Mid-session IV Report August 6, 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: NN PCG GME HELP RBRK AES HYG
Popular stocks: MU PLTR INTC TTWO SNDK SOUN NFLX PFE
Active options: NVDA AAPL SPCX TSLA MU PLTR MSFT AMZN AMD INTC TTWO SNDK SOUN GOOGL IREN NFLX META PFE NBIS APP
Movement
SpaceX (SPCX) 30-day call option implied volatility is 87; compared to its 52-week range of 71 to 116. Call put ratio 1 call to 1 put.
NVIDIA (NVDA) 30-day option implied volatility is at 43; compared to its 52-week range of 32 to 55. Call put ratio 2.1 calls to 1 put with a focus on a spreader of 7K contracts of September 225 and 245 calls.
Micron Technology (MU) 30-day option implied volatility is at 83; compared to its 52-week range of 42 to 108. Call put ratio 1.5 calls to 1 put as share price up 1.9%.
Western Digital (WDC) 30-day option implied volatility is at 89; compared to its 52-week range of 33 to 117. Call put ratio 1 call to 1.2 puts as share price down 9.2% after quarter results and outlook.
Sandisk (SNDK) 30-day option implied volatility is at 107; compared to its 52-week range of 44 to 163. Call put ratio 1.4 calls to 1 put as share price down 3.3% after quarter results and outlook.
Oracle (ORCL) 30-day option implied volatility is at 66; compared to its 52-week range of 31 to 85. Call put ratio 3 calls to 1 put with a focus on Augst calls.
Option implied volatility into quarter results and outlook
Cloudflare (NET) August 7 weekly call option implied volatility is at 250, August is at 90; compared to its 52-week range of 40 to 88. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
Petrobras (PBR) August 7 weekly call option implied volatility is at 90, August is at 43; compared to its 52-week range of 21 to 50. Call put ratio 14 calls to 1 put with a focus on August 7 weekly 19 calls into the expected release of quarter results today after the bell.
Airbnb (ABNB) August 7 weekly call option implied volatility is at 166, August is at 59; compared to its 52-week range of 25 to 52. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
Rocket Companies (RKT) August 7 weekly call option implied volatility is at 176, August is at 75; compared to its 52-week range of 44 to 83. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
Rocket Lab USA, Inc. (RKLB) August 14 weekly call option implied volatility is at 127, August is at 114; compared to its 52-week range of 44 to 83. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on August 10.
Options with decreasing option implied volatility: REPL SNDQ PGEN APPS PTIR NWL AMZU TMDX SNAP DDOG FSLY AMBA RDDT DUOL UPST SHOP PINS AXON RBLX PINS SYM DT INSM CPRI DASH SGHC ZTS XYZ SGI SPOT SONY MELI UBER DIS CVS
Increasing unusual option volume: APPN EVTL CIA UAA HNST CRON CHYM INSM PZZA AIQ GILT TWST AMT UWMC HONA FRMM OR TTWO
Increasing unusual call volume: HNST INSM CHYM CRON AMT GILT TTWO UWMC FRMM HONA GTM AKBA AMPL MUU LFMD CE
Increasing unusual put volume: UAA PZZA AIQ CIA CHYM HONA UWMC INSM OBDC EQX MGNI SEI COMP DAVE HUBS
