Mid-session IV Report May 5, 2026

Mid-session IV Report May 5, 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: ASAN DGXX BRBR LEGN

Popular stocks with increasing option volume: INTC PLTR UPS MU WFC XOM NOK WOLF PYPL CDW AMD T NFLX PINS

Active options: INTC NVDA PLTR UPS MU AMZN WFC TSLA AAPL XOM SMR NOK WOLF PYPL CDW AMD GME T NFLX PINS

Memory option IV

Micron Technology (MU) 30-day option implied volatility is at 80; compared to its 52-week range of 38 to 86. Call put ratio 1.4 calls to 1 put with a focus on May 8 weekly 500 puts as share price up 10.7%.

Western Digital (WDC) 30-day option implied volatility is at 82; compared to its 52-week range of 33 to 93. Call put ratio 1.5 calls to 1 put as share price up 8.4%.

Sandisk (SNDK) 30-day option implied volatility is at 99; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put as share price up 9%.

Intel (INTC) 30-day option implied volatility is at 86; compared to its 52-week range of 38 to 102. Call put ratio 1 call to 1 put as share price up 14.5%.

Qualcomm (QCOM) 30-day option implied volatility is at 51; compared to its 52-week range of 25 to 54. Call put ratio 11.4 calls to 1 put with a focus on May 8 weekly 190 calls as share price up 8.4%.

Option IV into quarter results

AMD (AMD) May 8 weekly call option implied volatility is at 122, May is at 86; compared to its 52-week range of 39 to 74. Call put ratio 1.4 calls to 1 put with a focus on May 8 weekly 350 calls into the expected release of quarter results today after the bell.

Strategy (MSTR) May 8 weekly call option implied volatility is at 105, May is at 83; compared to its 52-week range of 44 to 124. Call put ratio 2.1 calls to 1 put with a focus on May 8 weekly 190 calls into the expected release of quarter results today after the bell.

Super Micro Computer (SMCI) May 8 weekly call option implied volatility is at 176, May is at 120; compared to its 52-week range of 52 to 105. Call put ratio 2.4 calls to 1 put with a focus on May 8 weekly options into the expected release of quarter results after the bell on May 5.

Arm Holdings (ARM) May 8 weekly call option implied volatility is at 161, May is at 108; compared to its 52-week range of 42 to 99. Call put ratio 1.8 calls to 1 put with a focus on May 8 weekly options into the expected release of quarter results after the bell on May 6.

Novo Nordisk (NVO) May 8 weekly call option implied volatility is at 100, May is at 66; compared to its 52-week range of 36 to 64. Call put ratio 2.3 calls to 1 put with a focus on May 8 weekly options into the expected release of quarter results before the bell on May 6.

Walt Disney (DIS) May 8 weekly call option implied volatility is at 93, May is at 61; compared to its 52-week range of 19 to 41. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on May 6.

Uber (UBER) May 8 weekly call option implied volatility is at 95, May is at 62; compared to its 52-week range of 29 to 52. Call put ratio 2.2 calls to 1 put with a focus on a spreader of 9484 contracts of May 80 calls and June 85 calls into the expected release of quarter results before the bell on May 6.

Options with decreasing option implied volatility: CRCG CYTK CRWG CAR DUOL MSFU METU CROX FIVN TEVA RBLX PINS TEAM AMZU LMND ROKU SFM CVNA RDDT DAR MSFT PYPL META APH BAX SBUX F AMZN VISN CI LLY CAH ORLY TMUS GD AMZN WM OGN
Increasing unusual option volume: ERIC XRX NYT DGXX ICHR LEGN WGS PENG CYTK BLDP
Increasing unusual call option volume: XRX ERIC DGXX LEGN BLDP LSCC HNRG AMCR WGS
Increasing unusual put option volume: BB CYTK WGS WMB A GFS BRBR DGXX NOK FIS STRL FN POWL