Daily IV Report
Mid-session IV Report June 10, 2026
Mid-session IV Report June 10, 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 SERV WBD EEM […]
Mid-session IV Report June 10, 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 SERV WBD EEM AES JEPQ
Popular stocks with increasing option volume: MSTR NFLX SOFI DNKG
Active options: NVDA TSLA AAPL HOOD AMZN MSFT SMCI PLTR META AVGO INTC MU GOOGL MRVL MSTR NFLX AMD SOFI AAOI DNKG
Option IV into quarter results and outlook
Oracle (ORCL) June 12 weekly call option implied volatility is at 202, June is at 120; compared to its 52-week range of 28 to 85. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.
Adobe Systems (ADBE) June 12 weekly call option implied volatility is at 159, June is at 90; compared to its 52-week range of 23 to 63. Call put ratio 3.1 calls to 1 put as share price down 2% into the expected release of quarter results on June 11.
Lennar Corp. (LEN) June 12 weekly call option implied volatility is at 110, June is at 77; compared to its 52-week range of 32 to 51. Call put ratio 2.9 calls to 1 put into the expected release of quarter results after the bell on June 11.
RH (RH) June 12 weekly call option implied volatility is at 240, June is at 144; compared to its 52-week range of 54 to 97. Call put ratio 1.7 calls to 1 put into the expected release of quarter results on June 11.
Options with decreasing option implied volatility: PURR AI VEEV PL RBRK IOT DOCU LULU CRWD AVGO EA
Increasing unusual option volume: UNM CBRL AMPG NASA CASY DC
Increasing unusual call option volume: CBRL AMPG NASA DC UUP MKC
Increasing unusual put option volume: CBRL PPLT USAS SNBR SJM
