Mid-session IV Report May 15, 2026

Mid-session IV Report May 15, 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: POET COUR FCEL SLS BCRX RVMD WEN VISN F VICI OGN HYG REAL NRGV BRUN BAND FIVN TMF TMV INFY MTUM NOV CCI TVBT AIQ O EXC TLT

Popular stocks with increasing option volume: INTC MU NU F PLTR NFLX MSTR NOK AVGO BABA

Active options: NVDA TSLA MSFT INTC AAPL MU NU F PLTR NFLX AMZN AMD ONDS MSTR NOK AVGO FIG META GOOGL BABA

China option IV amid share price pull back

iShares China Large-Cap (FXI) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 31. Call put ratio 5.4 calls to 1 put with a focus on June 38 and 39 calls.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 35; compared to its 52-week range of 24 to 41. Call put ratio 12 calls to 1 put with a focus on a spreader of 20K contracts of May 29 weekly 31.50 calls as share price down 3%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 22; compared to its 52-week range of 16 to 25. Call put ratio 44 calls to 1 put with a focus on June 36 and 38 calls as share price down 1.8%.

Option IV into quarter results

Baidu (BIDU) May 22 weekly call option implied volatility is at 84, June 60; compared to its 52-week range of 30 to 66. Call put ratio 3.9 calls to 1 put with a focus on May 22 weekly 130 and 137.50 calls into the expected release of quarter results after the bell on May 18.

NVIDIA (NVDA) May 22 weekly call option implied volatility is at 70, June 49; compared to its 52-week range of 32 to 55. Call put ratio 1.9 calls to 1 put with a focus on a May 22 weekly 230 calls into the expected release of quarter results after the bell on May 20.

Options with decreasing option implied volatility: HIMZ LQDA MNDY HIMS KLAR SE WIX STUB ONON TME
Increasing unusual option volume: VSAT KBWB CHDN NLR GLOB DVA WOLF SNDU
Increasing unusual call option volume: HYLN VSAT NEXT DGXX BLDP CPRX VEA INFY NMRA MRAM BORR XNDU
Increasing unusual put option volume: WOLF VSAT YSS DLO CRVS CWAN POET INFQ IAG SILJ