to 1 put into the expected release of quarter results after the bell on July 30.

Mover

Replimune (REPL) 30-day option implied volatility is at 420; compared to its 52-week range of 86 to 402. Call put ratio 1 call to 3.7 puts as share price down 9%.

Options with decreasing option implied volatility: MXL BE CLF WBD CHTR NOW NXPI DECK VFC PYPL LVS SAP URI JCI TSCO TMO UPS GOOGL RTX
Increasing unusual option volume: AVTR XIFR DBO BHP VFC SHAZ RSI ACHC VRRM KBWB SKYT CAPR
Increasing unusual call volume: AVTR SHAZ VRRM JCI ACHC NRG KORU CE CAKE CRDF GEHC REAL TEVA MUU
Increasing unusual put volume: COMP VFC BHP CARR SNY DXYZ URNM PLUG VIK RSP GDDY