Mid-session IV Report September 1, 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: HYG NBIZ
Popular stocks: INTC SPCX MU NIO PLTR HOOD MSTR SOFI MRVL ORCL HTZ PFE
Active options: TSLA NVDA AAPL AMZN INTC META SPCX MU GOOGL AMD MSFT NIO PLTR HOOD MSTR SOFI MRVL ORCL HTZ PFE
Option implied volatility into quarter results and outlook
Dell Technologies (DELL) September 4 weekly call option implied volatility is at 139, September is at 80; compared to its 52-week range of 32 to 100. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Palo Alto Networks (PANW) September 4 weekly call option implied volatility is at 125, September is at 77; compared to its 52-week range of 25 to 78. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.
Credo Tech (CRDO) September 4 weekly call option implied volatility is at 159, September is at 98; compared to its 52-week range of 67 to 124. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
MongoDB (MDB) September 4 weekly call option implied volatility is at 219, September is at 109; compared to its 52-week range of 34 to 99. Call put ratio 1 call to 1.7 puts with a focus on September 4 weekly options into the expected release of quarter results today after the bell.
Broadcom (AVGO) September 4 weekly call option implied volatility is at 110, September is at 58; compared to its 52-week range of 36 to 66. Call put ratio 1.3 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 160, September is at 81; compared to its 52-week range of 33 to 86. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on September 2.
Hewlett Packard Enterprise (HPE) September 4 weekly call option implied volatility is at 150, September is at 89; compared to its 52-week range of 30 to 125. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on September 2.
NetApp (NTAP) September 4 weekly call option implied volatility is at 76, September is at 58; compared to its 52-week range of 25 to 63. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on September 2.
Five Below (FIVE) September call option implied volatility is at 62, September is at 52; compared to its 52-week range of 36 to 68. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 2.
FuelCell Energy (FCEL) September 4 weekly call option implied volatility is at 176, September is at 116; compared to its 52-week range of 78 to 185. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on September 2.
C3 AI (AI) September 4 weekly call option implied volatility is at 179, September is at 100; compared to its 52-week range of 51 to 108. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on September 2.
PVH Corp. (PVH) September 4 weekly call option implied volatility is at 77, September is at 65; compared to its 52-week range of 36 to 67. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on September 2.
Gold.com (GOLD) September call option implied volatility is at 80, October is at 76; compared to its 52-week range of 36 to 80. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on September 2.
lululemon athletica (LULU) September 4 weekly call option implied volatility is at 130, September is at 71; compared to its 52-week range of 35 to 73. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on September 3.
Options with decreasing option implied volatility: IRE MVLL ESTC KSS GAP SMTC P LWLG CCXI ANF RBRK MRVL OKTA IREN ZM BBWI NVDL NVDX DLTR S DG VEEV ULTA INTU SNPS BBY ADSK CRM BURL NVDA
Increasing unusual option volume: GPRO ALMS DPRO FRVO DUST HWM NVS CRK EIX
Increasing unusual call volume: GPRO DPRO DUST FRVO CRK TENB EIX DKS VYX MDT BMEA
Increasing unusual put volume: HWM NVS EIX FEZ JMKE PFE ETN KD MDLN DKS ROST DFTX ROST
