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: MRNA MSTZ WEN CZR DECK LVS ASHR JEPQ QQQI GSAT SPYI

Popular stocks with increasing option volume: MU PLTR MSTR SPCX INTC NOK WULF WEN AVGO SOFI BABA

Active options: NVDA TSLA AAPL NFLX MSFT MU PLTR AMZN MSTR SPCX POET INTC NOK WULF WEN AMD AVGO GOOGL SOFI BABA

Micron Technology (MU) 30-day option implied volatility is at 93; compared to its 52-week range of 38 to 108. Call put ratio 1.4 calls to 1 put with a focus on 1K contracts of July 2 weekly 150 puts.

Western Digital (WDC) 30-day option implied volatility is at 97; compared to its 52-week range of 33 to 99. Call put ratio 1 calls to 2.1 puts as share price down 8.2%.

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 1.1 puts as share price down 4.5%.

Dataram (DRAM) 30-day option implied volatility is at 97; compared to its 52-week range of 58 to 103. Call put ratio 2.2 calls to 1 put with a focus on 8K contracts of September 90 calls as share price down 3%

SpaceX (SPCX) 30-day call option implied volatility is at 71; compared to its 52-week range of 73 to 111. Call put ratio 1 call to 1 put as share price at $153.

Moderna (MRNA) 30-day call option implied volatility is at 85 compared to its 52-week range of 54 to 90. Call put ratio 6.7 calls to 1 put with a focus on July 2 weekly 68 and 72 calls as share price up 11.5%.

ON Semiconductor (ON) 30-day option implied volatility is at 88; compared to its 52-week range of 40 to 84. Call put ratio 1 call to 1.5 puts after acquiring Synaptics (SYNA) in $7B all-stock transaction.

Synaptics (SYNA) 30-day option implied volatility is at 85; compared to its 52-week range of 40 to 85. Call put ratio 1 call to 1.3 puts after On Semi (ON) acquiring in a $7B all-stock transaction.

Wendy’s (WEN) 30-day call option implied volatility is at 97 compared to its 52-week range of 35 to 140. Call put ratio 3.5 calls to 1 put with a focus on 2800 contracts of July 9 calls.

Options with decreasing option implied volatility: DFTX BBBY FDX PAYX
Increasing unusual option volume: WEN DOMO EQPT OPTU TSLT CAPR ASND SGOL
Increasing unusual call volume: WEN SGOL TMUS ST KR INCY GETY HNGE OPTU VERA OPK
Increasing unusual put volume: AS WEN REPL BHC BTG IGV HWM CHYM BURL CIA