Daily IV Report
Mid-session IV Report May 11, 2026
Mid-session IV Report May 11, 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: DGXX QCOM DRAM MRNA […]
Mid-session IV Report May 11, 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: DGXX QCOM DRAM MRNA BBBY FUTU FORM MRAM WYFI DGXX VCX GSIT ASTX YSS HIMX NVTS MULL INOD BBBY DRAM FCEL MXL POET P AGQ MRNA ORCL HNRG BILL XOVR SONY ADBE APT APLD BAND QCOM QS NASA BKSY RDW
Popular stocks with increasing option volume: INTC MU NOK PLTR QCOM SOFI ASTS RKLB MSTR AVGO CRWV
Active options: NVDA TSLA INTC MU AAPL AMZN MSFT AMD IREN NOK META PLTR QCOM SOFI ASTS RKLB MSTR AVGO CRWV NVTS
Straddle price into quarter results and outlook
AST SpaceMobile (ASTS) May call option implied volatility is at 188, June is at 130; compared to its 52-week range of 76 to 127. Call put ratio 4.4 calls to 1 put with a focus on 1K contracts of May 70 calls into the expected release of quarter results today after the bell.
Simon Property Group (SPG) May call option implied volatility is at 62, June is at 33; compared to its 52-week range of 18 to 32. Call put ratio 1 call to 1.3 put with a focus on May options into the expected release of quarter results today after the bell.
Hims & Hers Health, Inc. (HIMS) May call option implied volatility is at 187, June is at 108; compared to its 52-week range of 60 to 126. Call put ratio 3.4 calls to 1 put with a focus on 1K contracts of January 105 calls into the expected release of quarter results today after the bell.
Plug Power (PLUG) May call option implied volatility is at 195, June is at 115; compared to its 52-week range of 80 to 170. Call put ratio 5.1 calls to 1 put with a focus on May calls into the expected release of quarter results today after the bell.
JD.com (JD) May call option implied volatility is at 72, June is at 44; compared to its 52-week range of 26 to 55. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on May 12.
Venture Global (VG) May call option implied volatility is at 169, June is at 100; compared to its 52-week range of 51 to 110. Call put ratio 6.4 calls to 1 put with a focus on May calls into the expected release of quarter results before the bell on May 12.
Cisco Systems (CSCO) May call option implied volatility is at 95, June is at 55; compared to its 52-week range of 17 to 44. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on May 13.
Alibaba (BABA) May call option implied volatility is at 83, June is at 50; compared to its 52-week range of 31 to 55. Call put ratio 3.6 calls to 1 put with a focus on a spreader of May 29 weekly 145 and 150 calls into the expected release of quarter results before the bell on May 13.
Cruise Line option IV as share prices pull back
Carnival Corp. (CCL) 30-day option implied volatility is at 55; compared to its 52-week range of 33 to 70. Call put ratio 1 call to 1.6 puts as share price down 4.4%.
Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 71. Call put ratio 1 call to 1 put as share price down 3.6%.
Royal Caribbean (RCL) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 65. Call put ratio 1 call to 1.9 puts as share price down 4.4%.
Viking (VIK) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 57. Call put ratio 1 call to 2.6 puts as share price down 1.4%.
Options with decreasing option implied volatility: CYTK VITL FSLY PGY PINS SOUN GRPN DUOL SYM MNDY OCUL PTIR SNAP ARRY ADMA UPST SG FUBO TTD UBER ABNB EMR VRTX CART HOG TPR GEO SHAK
Increasing unusual option volume: MRAM PENG FORM DGXX SNDX MXL INSM CRON GTM ABSI WYFI IE
Increasing unusual call option volume: MRAM FORM DGXX INSM GTM CRON WYFI XRX IE NTAP ABSI GSIT
Increasing unusual put option volume: ISNM WHR BCS SERV DGXX FROG INOD GSIT POET DRAM MNDY REPL
