Mid-session IV Report August 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: EXK BNTX COUR HYG
Popular stocks: MRVL IREN SPCX INTC MU MSTR CRM PLTR PYPL MARA GAP SOFI AMD
Active options: NVDA TSLA AAPL MRVL IREN SPCX META MSFT AMZN INTC MU MSTR CRM GOOGL PLTR PYPL MARA GAP SOFI AMD
Large tech cap option IV
NVIDIA (NVDA) 30-day option implied volatility is at 33; compared to its 52-week range of 32 to 55. Call put ratio 1.8 calls to 1 put with a focus on a spreader of 10K August 28 weekly 220 calls, August 28 weekly 227.50 calls and September 4 weekly 240 calls.
Tesla (TSLA) 30-day option implied volatility is at 38; compared to its 52-week range of 38 to 65. Call put ratio 1.9 calls to 1 put with a focus on 3600 contracts of September 4 weekly 130 puts.
SpaceX (SPCX) 30-day option implied volatility is at 50; compared to its 52-week range of 50 to 116. Call put ratio 2 calls to 1 put.
PayPal (PYPL) 30-day option implied volatility is at 34; compared to its 52-week range of 26 to 56. Call put ratio 2 calls to 1 put with a focus on August 28 weekly 62, 63 and 64 calls amid share price down 11.6%.
Option implied volatility into quarter results and outlook
Dell Technologies (DELL) September 4 weekly call option implied volatility is at 101, September is at 76; compared to its 52-week range of 32 to 100. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on September 1.
Palo Alto Networks (PANW) September 4 weekly call option implied volatility is at 95, September is at 70; compared to its 52-week range of 25 to 78. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on September 1.
Broadcom (AVGO) September 4 weekly call option implied volatility is at 75, September is at 55; compared to its 52-week range of 36 to 66. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on September 2.
Snowflake (SNOW) September 4 weekly call option implied volatility is at 116, September is at 78; compared to its 52-week range of 33 to 86. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell on September 2.
Options with decreasing option implied volatility: MESO MRNA P OKTA KSS AND SMTC GAP NTNX RBRK DLTR DG ULTA SNPS
Increasing unusual option volume: FNGR SOLS SIRI GAP BNTX BETR INVZ GH RSI TBCH
Increasing unusual call volume: GAP SIRI BETR RSI EYPT SOLS DKS AFRM TBCH SONY MAT PALL
Increasing unusual put volume: SOLS GH BNTX ARWR ESTC NTRA GAP LTPH BEKE TECK SPYM CCXI RBRK
