Mid-session IV Report August 10, 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: SLS ACHR P ORCL WU GME KR PYPL LMT XLU HTGC
Popular stocks: SPCX INTC PLTR MU HTZ AMD ACHR SMCI MRVL ONDS RKLB UBER
Active options: AAPL NVDA TSLA SPCX INTC PLTR MSFT MU META HTZ AMD ACHR AMZN GOOGL SMCI MRVL ONDS RKLB UBER NBIS
Option implied volatility into quarter results and outlook
Rocket Lab USA, Inc. (RKLB) August 14 weekly call option implied volatility is at 155, August is at 118; compared to its 52-week range of 73 to 112. Call put ratio 2.5 calls to 1 put with a focus on August 14 weekly 85 calls into the expected release of quarter results today after the bell.
AST SpaceMobile (ASTS) August 14 weekly call option implied volatility is at 158, August is at 119; compared to its 52-week range of 76 to 129. Call put ratio 1.6 calls to 1 put with a focus on August 14 weekly 72 calls into the expected release of quarter results today after the bell.
POET Technologies Inc (POET) August 14 weekly call option implied volatility is at 180, August is at 145; compared to its 52-week range of 69 to 203. Call put ratio 9.3 calls to 1 put with a focus on 13K contracts of August 9 calls into the expected release of quarter results today after the bell.
Lumentum Holdings (LITE) August 14 weekly call option implied volatility is at 160, August is at 120; compared to its 52-week range of 49 to 116. Call put ratio 1 call to 1.3 puts with as share price down 5.8% into the expected release of quarter results after the bell on August 11.
CoreWeave (CRWV) August 14 weekly call option implied volatility is at 135, August is at 118; compared to its 52-week range of 67 to 123. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on August 11.
Venture Global (VG) August 14 weekly call option implied volatility is at 140, August is at 100; compared to its 52-week range of 51 to 97. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 11.
On Holding AG (ONON) August 14 weekly call option implied volatility is at 123, August is at 87; compared to its 52-week range of 36 to 66. Call put ratio 3.1 calls to 1 put with a focus on August 14 weekly calls into the expected release of quarter results before the bell on August 11.
Super Micro Computer (SMCI) August 14 weekly call option implied volatility is at 160, August is at 120; compared to its 52-week range of 52 to 107. Call put ratio 3.1 calls to 1 put with a focus on August 14 weekly 33 calls into the expected release of quarter results after the bell on August 11.
CAVA Group (CAVA) August 14 weekly call option implied volatility is at 155, August is at 114; compared to its 52-week range of 42 to 83. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on August 11.
Firefly Aerospace (FLY) August 14 weekly call option implied volatility is at 200, August is at 154; compared to its 52-week range of 67 to 140. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on August 11.
Cisco Systems (CSCO) August 14 weekly call option implied volatility is at 98, August is at 68; compared to its 52-week range of 18 to 54. Call put ratio 1.9 calls to 1 put into the expected release of quarter results on August 12.
Nebius Group (NBIS) August 14 weekly call option implied volatility is at 169, August is at 139; compared to its 52-week range of 66 to 168. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell August 12.
Cerebras Systems (CBRS) August 14 weekly call option implied volatility is at 200, August is at 161; compared to its 52-week range of 92 to 128. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell August 12.
Options with decreasing option implied volatility: REPL SNDQ SNXX SPCH KORU APPS SNAP PZZA PGEN SHAZ AMDL MUU GRPN SNDK INSM DT ZETA WDC CRSR HIMX HUBS DRAM ELF BROS SHAK SEI U IOVA DOCN APP TWLO SG AXON IONQ
Increasing unusual option volume: XYL EVTL ARIS USAS TENX WDCX WWR VNET ALC DOCS AIRS CIA
Increasing unusual call volume: USAS WDCX WWR VNET HTZ TENX AIRS UNM MLTX DOCS MNDY
Increasing unusual put volume: DOCS CIA HONA GFI IYR LNC ARE MNDY CAPR MUU ARWR GGAL
