Mid-session IV Report June 30, 2026

Mid-session IV Report June 30, 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: SLS REPL WEN ATAI BCRX CZR GNRC FTNT BSX CMG MSFT PYPL SBUX RLAY MYE BSX HYG

Popular stocks with increasing option volume: MSTR INTC MU SPCX NOK PLTR SOFI MRVL IREN SMCI NFLX

Active options: NVDA TSLA AAPL MSTR AMD INTC MSFT MU SPCX AMZN NOK META PLTR SOFI MRVL IREN SMCI GOOGL ABVX NFLX

Movers

Micron Technology (MU) 30-day option implied volatility is at 94; compared to its 52-week range of 38 to 108. Call put ratio 1.1 calls to 1 put amid wide price movement.

NVIDIA (NVDA) 30-day call option implied volatility is 38; compared to its 52-week range of 32 to 55. Call put ratio 2.5 calls to 1 put with a focus on 4500 contracts of October 140 calls.

Intel (INTC) 30-day option implied volatility is at 95; compared to its 52-week range of 38 to 97. Call put ratio 2.2 calls to 1 put with a focus on August calls as share price up 4%.

AMD (AMD) 30-don implied volatility is 50; compared to its 52-week range of 41 to 75. Call put ratio 2.9 calls to 1 put with a focus on July 2 weekly and July 10 weekly calls.

Strategy (MSTR) 30-day option implied volatility is at 96; compared to its 52-week range of 48 to 127. Call put ratio 1 call to 1 put as share price down 5%.

Palantir (PLTR) 30-day call option implied volatility is 50; compared to its 52-week range of 41 to 75. Call put ratio 2.9 calls to 1 put with a focus on July 2 weekly and July 10 weekly calls.

United States Oil Fund (USO) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.1 puts as WTI crude oil trades $70.45.

Option IV into quarter results

Nike (NKE) July 2 weekly call option implied volatility is at 138, July is at 63; compared to its 52-week range of 26 to 57. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Constellation Brands (STZ) July 2 weekly call option implied volatility is at 100, July is at 48; compared to its 52-week range of 25 to 41. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

General Mills (GIS) July call option implied volatility is at 41, August is at 32; compared to its 52-week range of 20 to 37. Call put ratio 1 call to 1 put with a focus on July and August 37.50 calls into the expected release of quarter results before the bell on July 1.

Options with decreasing option implied volatility: ABVX XXRP IRDM BBBY FDX PAYX
Increasing unusual option volume: UNM CGNX UNCY CNXC NN DOMO JACK SOLS KSTR
Increasing unusual call volume: CGNX UNCY NN JACK DOMO HSAI BHC KSTR CAPR RELL PEP CE
Increasing unusual put volume: SOLS NTR SHW CIA AVAV ABVX LTPH ARKG TTE OLN SOC CHYM