Mid-session IV Report June 26, 2026

Mid-session IV Report June 26, 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

Stocks expected to have increasing option volume: MU WDC SNDK MSTR SPCX MSTR SPCX PLTR WEN SOFI INTC RUN NFLX AVGO HOOD ORCL

Movers

Micron Technology (MU) 30-day option implied volatility is at 92; compared to its 52-week range of 38 to 108. Call put ratio 1 call to 1 put.

Western Digital (WDC) 30-day option implied volatility is at 96; compared to its 52-week range of 33 to 96. Call put ratio 1.1 calls to 1 put.

Sandisk (SNDK) 30-day option implied volatility is at 106; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.3 puts.

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 33. Call put ratio 1.4 calls to 1 put amid share price pull back.

Dataram (DRAM) 30-day option implied volatility is at 95; compared to its 52-week range of 58 to 103. Call put ratio 1.9 calls to 1 put with a focus on August 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 call to 1.4 puts as share price lower before the bell.

JD.com (JD) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 56. Call put ratio 1.2 calls to 1 put as share price lower before the bell.

Baidu (BIDU) 30-day option implied volatility is at ; compared to its 52-week range of 30 to 66. Call put ratio 2.1 calls to 1 put.

Compass (COMP) 30-day option implied volatility is at 72; compared to its 52-week range of 46 to 96. Call put ratio 16.7 calls to 1 put with a focus on a spreader of July 10 and 12 calls.

PVH Corp. (PVH) 30-day option implied volatility is at 43; compared to its 52-week range of 36 to 67. Call put ratio 1 call to 58 puts with a focus on 9800 contracts of August 70 puts.

SL Green Realty (SLG) 30-day option implied volatility is at 46; compared to its 52-week range of 30 to 59 with a focus on 2600 contracts of July 45 puts.

Manchester United plc (MANU) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 91 with focus on 4K contracts of July 25 calls.

Academy Sports and Outdoor (ASO) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 61. Call put ratio 5.4 calls to 1 put with a focus on 2K contracts of July 50 calls.

Mid-America Apartment (MAA) 30-day option implied volatility is at 21; compared to its 52-week range of 18 to 32. Call put ratio 20 calls to 1 put with a focus on 2800 contracts of July 145 calls.

Acuity Brands (AYI) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 51. Call put ratio 2.7 calls to 1 put with a focus on August and November 330 calls.

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
Global S&P Futures lower in premarket, Nikkei down 4%, DAX down 1%, WTI Crude oil recently at $69.35, natural gas up 1%, gold at $4060