Mid-session IV Report August 31, 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: DPRO EIX PCG SRE AGNC NKE
Popular stocks: INTC MU SOFI GME AMD NIO CRWD SPCX AVGO PLTR MSTR
Active options: NVDA AAPL TSLA AMZN INTC MU SOFI META GME AMD NIO CRWD MSFT GOOGL IREN DPRO SPCX AVGO PLTR MSTR
Option implied volatility into quarter results, outlook and last day of month
Dell Technologies (DELL) September 4 weekly call option implied volatility is at 127, September is at 80; compared to its 52-week range of 32 to 100. Call put ratio 1 call to 1.3 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 117, September is at 78; compared to its 52-week range of 25 to 78. Call put ratio 1.2 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 95, September is at 56; compared to its 52-week range of 36 to 66. Call put ratio 1.6 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 147, September is at 84;
compared to its 52-week range of 33 to 86. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on September 2.
Credo Tech (CRDO) September 4 weekly call option implied volatility is at 149, September is at 99; compared to its 52-week range of 67 to 124. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 1.
MongoDB (MDB) September 4 weekly call option implied volatility is at 195, September is at 110; compared to its 52-week range of 34 to 99. Call put ratio 2.7 calls to 1 put with a focus on September 4 weekly options into the expected release of quarter results after the bell on September 1.
Medtronic (MDT) September 4 weekly call option implied volatility is at 60, September is at 34; compared to its 52-week range of 16 to 35. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on September 1.
NIO Inc. (NIO) September 4 weekly call option implied volatility is at 119, September is at 74; compared to its 52-week range of 48 to 93. Call put ratio 4.2 calls to 1 put with a focus on September 4.5 and 5 calls into the expected release of quarter results before the bell on September 1.
Movers
PG&E Corp. (PCG) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 68. Call put ratio 2.5 calls to 1 put with a focus on September 4 weekly options as share price down 18.2%.
Sempra Energy (SRE) 30-day option implied volatility is at 27; compared to its 52-week range of 21 to 30. Call put ratio 1 call to 1.3 puts as share price down 4.1%.
Edison Int’l (EIX) 30-day option implied volatility is at 49; compared to its 52-week range of 21 to 45. Call put ratio 1 call to 1.6 puts as share price down 19.5%.
Options with decreasing option implied volatility: MVLL ESTC SMTC P KSS ANF GAP OKTA NTNX MRVL RBRK NVDL AFRM VEEV DLTR BBWI ULTA DG S CRM CZR STRC NVDA BBY CRM ADSK BILI ZM
Increasing unusual option volume: TRVI DKS FNGR PCG RSI CTVA EIX DPRO
Increasing unusual call volume: DPRO DKS TRVI RSI CTVA PCG COTY HLF XE EIX IEF
Increasing unusual put volume: NTRA HWM DFTX PCG LI EIX PENG IOVA TPR DKS XPEV TRIP WY ESTC JETS RUM BURL
