Mid-session IV Report June 17, 2026

Mid-session IV Report June 17, 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: WEAT NFLX ACI CBOE STRC XBI PRGO LABU

Popular stocks with increasing option volume: SOFI AVGO PLTR MU INTC NFLX MSTR AMC CRWV ASTS

Active options: TSLA NVDA AAPL AMZN HOOD MSFT META SOFI AVGO PLTR BTDR MU INTC GOOGL AMD NFLX MSTR AMC CRWV ASTS

Movers

Micron Technology (MU) 30-day option implied volatility is at 103; compared to its 52-week range of 38 to 10. Call put ratio 1.1 calls to 1 put into expected release of quarter results on June 24.

SpaceX (SPCX) 30-day call option implied volatility is at 99. Call put ratio 1.6 calls to 1 put with a focus on July 300 calls as share price down 1%.

Proshares Ultra SpaceX (SPCF) 30-day call option implied volatility is at 205. Call put ratio 1 call to 3.6 puts with a focus on June 34 and 37 puts as share price down 3.5%.

Dataram (DRAM) 30-day call option implied volatility is at 89; compared to its 52-week range of 58 to 99. Call put ratio 1.8 calls to 1 put with a focus on June 73.50 calls as share price up 3.5%.

Ishares S&p Software Index Fund (IGV) 30-day call option implied volatility is at 35; compared to its 52-week range of 20 to 45. Call put ratio 1.3 calls to 1 put with a focus on a spreader of 901 contracts of July 85 puts and July 97 calls.

Option IV into quarter results and outlook

Accenture (ACN) June call option implied volatility is at 160, July is at 57; compared to its 52-week range of 21 to 59. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on June 18.

Kroger (KR) June call option implied volatility is at 110, July is at 35; compared to its 52-week range of 19 to 39. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on June 18.

Options with decreasing option implied volatility: NASA RH XOVR LUNR KMX ORCL ROKU SATS UFO KODK ADBE BNO BITX RSP EFA XLB AES XRT NLY
Increasing unusual option volume: BHVN DOMO CLPT OIH CVLT PEGA OTLK VT
Increasing unusual call volume: OIH BHVN CLPT VT CVLT OTLK ARQQ BTDR QURE
Increasing unusual put volume: QURE AEIS CSX WYFI KMX KLAC NBIG EA FMC BIRK NTLA FAST SPCF