Mid-session IV Report August 18, 2026

Mid-session IV Report August 18, 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: ABTC VICI SNDQ

Popular stocks: MU SPCX BAC PLTR SNDK AVGO MSTR SOFI NKE WFC

Active options: NVDA TSLA MU SPCX AAPL AMZN META MSFT INTC AMD BAC PLTR SNDK GOOGL IREN AVGO MSTR SOFI NKE WFC

Movement

Meta Platforms (META) 30-day call option implied volatility is 35; compared to its 52-week range of 24 to 57. Call put ratio 1 call to 1.1 puts with a focus on August 19 weekly 682.50 calls amid trial headlines.

Option implied volatility into quarter results and outlook

Analog Devices (ADI) August call option implied volatility is at 91, September is at 49; compared to its 52-week range of 24 to 63. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 19.

Lowe’s Cos. (LOW) August call option implied volatility is at 69, September is at 36; compared to its 52-week range of 20 to 38. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on August 19.

TJX Cos. (TJX) August call option implied volatility is at 67, September is at 28; compared to its 52-week range of 15 to 30. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on August 19.

Viking (VIK) August call option implied volatility is at 110, September is at 44; compared to its 52-week range of 29 to 58. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on August 19.

Target (TGT) August call option implied volatility is at 98, September is at 42; compared to its 52-week range of 29 to 53. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on August 19.

Estee Lauder (EL) August call option implied volatility is at 130, September is at 53; compared to its 52-week range of 30 to 70. Call put ratio 1 call to 2.5 puts with a focus on 400 contracts of January 80 puts into the expected release of quarter results before the bell on August 19.

Walmart (WMT) August call option implied volatility is at 67, September is at 31; compared to its 52-week range of 18 to 37. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on August 20.

Deere & Co. (DE) August call option implied volatility is at 80, September is at 37; compared to its 52-week range of 20 to 42. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on August 20.

Bond-interest rate market option IV

Proshares Trust Ultrashort Lehman 20+ Year Treasury (TBT) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 32. Call put ratio 1 call to 1 put with a focus September 38 puts.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 11; compared to its 52-week range of 9 to 16. Call put ratio 1.3 calls to 1 put on 124K contracts.

iShares iBoxx $ High Yield Corporate Bond ETF (HYG) 30-day option implied volatility is at 4; compared to its 52-week range of 3 to 11. Call put ratio 5.7 calls to 1 put with a focus on 50K contracts of September 50 calls.

Ishares Iboxx $ Investment Grade Corporate Bond Etf (LQD) 30-day option implied volatility is at 7; compared to its 52-week range of 5 to 11. Call put ratio 1 call to 1 put with a focus on a spreader of 4K contracts of October 105 puts and 4K contracts of October 106 calls.

SPDR Bloomberg Barclays High Yield Bond ETF (JNK) 30-day option implied volatility is at 7; compared to its 52-week range of 5 to 11. Call put ratio 11 calls to 1 put.

Options with decreasing option implied volatility: WOLF DFTX SLS SMCX NMAX CAVA GDS JMIA DLO KLAR ONDS BIRK AS CSCO TPR STUB IRDM NU CZR
Increasing unusual option volume: CBRS FCEL KLAR INDA DUOT EYPT FN VIST GROY AS
Increasing unusual call volume: VIST DUOT FN VUZI
Increasing unusual put volume: INDA LABD CZR TMF BCS KLAR FN FRVO