Mid-session IV Report June 1, 2026

Mid-session IV Report June 1, 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: UMAC SPCE PURR RCAT HPE ABSI ONDS OMER IBM SERV NOW NKE EWT WBD FLNC NOW HPQ OPEN WBD NKE SKM USO ZS VALE MSFU CRM ANET CZR TLT HYG XLY JNJ ORLY MSFT BSX

Popular stocks with increasing option volume: PLTR MU INTC SOFI HOOD CRWV AVGO IBM NFLX CRM

Active options: NVDA TSLA MSFT PLTR MU INTC AAPL SOFI META HOOD CRWV AMZN AMD AVGO GOOGL IBM NFLX MSTR CRM SMCI

Option IV into quarter results and outlook

Hewlett Packard Enterprise (HPE) June 5 weekly call option implied volatility is at 240, June is at 137; compared to its 52-week range of 29 to 72. Call put ratio 3.5 calls to 1 put with a focus on June 5 weekly 45, 45.5 and 46 calls as share price up 5.4% into the expected release of quarter results today after the bell.

Credo Tech (CRDO) June 5 weekly call option implied volatility is at 218, June is at 148; compared to its 52-week range of 64 to 124. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on June 1.

Palo Alto Networks (PANW) June 5 weekly call option implied volatility is at 144, June is at 92; compared to its 52-week range of 26 to 68. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on June 2.

Dollar General (DG) June 5 weekly call option implied volatility is at 123, June is at 69; compared to its 52-week range of 24 to 57. Call put ratio 1 calls to 3 puts with a focus on July 110 puts into the expected release of quarter results before the bell on June 2.

Victoria’s Secret & Co. (VSCO) June call option implied volatility is at 110, July is at 98; compared to its 52-week range of 52 to 93. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on June 2.

Signet Jewelers (SIG) June 5 weekly call option implied volatility is at 145, June is at 84; compared to its 52-week range of 37 to 74. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on June 2.

Broadcom (AVGO) June 5 weekly call option implied volatility is at 112, June is at 71; compared to its 52-week range of 35 to 66. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on June 3.

CrowdStrike Holdings Inc. (CRWD) June 5 weekly call option implied volatility is at 125, June is at 86; compared to its 52-week range of 32 to 67. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on June 3.

Oracle (ORCL) 30-day option implied volatility is at 82; compared to its 52-week range of 28 to 78. Call put ratio 4.3 call to 1 put with a focus on July 220 calls.

Options with decreasing option implied volatility: ANF CZR SCO CPRI KSS MDB P AEO FUTU NTNX GAP BBBY HRL DLTR ADSK
Increasing unusual option volume: NASA CRSR PURR XIFR OPTU SPCE VSH AMPG MX ERIC
Increasing unusual call option volume: CRSR NASA PURR VSH AMPG SPCE ERIC MX FLNC SMMT
Increasing unusual put option volume: SPCE UAA BRUN PURR SMMT GIS HWM BIRK HIVE CMCSA AMBA