Mid-session IV Report June 25, 2026

Mid-session IV Report June 25, 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: WEN MSTZ BFLY CZR MSTR VKTX DECK URI CMCSA RTX EA ASHR GSAT STTK MANU CRMD AAPL

Popular stocks with increasing option volume: BB SPCX NOK QCOM SOFI

Active options: NVDA AAPL TSLA MU AMZN MSTR PLTR INTC MSFT SPCX WEN BB NFLX META AMD GOOGL SOFI NOK QCOM POET

IBM (IBM) 30-day option implied volatility is at 53; compared to its 52-week range of 21 to 63. Call put ratio 5.8 calls to 1 put with a focus on June 26 weekly calls.

Alibaba (BABA) 30-day option implied volatility is at 45; compared to its 52-week range of 32 to 55. Call put ratio 1.1 calls to 1 put as share price down 3.9%.

Micron Technology (MU) June 26 weekly call option implied volatility is at 99, July is at 90; compared to its 52-week range of 38 to 108. Call put ratio 1 call to 1 put as share price up 12.5%.

Western Digital (WDC) 30-day option implied volatility is at 98; compared to its 52-week range of 33 to 96. Call put ratio 1.4 calls to 1 put into share price up 4%.

Sandisk (SNDK) 30-day option implied volatility is at 105; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.1 puts into share price up 15%.

Options with decreasing option implied volatility: DFTX SPCH VELO SPCX FDX
Increasing unusual option volume: WEN DOMO BLZE SW STRC NRG
Increasing unusual call volume: WEN MANU NRG DRI IONS MIR
Increasing unusual put volume: WEN CHYM AS PURR DFTX