Mid-session IV Report August 12, 2026

Mid-session IV Report August 12, 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: OCUL WEN BRBR

Popular stocks: WEN CRWV SMCI MU INTC SPCX IREN PLTR MRVL HOOD SKHY

Active options: NVDA CRWV SMCI MU INTC AAPL NBIS GOOGL SPCX IREN MSFT PLTR AMD AMZN MRVL META HOOD SKHY RIOT ONDS

Option implied volatility into quarter results and outlook

Cisco Systems (CSCO) August 14 weekly call option implied volatility is at 130, August is at 72; compared to its 52-week range of 18 to 54. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Cerebras Systems (CBRS) August 14 weekly call option implied volatility is at 199, August is at 140; compared to its 52-week range of 92 to 128. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

StubHub (STUB) August 14 weekly call option implied volatility is at 267, August is at 140; compared to its 52-week range of 62 to 143. Call put ratio call to 1.1 put into the expected release of quarter results today after the bell.

Applied Materials (AMAT) August 14 weekly call option implied volatility is at 127, August is at 85; compared to its 52-week range of 28 to 97. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell August 13.

NetEase (NTES) August call option implied volatility is at 69, September is at 44; compared to its 52-week range of 29 to 51. Call put ratio 1.5 calls to 1 put into the expected release of quarter results on August 13.

JD.com (JD) August 14 weekly call option implied volatility is at 80, August is at 51; compared to its 52-week range of 27 to 55. Call put ratio 2.1 calls to 1 put with a focus on September 37 calls into the expected release of quarter results before the bell on August 13.

Tapestry (TPR) August 14 weekly call option implied volatility is at 170, August is at 89; compared to its 52-week range of 32 to 55. Call put ratio 1 call to 12 puts with a focus on 1100 contracts of August 160 puts into the expected release of quarter results before the bell on August 13.

Pershing Square Inc. (PS) August call option implied volatility is at 65, September is at 54; compared to its 52-week range of 40 to 105 with a focus on August 35 puts into the expected release of quarter results before the bell on August 13.

YETI Holdings, Inc. (YETI) August call option implied volatility is at 88, September is at 50; compared to its 52-week range of 33 to 67. Call put ratio 19 calls to 1 put with a focus on September 55 calls into the expected release of quarter results before the bell on August 13.

Intuitive Machines (LUNR) August 14 weekly call option implied volatility is at 215, August is at 155; compared to its 52-week range of 58 to 134. Call put ratio 2.9 calls to 1 put with a focus on August 14 weekly calls into the expected release of quarter results before the bell on August 13.

Options with decreasing option implied volatility: REPL NBIG NEBX SNDU AAOZ FLNC KORU SKHX DFTX MRAM SMCX LITX MRAM SMCX RAM SSPC VCX SOXS SPCH INOD PZZA AMSC CRSR ARRY CEVA ETSY HUBS MNDY SG NBIS SNDK AAOI VIAV TTMI U FIVN FSLY SYM CRWV SE AXON DDOG ZTS HIMS LYFT SEI
Increasing unusual option volume: WEN REAL OCUL LTH ANNX BRBR CRWG IRM HRB CIA WGMI ALOY
Increasing unusual call volume: WEN REAL BRBR OCUL HRB CRWG WGMI ANNX BKSY MUU IREX NRGV HTZ
Increasing unusual put volume: WEN OCUL IRM ALOY DFTX WY CIA ATAI WGMI ROST SLS EQX CRWG MUU CAVA BURL D NBIG ZSL