Mid-session IV Report June 4, 2026

Mid-session IV Report June 4, 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: ABSI QURE BITX IBM BITO NU CBOE GBTC IBIT WBD GSAT OGN RUM IOT HPQ VALE BITO

Popular stocks with increasing option volume: QURE ABSI BITX IBM BITO GBTC CBOE WBD OGN RUM BOIL IOT PPC XBI

Active options: NVDA TSLA AVGO META MU MSTR NOK AMZN AAPL CMG MSFT BTDR GOOGL PLTR IREN AMD INTC NFLX HOOD MRVL

Honeywell (HON) 30-day option implied volatility is at 38; compared to its 52-week range of 16 to 39. Call put ratio 4.2 call to 1 put into Quantinuum (QTN) indicated to open at $75, IPO priced at $60.

Option IV into quarter results and outlook

Planet Labs (PL) June 5 weekly call option implied volatility is at 400, June is at 187; compared to its 52-week range of 68 to 142. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

lululemon athletica (LULU) June 5 weekly call option implied volatility is at 210, June is at 81; compared to its 52-week range of 34 to 73. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.

Samsara Inc (IOT) June 5 weekly call option implied volatility is at 370, June is at 129; compared to its 52-week range of 36 to 92. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.

Service Titan (TTAN) June call option implied volatility is at 105, July is at 92; compared to its 52-week range of 32 to 98 with a focus on 1200 contracts of June 75 calls into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) June 5 weekly call option implied volatility is at 287, June is at 112; compared to its 52-week range of 28 to 79. Call put ratio 2.8 calls to 1 put with a focus on June 5 weekly 55 and 60 calls into the expected release of quarter results today after the bell.

Option IV calls amid screwworm parasite headlines

Zoetis (ZTS) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 51. Call put ratio 17 calls to 1 put with a focus on 1500 contracts of June 85 calls and 1800 contracts of July 80 calls amid cattle screwworm headlines.

Elanco Animal Health (ELAN) 30-day option implied volatility is at 49; compared to its 52-week range of 30 to 67. Call put ratio 24 calls to 1 put with a focus on July 31 and October 30 calls amid cattle screwworm headlines.

Hormel Foods (HRL) 30-day option implied volatility is at 24; compared to its 52-week range of 17 to 41. Call put ratio 5.6 calls to 1 put with a focus on January 25 and 30 calls.

JBS (JBS) 30-day option implied volatility is at 37; compared to its 52-week range of 21 to 52 with a focus on January 12.50 calls.

Pilgrim’s Pride (PPC) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 43 with a focus on 5700 contracts of June 29 calls as share price up 5%.

Tyson Foods (TSN) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 37. Call put ratio 5.9 calls to 1 put with a focus on July 60 calls.
Options with decreasing option implied volatility: ASAN SMMT XOVR S PATH MDB GAP AEO OKTA DG ULTA ADSK M WEAT
Increasing unusual option volume: NASA BTDR LASE CDNS VSH CRSR ADEA PVH FIVE PURR RUM
Increasing unusual call option volume: NASA BTDR VSH CRSR PURR FIVE RUM DRTR VEEV
Increasing unusual put option volume: CDNS BIRK GRRR FIVE VEEV APH MT WYFI