Mid-session IV Report May 28, 2026

Mid-session IV Report May 28, 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: RCAT UMAC BB OMER ONDS ASX MITK F FDX EA CRSR RCAT DPRO UNP

Popular stocks with increasing option volume: XOM WFC SNOW HPP MU MRVL F PLTR INTC CRM

Active options: NVDA MSTR ONDS TSLA XOM META WFC MSFT XPEV SNOW AAPL HPP MU MRVL F PLTR INTC AMD XYZ CRM

Option IV into quarter results and outlook

Costco (COST) May 29 weekly call option implied volatility is at 73, June is at 30; compared to its 52-week range of 18 to 30. Call put ratio 1 call to 2.3 puts into the expected release of quarter results today after the bell.

Dell Technologies (DELL) May 29 weekly call option implied volatility is at 227, June is at 88; compared to its 52-week range of 32 to 82. Call put ratio 1.5 calls to 1 put with a focus on May 29 weekly 320 calls as share price up 4% into the expected release of quarter results today after the bell.

Autodesk (ADSK) May 29 weekly call option implied volatility is at 180, June is at 70; compared to its 52-week range of 21 to 57. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on May 28.

Okta, Inc. (OKTA) May 29 weekly call option implied volatility is at 290, June is at 89; compared to its 52-week range of 30 to 78. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

MongoDB (MDB) May 29 weekly call option implied volatility is at 380, June is at 118; compared to its 52-week range of 34 to 99. Call put ratio 2.9 calls to 1 put with a focus on 2K contracts of June 350 calls into the expected release of quarter results today after the bell.

NetApp (NTAP) June call option implied volatility is at 65, July is at 55; compared to its 52-week range of 25 to 58. Call put ratio 2.3 calls to 1 put with a focus on June 140 calls into the expected release of quarter results today after the bell.

GAP (GAP) May 29 weekly call option implied volatility is at 236, June is at 84; compared to its 52-week range of 34 to 73. Call put ratio 1 calls to 2.5 puts with a focus on 900 contracts of May 29 weekly 21 puts into the expected release of quarter results today after the bell.

SentinelOne, Inc. (S) May 29 weekly call option implied volatility is at 320, June is at 90; compared to its 52-week range of 35 to 77. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results today after the bell.

American Eagle Outfitters (AEO) May 29 weekly call option implied volatility is at 290, June is at 96; compared to its 52-week range of 47 to 97. Call put ratio 2.9 calls to 1 put with a focus on 5K contracts of June 15 calls into the expected release of quarter results today after the bell.

Asana, Inc. (ASAN) May 29 weekly call option implied volatility is at 380, June is at 150; compared to its 52-week range of 41 to 117. Call put ratio 10 calls to 1 put with a focus on June 7.5 calls into the expected release of quarter results after the bell on May 28.

Mover

Red Cat Holdings Inc. (RCAT) 30-day option implied volatility is at 122; compared to its 52-week range of 83 to 150. Call put ratio 6.5 calls to 1 put with a focus on June 5 weekly 11 calls as share price up 25.4%.

Options with decreasing option implied volatility: SCO BOIL POET CZR BBBY ZS ELF ANF DECK CPRI BNO WDAY KSS ZM P AAP TTWO NTNX BURL ROST WMT DE
Increasing unusual option volume: CRSR BRR ADTN NASA VSH ALDX BURL AMPG DPRO
Increasing unusual call option volume: CRSR BRR ADTN NASA VSH DPRO AMPG PDYN UMAC FUTU A
Increasing unusual put option volume: ORBS DGXX CSX BURL WMB TIGR SNOW BRUN CZR ABTC P KSS FUTU