Mid-session IV Report May 1, 2026

Mid-session IV Report May 1, 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: WBD VALE PAGP GSAT

Popular stocks with increasing option volume: INTC PLTR MU MSTR NOK ORCL SNDK SOFI RBLX NFLX

Active options: AAPL NVDA TSLA MSFT INTC PLTR MU AMZN AMD MSTR GOOGL META NOK ORCL SNDK SOFI GOOG RBLX NFLX RIOT

Option IV into quarter results

Palantir (PLTR) May 8 weekly call option implied volatility is at 87, May is at 73; compared to its 52-week range of 41 to 86. Call put ratio 1.9 calls to 1 put with a focus on May 1 weekly options into the expected release of quarter results after the bell on May 4.

Tyson Foods (TSN) May call option implied volatility is at 46, June is at 37; compared to its 52-week range of 18 to 37. Call put ratio 4.7 calls to 1 put into the expected release of quarter results on May 4.

Pinterest (PINS) May 8 weekly call option implied volatility is at 129, May is at 99; compared to its 52-week range of 33 to 82. Call put ratio 1 call to 1 put with a focus on May 1 weekly options into the expected release of quarter results after the bell on May 4.

Norwegian Cruise Line (NCLH) May 8 weekly call option implied volatility is at 95, May is at 81; compared to its 52-week range of 38 to 71. Call put ratio 1.1 calls to 1 put with a focus on May 8 weekly options into the expected release of quarter results before the bell on May 4.

AMD (AMD) May 8 weekly call option implied volatility is at 87, May is at 75; compared to its 52-week range of 39 to 74 .Call put ratio 2.5 calls to 1 put with a focus on a spreader of 25000 contracts of June 250 calls and 32750 contracts of June 320 calls into the expected release of quarter results after the bell on May 5.

Pfizer (PFE) May 8 weekly call option implied volatility is at 29, May is at 26; compared to its 52-week range of 18 to 32. Call put ratio 2.9 calls to 1 put with a focus on May 8 weekly 27 calls into the expected release of quarter results before the bell on May 5.

Options with decreasing option implied volatility: OGN CAR BBBY AXTI SRAD AMKR SFM ENPH MSFU LMND CROX AMZU W ROKU METU CVNA RBLX TWLO TEAM HUM CLS SOFI ZETA RIVN ETSY HOOD LLY QCOM MSFT META F CTSH SPOT APHV SBUX AIG MO WM AFL
Increasing unusual option volume: NWL WT AMTX ARDX FND MRAM THC SOYB LITX CORT SN GGLL
Increasing unusual call option volume: NWL WT ARDX LITX GGLL SN MRAM SOYB SIMO TWLO TRP
Increasing unusual put option volume: IYR EXE SMMT RSP BCS LION NOK VGT ROKU BRZE CLX