Mid-session IV Report September 2, 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: NKE HYG XP GBX STNE SPDN
Popular stocks: MU DELL SPCX INTC PLTR NFLX SOFI AVGO ASTS ORCL MSTR SMCI
Active options: NVDA TSLA META AAPL MU DELL AMZN SPCX INTC GOOGL PLTR NFLX AMD SOFI MSFT AVGO ASTS ORCL MSTR SMCI
Option implied volatility into quarter results and outlook
Broadcom (AVGO) September 4 weekly call option implied volatility is at 130, September is at 58; 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 today after the bell.
Snowflake (SNOW) September 4 weekly call option implied volatility is at 196, September is at 87; compared to its 52-week range of 33 to 86. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Hewlett Packard Enterprise (HPE) September 4 weekly call option implied volatility is at 188, September is at 89; compared to its 52-week range of 30 to 125. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.
Five Below (FIVE) September call option implied volatility is at 66, October 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 today the bell.
C3 AI (AI) September 4 weekly call option implied volatility is at 215, September is at 103; compared to its 52-week range of 51 to 108. Call put ratio 4 calls to 1 put with a focus on September 4 weekly 11 calls into the expected release of quarter results today after the bell.
PVH Corp. (PVH) September 4 weekly call option implied volatility is at 80, September is at 61; 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 today after the bell.
Ciena (CIEN) September 4 weekly call option implied volatility is at 200, September is at 94; compared to its 52-week range of 37 to 110. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on September 3.
lululemon athletica (LULU) September 4 weekly call option implied volatility is at 157, September is at 71; compared to its 52-week range of 35 to 73. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on September 3.
Docusign Inc. (DOCU) September 4 weekly call option implied volatility is at 180, September is at 86; compared to its 52-week range of 31 to 79. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on September 3.
Travel Entertainment stocks options IV
Carnival Corp. (CCL) 30-day option implied volatility is at 45; compared to its 52-week range of 33 to 69. Call put ratio 4.6 calls to 1 put with a focus on with a focus on September 4 weekly 24.50 calls as share price up 2.5%.
Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 46; compared to its 52-week range of 38 to 71. Call put ratio 1.8 calls to 1 put with a focus on a spreader of October and December 19 puts.
Royal Caribbean (RCL) 30-day option implied volatility is at 38; compared to its 52-week range of 35 to 65. Call put ratio 3.3 calls to 1 put with a focus on September 4 weekly 280 calls.
Viking (VIK) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 58 with a focus on 1K contracts of October 90 calls as share price up 2.1%.
United Airlines (UAL) 30-day option implied volatility is at 41; compared to its 52-week range of 39 to 78. Call put ratio 1.5 calls to 1 put with a focus on September 4 weekly options.
Delta Air Lines (DAL) 30-day option implied volatility is at 34; compared to its 52-week range of 33 to 62. Call put ratio 4.3 calls to 1 put with a focus on September 4 weekly 78 calls as share price up 2.9%.
JetBlue Airways (JBLU) 30-day option implied volatility is at 57; compared to its 52-week range of 49 to 89. Call put ratio 4.8 calls to 1 put with a focus on September 4.5 weekly calls as share price up 4.3%.
American Airlines (AAL) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 68. Call put ratio 1.4 calls to 1 put as share price up 2.2%.
Marriott (MAR) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 39. Call put ratio 2.6 calls to 1 put with a focus on October puts and January 400 calls.
MGM Resorts (MGM) 30-day option implied volatility is at 37; compared to its 52-week range of 29 to 51. Call put ratio 3.7 calls to 1 put with a focus on October 45 calls as share price up 2.3%.
Caesars Entertainment (CZR) 30-day option implied volatility is at 9; compared to its 52-week range of 8 to 73 with a focus on 1K contracts of September 30 calls.
Las Vegas Sands (LVS) 30-day option implied volatility is at 31; compared to its 52-week range of 28 to 52. Call put ratio 7.9 calls to 1 put with a focus on September calls.
Wynn Resorts Ltd (WYNN) 30-day option implied volatility is at 31; compared to its 52-week range of 29 to 54. Call put ratio 1 call to 1 put as share price up 2.3%.
Options with decreasing option implied volatility: GTLB MVLL ESTC GAP MDB P GTLB RBRK CCXI CRDO MRVL SNPS NVDX AFRM S NVDL DLTR VEEV ULTA DELL PANW DG OKTA BBY ADSK HPQ CRM BURL HRL NVDA VICI CZR
Increasing unusual option volume: GPRO JXN ALMS ALLY RSI PCG GTLB OLLI BAM
Increasing unusual call volume: GPRO ALLY PCG RSI EYPT NRG VYX DPRO GTLB CWH
Increasing unusual put volume: A ARRY DBX JXN BAM FIGR XRX ALT STNE FAST CG PAGP
