Mid-session IV Report June 11, 2026

Mid-session IV Report June 11, 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: VELO BBBY UPRO UGL QID QLD WBD IEP NDX QQQ MAGS IAU JEPQ SPX VTI VOO IVV SNDQ SPCE AADX NASA FMC

Popular stocks with increasing option volume: INTC ORCL MU PLTR NFLX MSTR SPCE MRVL SOFI AMC

Active options: NVDA TSLA INTC ORCL AAPL MSFT GOOGL AMZN MU META SMCI AMD PLTR NFLX MSTR SPCE GOOG MRVL SOFI AMC

Gold near 6-month low

SPDR Gold Trust (GLD) 30-day option implied volatility is at 27; compared to its 52-week range of 14 to 44. Call put ratio 1.4 calls to 1 puts as gold near 6-month low.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 60. Call put ratio 2.4 calls to 1 put as gold near 6-month low.

Freeport-McMoran (FCX) 30-day option implied volatility is at 58; compared to its 52-week range of 33 to 63. Call put ratio 1.5 calls to 1 put with a focus on June 12 weekly 28 calls and puts as share price up 2.8%.

Southern Copper Corp. (SCCO) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 66. Call put ratio 1.1 calls to 1.3 puts as share price up 3.4%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 50; compared to its 52-week range of 22 to 111. Call put ratio 1 call to 1 put with a focus on June 12 weekly options.

Alcoa (AA) 30-day option implied volatility is at 64; compared to its 52-week range of 43 to 77. Call put ratio 4.2 calls to 1 puts as share price up 2.7%.

Option IV into quarter results and outlook

Adobe Systems (ADBE) June 12 weekly call option implied volatility is at 205, June is at 101; compared to its 52-week range of 23 to 63. Call put ratio 1.3 calls to 1 put as share price down 5.6% into the expected release of quarter results today after the bell.

Lennar Corp. (LEN) June 12 weekly call option implied volatility is at 160, June is at 76; compared to its 52-week range of 32 to 51. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.

RH (RH) June 12 weekly call option implied volatility is at 355, June is at 174; compared to its 52-week range of 54 to 97. Call put ratio 1 call to 2.2 puts into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: PL RBRK DOCU LULU ORCL CHWY AES
Increasing unusual option volume: NASA AMPG LASE OTLK IONS DXC KNX BLMN
Increasing unusual call option volume: AMPG NASA LASE KNX VELO IONS SPCE ATI CHKP
Increasing unusual put option volume: PCT SPCE KNX IRM CL VELO SNBR NAT SNBR AMBA NAT