Mid-session IV Report August 26, 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: UNG SHOE DB CRM NVDA NOW WDAY
Popular stocks: MU AMD SPCX INTC SOFI PLTR KHC MSTR ORCL AVGO DKS BAC MRNA
Active options: TSLA META NVDA AAPL MSFT MU AMD SPCX INTC SOFI PLTR AMZN KHC MSTR ORCL GOOGL AVGO DKS BAC MRNA
Option implied volatility into quarter results and outlook
NVIDIA (NVDA) August 28 weekly call option implied volatility is at 93, September is at 43; compared to its 52-week range of 32 to 55. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
CrowdStrike Holdings Inc. (CRWD) August 28 weekly call option implied volatility is at 125, September is at 66; compared to its 52-week range of 32 to 74. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
Salesforce (CRM) August 28 weekly call option implied volatility is at 121, September is at 53; compared to its 52-week range of 25 to 61. Call put ratio 1 call to 1.9 puts into the expected release of quarter results today after the bell.
Synopsys (SNPS) August 28 weekly call option implied volatility is at 140, September is at 63; compared to its 52-week range of 33 to 60. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.
HP Inc. (HPQ) August 28 weekly call option implied volatility is at 140, September is at 70; compared to its 52-week range of 26 to 64. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.
Okta, Inc. (OKTA) August 28 weekly call option implied volatility is at 209, September is at 80; compared to its 52-week range of 30 to 83. Call put ratio 1 call to 1.6 puts into the expected release of quarter results today after the bell.
Agilent Technologies (A) September call option implied volatility is at 43, October is at 40; compared to its 52-week range of 25 to 44. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
HP Inc. (HPQ) August 28 weekly call option implied volatility is at 140, September is at 70; compared to its 52-week range of 26 to 64. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.
Okta, Inc. (OKTA) August 28 weekly call option implied volatility is at 209, September is at 80; compared to its 52-week range of 30 to 83. Call put ratio 1 call to 1.6 puts into the expected release of quarter results today after the bell.
Nutanix (NTNX) August 28 weekly call option implied volatility is at 72, September is at 60; compared to its 52-week range of 32 to 78. Call put ratio 3.9 calls to 1 put into the expected release of quarter results today after the bell.
Urban Outfitters (URBN) August 28 weekly call option implied volatility is at 140, September is at 68; compared to its 52-week range of 37 to 66. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.
Workday (WDAY) August 28 weekly call option implied volatility is at 140, September is at 60; compared to its 52-week range of 26 to 78. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on August 27.
Dollar Tree (DLTR) August 28 weekly call option implied volatility is at 155, September is at 59; compared to its 52-week range of 28 to 61. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 27.
Dollar General (DG) August 28 weekly call option implied volatility is at 140, September is at 58; compared to its 52-week range of 24 to 59. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on August 27.
Best Buy (BBY) August 28 weekly call option implied volatility is at 150, September is at 62; compared to its 52-week range of 30 to 57. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on August 27.
GAP (GAP) August 28 weekly call option implied volatility is at 200, September is at 72; compared to its 52-week range of 35 to 73. Call put ratio 3.5 calls to 1 put into the expected release of quarter results after the bell on August 27.
IREN Limited (IREN) August 28 weekly call option implied volatility is at 177, September is at 100; compared to its 52-week range of 87 to 141. Call put ratio 3.4 calls to 1 put into the expected release of quarter results after the bell on August 27.
Hormel Foods (HRL) August 28 weekly call option implied volatility is at 98, September is at 36; compared to its 52-week range of 18 to 41. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on August 27.
SentinelOne, Inc. (S) August 28 weekly call option implied volatility is at 185, September is at 81; compared to its 52-week range of 35 to 86. Call put ratio 9.1 calls to 1 put with a focus on August 25 weekly calls into the expected release of quarter results after the bell on August 27.
Affirm Holdings (AFRM) August 28 weekly call option implied volatility is at 176, September is at 80; compared to its 52-week range of 51 to 92. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on August 27.
Ulta Beauty (ULTA) August 28 weekly call option implied volatility is at 159, September is at 58; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 9 puts with a focus on September weekly 530 puts into the expected release of quarter results after the bell on August 27.
Burlington Stores (BURL) August 28 weekly call option implied volatility is at 165, September is at 61; compared to its 52-week range of 28 to 54 with a focus on September 4 weekly 310, September 335, September 25 weekly 305, October 340 puts into the expected release of quarter results before the bell on August 27.
Rubrik (RBRK) August 28 weekly call option implied volatility is at 220, September is at 104; compared to its 52-week range of 39 to 101. Call put ratio 8.6 calls to 1 put with a focus on a spreader of January 100 and 150 calls into the expected release of quarter results after the bell on August 27.
Autodesk (ADSK) August 28 weekly call option implied volatility is at 136, September is at 64; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 3.1 puts with a focus on September 4 weekly puts into the expected release of quarter results after the bell on August 27.
Options with decreasing option implied volatility: MRNA SNDQ BILL MESO AAP KSS ANF INTU ROST PDD WMT STRC
Increasing unusual option volume: CCCC DKS IMPP VERA GMAB EMBJ SN PLAB ANF DUST SOLZ KHC AI BCS
Increasing unusual call volume: DKS CCCC IMPP VERA EMBJ GMAB DUST BCS KHC SOLZ SN ANF AI PLAB
Increasing unusual put volume: DKS FRVO PLAB CMPS ANF CARR SPYM KSS BURL SMMT A SMTC INTU MDLZ BX KDP TTMI ZM
