Mid-session IV Report July 9, 2026

Mid-session IV Report July 9, 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: BBBY AKAM FSLY DUOL LYFT ANET CELH TTD PINS BROS EXPE XYZ DIS CVS WEAT MRK ORLY MCD AMPG WEN CZR

Popular stocks with increasing option volume: INTC ORCL MU PLTR SPCX AVGO NFLX MSTR NOK CRWV MRVL SMCI NBIS

Active options: NVDA TSLA AAPL AMD INTC ORCL MU META AMZN MSFT PLTR SPCX AVGO NFLX MSTR NOK CRWV MRVL SMCI NBIS

Option IV up into Hynix capital raise

Micron Technology (MU) 30-day option implied volatility is at 99; compared to its 52-week range of 39 to 108. Call put ratio 1.3 calls to 1 put with a focus July weekly options as share price up 6.9%.

Western Digital (WDC) 30-day option implied volatility is at 112; compared to its 52-week range of 33 to 112. Call put ratio 1 calls to 1.4 puts as share price up 7%.

Sandisk (SNDK) 30-day option implied volatility is at 134; compared to its 52-week range of 44 to 134. Call put ratio 1.5 calls to 1 put as share price up 7.6%.

Arm Holdings (ARM) 30-day option implied volatility is at 115; compared to its 52-week range of 42 to 112. Call put ratio 2.9 calls to 1 put with a focus on July 330 and 400 calls as share price up 12.6%.

Option IV into quarter results

Delta Air Lines (DAL) July 10 weekly call option implied volatility is at 133, August is at 62; compared to its 52-week range of 34 to 62. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on July 10.

JPMorgan (JPM) July call option implied volatility is at 35, August is at 27; compared to its 52-week range of 18 to 37. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on July 14.

Option Volume movers

Take-Two Interactive Software (TTWO) 30-day option implied volatility is at 50; compared to its 52-week range of 23 to 60. Call put ratio 4.4 calls to 1 put with a focus on July calls.

Qiagen (QGEN) 30-day option implied volatility is at 52; compared to its 52-week range of 18 to 59 with a focus on 2700 contracts of July 40 calls as share price up 11%.

Options with decreasing option implied volatility: AMPG WEN CZR
Increasing unusual option volume: AMRZ IONS LEVI IHI BBIO COHX ACI BCE
Increasing unusual call volume: ACI LEVI IHI FE KHC BBIO IONS OCUL XME DOMO ALNY
Increasing unusual put volume: VIK EXE SOLS PENG SCHD LEVI KLAC CTAS TECK AZN BNY LASR