Mid-session IV Report July 6, 2026

Mid-session IV Report July 6, 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 BBBY BE FTNT AMBA ELF PTON CAR AXON TTD BSX LYFT PINS PYPL WEAT DIS CAPR OUST ALAB PTON CRDO LMND ELF CELH DUOL LYFT PINS GRPN FSLY DDOG CORZ APP SOUN KTOS PFE MRK SOYB AMGN MRK BKNG ZIM VRTX CVS UBER ABNB CRWD GT LLY NVO CPNG DIS DKNG CGNX

Popular stocks with increasing option volume: SPCX AVGO WULF SOFI INTC MU PLTR PEP MSTR NFLX CRWV

Active options: TSLA NVDA AAPL IREN SPCX MSFT AVGO AMZN WULF SOFI INTC AMD META MU PLTR PEP MSTR NFLX GOOGL CRWV

Movers

AMD (AMD) 30-day option implied volatility is at 85; compared to its 52-week range of 39 to 79. Call put ratio 1.8 calls to 1 put as share price up 9.9%.

Dell Technologies (DELL) 30-day option implied volatility is at 85; compared to its 52-week range of 32 to 83. Call put ratio 4.5 calls to 1 put with a focus on July 600 calls as share price up 8.4%.

Microsoft (MSFT) 30-day option implied volatility is at 45; compared to its 52-week range of 18 to 43. Call put ratio 1.5 calls to 1 put amid reports of job cuts.

SpaceX (SPCX) 30-day call option implied volatility is at 85; compared to its 52-week range of 71 to 111. Call put ratio 2.7 calls to 1.1 puts with a focus on 10444 contracts of July 450 calls as share price at $161.70.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 58. Call put ratio 1 call to 5.9 puts with a focus on 40K contracts of July 540 puts as share up 2.9%.

DraftKings (DKNG) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 81. Call put ratio 3.1 calls to 1 put with a focus on July 30 calls.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 73. Call put ratio 1 call to 1.4 puts as share price down 1.3%.

Philip Morris (PM) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 39. Call put ratio 1.1 calls to 1 put with a focus on July 10 weekly 185 calls.

Altria Group (MO) 30-day option implied volatility is at 29; compared to its 52-week range of 15 to 29. Call put ratio 1 call to 2.2 puts with a focus on July 10 weekly 71 puts.

British American Tobacco (BTI) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 31. Call put ratio 1 call to 4.6 puts with a focus on December 60 puts and January 55 puts as share price down 2.2%

Options with decreasing option implied volatility: ABVX ABTC IRDM NKE UPRO SSO SPYI
Increasing unusual option volume: PEW SOLS PEG VAL DOMO JACK UNM OCUL HDB
Increasing unusual call volume: PEW OCUL JACK HDB STRC ORLY SNDU MULL SKM
Increasing unusual put volume: SOLS EXE CRS CG KD ORLY LI ROST SWKS WEN MAG FAS