Mid-session IV Report June 24, 2026

Mid-session IV Report June 24, 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 WEN LABD CHTR TXN IBM DECK TTWO LVS AIG URI CMCSA LMT PM RTX T GSAT JEPQ EA RUN STRC HAL PCG QGEN EWC GLD

Option IV into quarter results

Micron Technology (MU) June 26 weekly call option implied volatility is at 183, July is at 89; compared to its 52-week range of 38 to 108. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

Darden Restaurants (DRI) July call option implied volatility is at 44, August is at 40; compared to its 52-week range of 20 to 42. Call put ratio 1.9 calls to 1 put as share price up 2.6% into the expected release of quarter results on June 25.

FedEx Freight (FDXF) July call option implied volatility is at 55, August is at 48; compared to its 52-week range of 39 to 47. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on June 25.

Movers

SpaceX (SPCX) 30-day call option implied volatility is at 80; compared to its 52-week range of 86 to 111. Call put ratio 1.5 calls to 1.1 puts as share price at $158.

GraniteShares 2x Long SpaceX Daily ETF (SPAL) 30-day call option implied volatility is 161; compared to its 52-week range of 175 to 216. Call put ratio 1.9 calls to 1 put.

GraniteShares 2x Short SpaceX Daily ETF (SNK) 30-day call option implied volatility is 163; compared to its 52-week range of 170 to 209. Call put ratio 2.6 calls to 1 put.

NVIDIA (NVDA) 30-day call option implied volatility is 37; compared to its 52-week range of 32 to 55. Call put ratio 1.3 calls to 1 put with a focus on a spreader of 10K contracts of July and October 220 calls.

GraniteShares 2x Long NVDA Daily ETF (NVDL) 30-day call option implied volatility is 73; compared to its 52-week range of 62 to 107. Call put ratio 1.1 calls to 1 put with a focus on June 26 weekly calls.

GraniteShares 2x Short NVDA Daily ETF (NVD) 30-day call option implied volatility is 80; compared to its 52-week range of 63 to 215 with a focus on July 5 calls.

Palantir (PLTR) 30-day call option implied volatility is 49; compared to its 52-week range of 41 to 75. Call put ratio 1.8 calls to 1 put with a focus on June 127, 129 and 132 calls.

GraniteShares 2x Long PLTR Daily ETF (PTIR) 30-day call option implied volatility is 99; compared to its 52-week range of 84 to 144. Call put ratio 5.7 calls to 1 put with a focus on July 10 calls.

Option IV as Bitcoin trades below $62K

Strategy (MSTR) 30-day option implied volatility is at 84; compared to its 52-week range of 44 to 127. Call put ratio 1.2 calls to 1 put as share price below $100.

Coinbase (COIN) 30-day option implied volatility is at 69; compared to its 52-week range of 49 to 96. Call put ratio 1 call to 1 put as share price down 2.2%.

Robinhood (HOOD) 30-day call option implied volatility is at 67; compared to its 52-week range of 50 to 93. Call put ratio 1.9 calls to 1 put as share price down 3.9%.

Options with decreasing option implied volatility: SPCH SNK QURE VELO BBBY WEAT OCUL SPCX KMX
Increasing unusual option volume: EWC WEN OPTU KBH OPTU BLZE JACK EWJ RUN GETY
Increasing unusual call volume: EWJ WEN JACK OPTU IHI KBH INDA MKC MAT ECL USAS NWL COTY
Increasing unusual put volume: KBH WEN NTR EWG QURE STRC COUR CBRS MET FDX DFTX PAYX