Mid-session IV Report May 22, 2026

Mid-session IV Report May 22, 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 ABVX FUTU HLIT IONQ GFS PUMP QCOM HPQ QRVO ICLN IMAX F SWKS BEKE

Popular stocks with increasing option volume: NOK INTC MU ORCL NIO PLTR IBM F

Active options: NVDA TSLA AAPL NOK AMD MSFT RGTI ASTS INTC AMZN FUTU MU ORCL NIO QBTS META PLTR IBM GOOGL F

Option IV into quarter results and outlook

Pinduoduo (PDD) May 29 weekly call option implied volatility is at 62, June is at 50; compared to its 52-week range of 26 to 51. Call put ratio 1.1 calls to 1 put with a focus on June 29 weekly puts as share price down 4% into the expected release of quarter results before the bell on May 26.

AutoZone (AZO) June call option implied volatility is at 39, July is at 36; compared to its 52-week range of 20 to 40. Call put ratio 1 call to 3.2 puts into the expected release of quarter results before the bell on May 26.

Zscaler (ZS) May 29 weekly call option implied volatility is at 129, June is at 88; compared to its 52-week range of 30 to 86. Call put ratio 2.2 calls to 1 put as share price up 4% into the expected release of quarter results after the bell on May 26.

Pony AI (PONY) May 29 weekly call option implied volatility is at 126, June is at 110; compared to its 52-week range of 63 to 164. Call put ratio 2.7 calls to 1 put into the expected release of quarter results before the bell on May 26.

Salesforce (CRM) May 29 weekly call option implied volatility is at 81, June is at 58; compared to its 52-week range of 25 to 61. Call put ratio 2.4 calls to 1 put with a focus on May 29 weekly calls into the expected release of quarter results after the bell on May 27.

HP Inc. (HPQ) May 29 weekly call option implied volatility is at 100, June is at 69; compared to its 52-week range of 26 to 61. Call put ratio 4.3 calls to 1 put with a focus on 700 contracts of September 27 calls into the expected release of quarter results after the bell on May 27.

Dell Technologies (DELL) May 29 weekly call option implied volatility is at 107, June is at 82; compared to its 52-week range of 32 to 82. Call put ratio 2.4 calls to 1 put with a focus on June 350 calls into the expected release of quarter results after the bell on May 28.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 49. Call put ratio 1 call to 4.6 puts with a focus on 12700 contracts of May 29 weekly 290 puts.

Ishares S&p Software Index Fund (IGV) 30-day option implied volatility is at 35; compared to its 52-week range of 20 to 45. Call put ratio 9.4 calls to 1 put with a focus on June 90 puts.

Dataram (DRAM) 30-day option implied volatility is at 80; compared to its 52-week range of 57 to 99. Call put ratio 1.9 calls to 1 put with a focus on May 22 weekly 55 calls.

Options with decreasing option implied volatility: POET WVE HBAN COUR BBBY AAP ELF CAVA TTWO OMER DECK NVDL NVDX WDAY VFC ZM VICI AS WDAY ZM AS NVDA BHP AEP TGT DE ROST TJX BKLN JEPQ JEPI EA
Increasing unusual option volume: FUTU ICLN NASA TTWO SWKS AMPG PUMP VSH INDI
Increasing unusual call option volume: SWKS FUTU TTWO PUMP INDI HYLN AMPG VSH SABR BLDP MAT TRIP ICLN BIRK
Increasing unusual put option volume: FUTU TIGR TTWO ROST GFS WYFI BTG SG INFQ BURL GT EQT