Mid-session IV Report June 9, 2026

Mid-session IV Report June 9, 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: QURE BBBY WBD TSHA SRAD MD

Popular stocks with increasing option volume: MU NOK INTC MRVL HOOD PLTR ASTS SOFI ORCL MSTR AVGO CRWV
Active options: TSLA AAPL MSFT AMZN MU NOK INTC MRVL GOOGL META HOOD PLTR ASTS SOFI ORCL MSTR AVGO AMD CRWV

Micron Technology (MU) 30-day option implied volatility is at 103; compared to its 52-week range of 38 to 104. Call put ratio 1.4 calls to 1 put as share price down 1.4%.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 52. Call put ratio 1 call to 3.2 puts with a focus on a spreader of June 560, 570 and 575 puts as share price down 1.5%.

Option IV into quarter results and outlook

Cracker Barrel (CBRL) June call option implied volatility is at 92, July is at 71; compared to its 52-week range of 45 to 81. Call put ratio 1 call to 2.9 puts into the expected release of quarter results today after the bell.

Oracle (ORCL) June 12 weekly call option implied volatility is at 170, June is at 112; compared to its 52-week range of 28 to 85. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on June 10.

Chewy (CHWY) June 12 weekly call option implied volatility is at 167, June is at 108; compared to its 52-week range of 34 to 74. Call put ratio 3.4 calls to 1 put with a focus on a spreader of 10K contracts of July 22.50 and 27.50 calls into the expected release of quarter results before the bell on June 10.

Adobe Systems (ADBE) June 12 weekly call option implied volatility is at 133, June is at 89; compared to its 52-week range of 23 to 63. Call put ratio 1.9 calls to 1 put as share price down 2% into the expected release of quarter results on June 11.

Lennar Corp. (LEN) June 12 weekly call option implied volatility is at 100, June is at 73; compared to its 52-week range of 32 to 51. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on June 11.

RH (RH) June 12 weekly call option implied volatility is at 220, June is at 134; compared to its 52-week range of 54 to 97. Call put ratio 2.1 calls to 1 put with a focus on June 12 weekly 165 calls into the expected release of quarter results on June 11.

Options with decreasing option implied volatility: PURR GTLB RBRK UMAC PL PANW AI CIEN DOCU VEEV ULTA IOT M LULU CRWD AVGO IBM GME MDT
Increasing unusual option volume: AMPG UNM NASA BVN LASE EXE CPSH
Increasing unusual call option volume: NASA SJM NASA KNX ADEA MSI SRAD VSAT
Increasing unusual put option volume: EXE PURR GGAL CTSH XLP WMB BIRK AMBA MTN