Mid-session IV Report August 19, 2026

Mid-session IV Report August 19, 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: MRNA ABTC VICI MRK BCRX KURA ACAD BNTX TEM BHF BITX MSTR TWST PSNL ALHC MRK LEGN CRSP BMNR ESI IBB BMY XBI XLV RITM ETHA ETHE ESI

Popular stocks: INTC MU SPCX MRNA AVGO PLTR NFLX NBIS MRVL PFE CRM MSTR

Active options: AAPL NVDA TSLA INTC MU SPCX AMZN MRNA META AMD AVGO PLTR NFLX NBIS MRVL GOOGL PFE CRM MSFT MSTR

Movers

Moderna (MRNA) 30-day call option implied volatility is 119; compared to its 52-week range of 55 to 103. Call put ratio 1 calls to 1.9 puts after INTerpath-001 trial results.

Merck (MRK) 30-day call option implied volatility is 33; compared to its 52-week range of 22 to 36. Call put ratio 3.1 calls to 1 put after INTerpath-001 trial results.

Repligen (RGEN) 30-day call option implied volatility is 43; compared to its 52-week range of 38 to 93. Call put ratio 5.6 calls to 1 put.

Danaher (DHR) 30-day call option implied volatility is 31; compared to its 52-week range of 22 to 41. Call put ratio 1.1 calls to 1 put as share price up 4.8%.

Thermo Fisher (TMO) 30-day call option implied volatility is 27; compared to its 52-week range of 23 to 41. Call put ratio 4.8 calls to 1 put with a focus on March 700 calls as share price up 4.2%.

Maravai Lifesciences (MRVI) 30-day call option implied volatility is 131; compared to its 52-week range of 65 to 187. Call put ratio 22 calls to 1 put with a focus on December 5, 7.5 and 10 calls as share price up 25%.

Scotts Miracle-Gro (SMG) 30-day call option implied volatility is 41; compared to its 52-week range of 32 to 54. Call put ratio 15 calls to 1 put with a focus on August 62.50 calls as share price up 3.4%.

Carvana (CVNA) 30-day call option implied volatility is 57; compared to its 52-week range of 46 to 103. Call put ratio 1 call to 2.2 puts with a focus on August 60 puts as share price up 6.3%.

Option implied volatility into quarter results and outlook

Coty (COTY) August call option implied volatility is at 211, September is at 100; compared to its 52-week range of 44 to 105. Call put ratio 4.2 calls to 1 put with a focus on August 3 calls into the expected release of quarter results after the bell on August 19.

Walmart (WMT) August call option implied volatility is at 77, September is at 31; compared to its 52-week range of 18 to 37. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on August 20.

Alibaba (BABA) August call option implied volatility is at 105, September is at 47; compared to its 52-week range of 33 to 55. Call put ratio 2.4 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 91, September is at 42; compared to its 52-week range of 20 to 42. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on August 20.

NetEase (NTES) August call option implied volatility is at 100, September is at 49; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 20.

Ross Stores (ROST) August call option implied volatility is at 120, September is at 42; compared to its 52-week range of 17 to 39. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on August 20.

Options with decreasing option implied volatility: WOLF KLAR YSS OMER ONDS DLO HSAI NMAX CSCO STUB BIRK AS TPR GDS BLSH EL WEN XP TGT NU PTON WU
Increasing unusual option volume: REAL AMLX ALHC OPRA MSGS AS BNTX CYPH PGEN LYTE CIA AZ PSNL
Increasing unusual call volume: ALHC REAL OPRA AS BNTX CYPH PGEN PONY MTCH PSNL IHI LYTE SDGR BETR INDI OCUL
Increasing unusual put volume: LYTE MRNA ITB PAPP TJX CIA NXE BNTX WYFI KEYS RIOT AXTX JCI FRVO EYPT EXK LOW