Mid-session IV Report June 23, 2026

Mid-session IV Report June 23, 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: BFLY LABD AIG TXN IBM TTWO DECK URI CZR EWJ RTX GSAT BLZE PRIM INFQ EEM XLK CZR

Popular stocks with increasing option volume: SPCX INTC AMC MU WULF PLTR NOK IBM CMG SMCI HOOD AVGO

Active options: NVDA TSLA AAPL SPCX AMZN INTC AMC MU MSFT WULF PLTR NOK AMD GOOGL IBM META CMG SMCI HOOD AVGO

Option IV into quarter results and outlook

FedEx (FDX) June 26 weekly call option implied volatility is at 100, July is at 49; compared to its 52-week range of 20 to 47. Call put ratio 1 call to 2.8 puts with a focus on June 26 weekly 325 puts into the expected release of quarter results today after the bell.

Micron Technology (MU) June 26 weekly call option implied volatility is at 173, July is at 113; compared to its 52-week range of 38 to 108. Call put ratio 1.2 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 101; compared to its 52-week range of 33 to 96. Call put ratio 1 call to 1.2 puts a focus on June 26 weekly options as share price down 8.8% into Micron (MU) quarter results.

Sandisk (SNDK) 30-day option implied volatility is at 111; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts a focus on June 26 weekly calls and puts as share price down 11.8% into Micron (MU) quarter results.

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 calls to 1.1 puts as share price at $155.

Movers

Infleqtion (INFQ) 30-day call option implied volatility is at 127; compared to its 52-week range of 66 to 187. Call put ratio 19 calls to 1 put with a focus on July 30 and August 20 calls as share price up 13.2%.

Rigetti Computing (RGTI) 30-day call option implied volatility is at 112; compared to its 52-week range of 74 to 165. Call put ratio 10.4 calls to 1 put with a focus on June 26 weekly 25 calls as share price up 2.8%.

Quantum Computing Inc (QUBT) 30-day call option implied volatility is at 106; compared to its 52-week range of 76 to 142. Call put ratio 6.5 calls to 1 put with a focus on June 26 weekly 12.50 calls as share price up 3.1%.

D-Wave Quantum (QBTS) 30-day call option implied volatility is at 108; compared to its 52-week range of 76 to 161. Call put ratio 5.3 calls to 1 put with a focus on July 26 and 30 calls as share price up 6.9%.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 91; compared to its 52-week range of 23 to 88. Call put ratio 1 call to 1.5 puts as share price down 9.3%.

Hyliion Holdings (HYLN) 30-day call option implied volatility is at 142; compared to its 52-week range of 74 to 171. Call put ratio 2.8 calls to 1 put with a focus on July 5, 8 and 15 calls as share price down 13%.

Options with decreasing option implied volatility: OCUL BBBY QURE WEAT KMX
Increasing unusual option volume: BLZE ADTN XYL BZFD DOMO IAG ARQQ PRIM USAS IVV ALLT RPD
Increasing unusual call volume: IVV ADTN GGLL IAG BZFD USAS RPD ARQQ APTV ALOY IBM SNK BBIO
Increasing unusual put volume: AVGX WMB FJET EWA NASA BSX DFTX ACI TE BURL HSBC RIO WRBY OBDC GT DRAM