Mid-session IV Report June 15, 2026

Mid-session IV Report June 15, 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 WEAT BBBY BTQ ARQQ DGXX FOXA TRVI CAG SW MMM NFLX UNH
Popular stocks with increasing option volume: INTC MU AMD HOOD MSTR NOK SOFI PLTR ORCL NFLX SMCI

Active options: NVDA TSLA AAPL INTC AMZN MSFT MU META AMD HOOD GOOGL AR MSTR NOK SOFI PLTR ORCL NFLX SMCI

Space option IV

EchoStar Corp. (SATS) 30-day option implied volatility is at 67; compared to its 52-week range of 48 to 163. Call put ratio 2.9 calls to 1 put with a focus on August 145 calls as share price down 3.3%.

Rocket Lab (RKLB) 30-day option implied volatility is at 97; compared to its 52-week range of 70 to 112. Call put ratio 3.1 calls to 1 put with a focus on June 120 calls as share price up 4.3%.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 109; compared to its 52-week range of 76 to 129. Call put ratio 3.2 calls to 1 put with a focus on June 90 calls as share price up 2%.

Redwire Corporation (RDW) 30-day option implied volatility is at 110; compared to its 52-week range of 68 to 159. Call put ratio 3.6 calls to 1 put with a focus on June 26 weekly 20 calls.

Firefly Aerospace (FLY) 30-day option implied volatility is at 106; compared to its 52-week range of 67 to 140. Call put ratio 4.9 calls to 1 put with a focus on June 34, 37 and 42 calls as share price up 5%.

Voyager Technologies (VOYG) 30-day option implied volatility is at 109; compared to its 52-week range of 69 to 125. Call put ratio 3.7 calls to 1 put with a focus on June 40 calls share price down 2.4%.

Planet Labs (PL) 30-day option implied volatility is at 97; compared to its 52-week range of 68 to 142. Call put ratio 3 calls to 1 put with a focus on July 35 calls as share price down 1.9%.

Intuitive Machines (LUNR) 30-day option implied volatility is at 104; compared to its 52-week range of 58 to 134. Call put ratio 1.6 calls to 1 put with a focus on June 24 and 25 puts as share price down 2.1%.

Movers

Roku (ROKU) 30-day option implied volatility is at 23; compared to its 52-week range of 41 to 84. Call put ratio 2.3 call to 1 put after Fox Corp. (FOXA) acquires for $160 per share.

Fox Corp. (FOXA) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 36. Call put ratio 3.5 call to 1 put after acquires Roku (ROKU) for $160 per share.

SBA Communications (SBAC) 30-day call option implied volatility is at 39; compared to its 52-week range of 21 to 44. Call put ratio 1.7 calls to 1 put as share price down 2.1%.

Options with decreasing option implied volatility: RDW RH ROKU SATS XOVR CHWY UCO ORCL BNO COUR SCO ADBE ZIM USO AES LEN GBTC CANE VICI
Increasing unusual option volume: TRV SW NASA AR AMPG TRIP TMDX KBWB LFVN BTQ WSM CXW HNGE FEZ OTLK ARQQ IP PAR
Increasing unusual call volume: FEZ NASA IP AMPG IP BTQ TRIP OTLK LFVN CXW
Increasing unusual put volume: AR TMDX TRIP PURR UROY BIRK BHC FISV SPCE FRMI ADSK