Mid-session IV Report August 27, 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:
Popular stocks: INTC PLTR CRWD MU AVGO SPCX NFLX MRVL NOW MSTR OKTA
Active options: NVDA INTC PLTR AMZN CRWD AAPL MU TSLA AVGO SPCX AMD NFLX META MRVL NOW MSFT MSTR IREN OKTA NBIS
Option implied volatility into quarter results and outlook
Workday (WDAY) August 28 weekly call option implied volatility is at 193, September is at 60; compared to its 52-week range of 26 to 78. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
PagerDuty, Inc. (PD) September call option implied volatility is at 105, October is at 94; compared to its 52-week range of 35 to 105. Call put ratio 5.1 calls to 1 put into the expected release of quarter results today after the bell.
GAP (GAP) August 28 weekly call option implied volatility is at 260, September is at 72; compared to its 52-week range of 35 to 73. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
IREN Limited (IREN) August 28 weekly call option implied volatility is at 227, September is at 100; compared to its 52-week range of 87 to 141. Call put ratio 2.6 calls to 1 put into the expected release of quarter results today after the bell.
SentinelOne, Inc. (S) August 28 weekly call option implied volatility is at 290, September is at 78; compared to its 52-week range of 35 to 86. Call put ratio 1.3 calls to 1 put with a focus on August 25 weekly calls into the expected release of quarter results today after the bell.
Affirm Holdings (AFRM) August 28 weekly call option implied volatility is at 240, September is at 77; compared to its 52-week range of 51 to 92. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Ulta Beauty (ULTA) August 28 weekly call option implied volatility is at 196, September is at 58; compared to its 52-week range of 22 to 60. Call put ratio 1 call to 5.6 puts into the exp
Rubrik (RBRK) August 28 weekly call option implied volatility is at 300, September is at 94; compared to its 52-week range of 39 to 101. Call put ratio 2.3 calls to 1 put into the expected release of quarter results today after the bell.
Autodesk (ADSK) August 28 weekly call option implied volatility is at 195, September is at 65; compared to its 52-week range of 22 to 60. Call put ratio 1.4 calls to 1 puts into the expected release of quarter results today after the bell.
Options with decreasing option implied volatility: MRNA SNDQ BYND MESO OKTA KSS P ROST NTNX BBWI INTU ANF HPQ ZM PDD DG VICI STRC
Increasing unusual option volume: DKS QFIN NVD GTM ROK TENB OKTA LDI URBN LABX CRMG RSI COSM ANF APO TEN TIGR
Increasing unusual call volume: DKS NVD TENB QFIN OKTA LDI XE RSI CRMG TIGR CRM CRWD SST
Increasing unusual put volume: HRL PAGP DKS URBN ANF SPYM WMB APO NTNX OKTA PLAY BURL DLTR JMIA CMI PLD BBY
