Mid-session IV Report June 22, 2026

Mid-session IV Report June 22, 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 WYFI TTWO DECK CBOE NFLX RTX UMC SMCX SLS OUST AGI BB QNT NOK STM SMCI IBM GM NOW CHTR TXN FISV RTX XPO TGTX CMCSA M LMT CTSH BKNG ROKU SBUX T AXP VZ WMB MO AGNC HYG

Popular stocks with increasing option volume: SPCX INTC AVGO AMC MU PLTR NYT

Active options: NVDA XOM AAPL QBTS TSLA SPCX AMZN BRK.B B SMCI GOOGL INTC AVGO AMC AMD MU MSFT KEEL PLTR NYT

SpaceX (SPCX) 30-day call option implied volatility is at 87; compared to its 52-week range of 87 to 111. Call put ratio 1.1 calls to 1 put as share price down 9.8%.

Alphabet (GOOGL) 30-day option implied volatility is at 35; compared to its 52-week range of 26 to 45. Call put ratio 1.6 calls to 1 put with a focus on June 22 weekly calls as share price down 6%.

Amazon (AMZN) 30-day call option implied volatility is at 33; compared to its 52-week range of 23 to 50. Call put ratio 1.9 calls to 1 put as share price down 4.1%.

Netflix (NFLX) 30-day call option implied volatility is at 46; compared to its 52-week range of 25 to 50. Call put ratio 2.3 calls to 1 put as share price down 3.4%.

Robinhood (HOOD) 30-day call option implied volatility is at 68; compared to its 52-week range of 50 to 93. Call put ratio 4 calls to 1 put with a focus on 2500 contracts of August 160 calls.

Lionsgate Studios (LION) 30-day option implied volatility is at 56; compared to its 52-week range of 41 to 93. Call put ratio 67 calls to 1 put with a focus on June 16, 17 and 18 calls.

Option IV into quarter results and outlook

FedEx (FDX) June 26 weekly call option implied volatility is at 90, July is at 47; compared to its 52-week range of 20 to 47. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on June 23.

Carnival Corp. (CCL) June 26 weekly call option implied volatility is at 82, July is at 52; compared to its 52-week range of 33 to 70. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on June 23.

Micron Technology (MU) June 26 weekly call option implied volatility is at 157, July is at 110; compared to its 52-week range of 38 to 108. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on June 24.

Western Digital (WDC) 30-day option implied volatility is at 100; compared to its 52-week range of 33 to 96. Call put ratio 1.2 calls to 1 put a focus on July 810 calls into Micron (MU) quarter results.

Sandisk (SNDK) 30-day option implied volatility is at 107; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.3 puts a focus on June 26 weekly puts as share price up 6% into Micron (MU) quarter results.

Options with decreasing option implied volatility: OCUL QURE ROKU KMX BCRX COUR UFO
Increasing unusual option volume: XIFR DOMO GDS COLO CRDF IMRX BFLY WMB STRC ERAS SGMT SGOL HELP
Increasing unusual call volume: GDS CRDF COLO AIG ERAS BFLY TIMI OTLK SGOL HELP CRS
Increasing unusual put volume: WMB SOC DFTX BFLY EQT STRC VTRC HIVE AS XRX NBIG GGAL TE CWVX SKM AGI UAA CMG