Mid-session IV Report September 15, 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: SOUN SSTK SWKS WAY IONS CTRE
Popular stocks: SPCX INTC MU ORCL PLTR HOOD COIN DELL UAL MSTR RIG SNAP
Active options: NVDA TSLA AAPL SPCX AMZN AMD INTC MU ORCL GOOGL MSFT PLTR HOOD COIN DELL UAL MSTR RIG SNAP
United States Oil Fund (USO) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put as share price up 1.7%.
Option IV amid crypto vote headlines
Strategy (MSTR) 30-day option implied volatility is at 71; compared to its 52-week range of 50 to 127. Call put ratio 1.1 calls to 1 put as share price down 4.9%.
Coinbase (COIN) 30-day option implied volatility is at 66; compared to its 52-week range of 49 to 96. Call put ratio 1 call to 1.4 puts as share price down 6.5%.
Bullish (BLSH) 30-day option implied volatility is at 73; compared to its 52-week range of 64 to 99. Call put ratio 1.2 calls to 1 put as share price down 5.6%.
Circle Internet Group (CRCL) 30-day option implied volatility is at 79; compared to its 52-week range of 64 to 109. Call put ratio 1.2 calls to 1 put as share price down 8.6%.
Robinhood (HOOD) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 93. Call put ratio 2.7 calls to 1 put as share price down 3.5%.
Shipping stocks option IV as share prices up
Teekay Tankers Ltd (TNK) 30-day option implied volatility is at 43; compared to its 52-week range of 31 to 60. Call put ratio 6.5 calls to 1 put as share price trends higher.
Nordic American Tanker (NAT) 30-day option implied volatility is at 48; compared to its 52-week range of 32 to 71. Call put ratio 29 calls to 1 put with a focus on October 8 and 9 calls as share price trends higher.
Star Bulk Carriers (SBLK) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 41 with a focus on September 30 and June 35 calls as share price trends higher.
Global Ship Lease (GSL) 30-day option implied volatility is at 24; compared to its 52-week range of 20 to 52. Call put ratio 5.5 calls to 1 put amid recent rally.
ZIM Integrated Shipping Services Ltd. (ZIM) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 80. Call put ratio 1.5 calls to 1 put into share price movement.
Frontline (FRO) 30-day option implied volatility is at 49; compared to its 52-week range of 37 to 70. Call put ratio 9.6 calls to 1 put with a focus on a spreader of October 49 and 55 calls as share price up 4.5%.
International Seaways (INSW) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 70. Call put ratio 79 calls to 1 put with a focus on October 110 and 120 calls as share price up 2.3%.
Genco Shipping & Trading Limited (GNK) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 52. Call put ratio 2 calls to 1 put amid share price trending higher.
Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 68; compared to its 52-week range of 65 to 124. Call put ratio 2 calls to 1 put as share price up 1.8%.
DHT Holdings (DHT) 30-day option implied volatility is at 49; compared to its 52-week range of 29 to 62. Call put ratio 22 calls to 1 put with a focus on September 21 calls, October 23 calls and October 24 calls recent amid sharp rally.
Diana Shipping (DSX) 30-day option implied volatility is at 56; compared to its 52-week range of 48 to 89. Call put ratio 12 calls to 1 put as share price near 2-year high.
Option implied volatility into quarter results and outlook
Trip.com Group (TCOM) September call option implied volatility is at 90, October is at 50; compared to its 52-week range of 24 to 51. Call put ratio 2.5 calls to 1 put into the expected release of quarter results after the bell on September 15.
Novo Nordisk (NVO) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 64. Call put ratio 1.7 calls to 1 put into hosting its Capital Markets Day on September 21, 2026. (Corrected)
Options with decreasing option implied volatility: DFTX AEO PLAY VCX CCXI ORCL RH JMKE CHWY AVAV STUB PCG EIX ASO ADBE KR M CPRT
Increasing unusual option volume: ACAD ALHC PLAY FPS ITUB NAVN WVE UAL XEL
Increasing unusual call option volume: ALHC FPS UAL PLAY ACAD NAVN WVE HUN DC CRDF
Increasing unusual put option volume: PLAY QLD ALLY XEL FPS UNG
