Mid-session IV Report May 20, 2026

Mid-session IV Report May 20, 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: TE SLS ABVX LQD HYG ARM

Popular stocks with increasing option volume: INTC XOM SMR TJX T SNAP MU NFLX MRVL ARM

Active options: INTC AAPL TE TSLA XOM MSFT SMR TJX NVDA T SNAP AMZN MU GOOGL AMD META NFLX MRVL ARM

Option IV into quarter results

NVIDIA (NVDA) May 22 weekly call option implied volatility is at 94, June is at 45; compared to its 52-week range of 32 to 55. Call put ratio 2.8 calls to 1 put with a focus on a May 22 weekly 222.50 and 225 calls into the expected release of quarter results today after the bell.

Intuit (INTU) May 22 weekly call option implied volatility is at 166, June is at 74; compared to its 52-week range of 20 to 68. Call put ratio 1 call to 1.9 put with focus on May weekly and June weekly puts into the expected release of quarter results today after the bell.

Urban Outfitters (URBN) May 22 weekly call option implied volatility is at 180, June is at 80; compared to its 52-week range of 37 to 66. Call put ratio 13.8 calls to 1 put with a focus on May 22 weekly calls into the expected release of quarter results today after the bell.

e.l.f. Beauty, Inc. (ELF) May 22 weekly call option implied volatility is at 235, June is at 111; compared to its 52-week range of 46 to 88. Call put ratio 1 call to 2.9 puts with a focus on May 22 weekly puts into the expected release of quarter results today after the bell.

Walmart (WMT) May 22 weekly call option implied volatility is at 77, June is at 33; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on May 21.

Deere & Co. (DE) May 22 weekly call option implied volatility is at 99, June is at 44; compared to its 52-week range of 20 42. Call put ratio 3 calls to 1 put with a focus on May 22 weekly puts into the expected release of quarter results before the bell on May 21.

NetEase (NTES) June call option implied volatility is at 50, July is at 42; compared to its 52-week range of 29 to 52. Call put ratio 3.4 calls to 1 put with a focus on June 120 calls into the expected release of quarter results before the bell on May 21.

Ross Stores (ROST) May 22 weekly call option implied volatility is at 110, June is at 42; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 1 put with a focus on May 22 weekly options into the expected release of quarter results after the bell on May 21.

Take-Two Interactive Software (TTWO) May 22 weekly call option implied volatility is at 144, June is at 57; compared to its 52-week range of 23 to 60. Call put ratio 1 call to 3.8 puts into the expected release of quarter results after the bell on May 21.

Zoom (ZM) May 22 weekly call option implied volatility is at 166, June is at 65; compared to its 52-week range of 23 to 64. Call put ratio 2.1 calls to 1 put with a focus on May 22 weekly 110 calls into the expected release of quarter results after the bell on May 21.

Workday (WDAY) May 22 weekly call option implied volatility is at 190, June is at 84; compared to its 52-week range of 24 to 77. Call put ratio 1.3 calls to 1 put with a focus on May 22 weekly 124 and 125 puts into the expected release of quarter results after the bell on May 21.

Space stocks options IV amid Elon Musk SpaceX IPO headlines

EchoStar Corp. (SATS) 30-day option implied volatility is at 74; compared to its 52-week range of 48 to 163. Call put ratio 5.7 calls to 1 put with a focus on June 150 calls amid SpaceX IPO headlines.

Rocket Lab (RKLB) 30-day option implied volatility is at 104; compared to its 52-week range of 68 to 112. Call put ratio 1.8 calls to 1 put with a focus on May 22 weekly 130 calls amid SpaceX IPO headlines.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 121; compared to its 52-week range of 76 to 129. Call put ratio 3.7 calls to 1 put with a focus on May 22 weekly 90 and 100 calls amid SpaceX IPO headlines.

Boeing (BA) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 46. Call put ratio 3.2 calls to 1 put with a focus on May 22 weekly 235 calls as share price up 3.1%.

GE Aerospace (GE) 30-day option implied volatility is at 38; compared to its 52-week range of 25 to 48. Call put ratio 3.1 calls to 1 put with a focus on June 320 and 350 calls as share price up 3.8%.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 100; compared to its 52-week range of 84 to 153. Call put ratio 5.3 calls to 1 put with a focus on May 22 weekly 2.5 puts.

Options with decreasing option implied volatility: DGXX LWLG DLO FRMI GSIT KLAR OMER ENVX WVE STNE MESO YINN BIDU VFC CSCO BILI AS TGT EA KWEB
Increasing unusual option volume: SABR CGNX BCE TE ANVS WOLF WRBY HUN PURR
Increasing unusual call option volume: SABR CGNX TE WOLF URBN PURR HUN WRBY BLDP
Increasing unusual put option volume: VIAV WRBY EWG HUN TIGR SLS TE EXE CAVA XP POET