Mid-session IV Report September 10, 2026

Mid-session IV Report September 10, 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: ATAI FXY HYG KVUE

Popular stocks: SPCX MU INTC AMD MSTR SKHY SOFI PLTR CRWV SNDK IREN HOOD NFLX

Active options: AAPL NVDA SPCX MU META INTC AMD MSTR GOOGL TSLA SKHY SOFI AMZN PLTR CRWV SNDK IREN HOOD OPEN NFLX

Movers

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 12; compared to its 52-week range of 9 to 16. Call put ratio 1 call to 1.7 puts on 754K contracts.

PayPal (PYPL) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 1.9 puts with a focus on 8K contracts of September 49 puts.

Strategy (MSTR) 30-day option implied volatility is at 72; compared to its 52-week range of 50 to 127. Call put ratio 2.5 calls to 1 put with a focus on a spreader of 6K contracts of September 11 weekly 147 and 152.50 calls.

Option implied volatility into quarter results and outlook

Oracle (ORCL) September 11 weekly call option implied volatility is at 250, September is at 110; compared to its 52-week range of 41 to 85. Call put ratio 1.8 calls to 1 put with a focus on September 11 weekly 160 calls into the expected release of quarter results today after the bell.

Adobe Systems (ADBE) September 11 weekly call option implied volatility is at 188, September is at 82; compared to its 52-week range of 24 to 63. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

RH (RH) September 11 weekly call option implied volatility is at 290, September is at 134; compared to its 52-week range of 79 to 97. Call put ratio 1 call to 2.4 puts into the expected release of quarter results today after the bell.

Kroger (KR) September 11 weekly call option implied volatility is at 130, September is at 57; compared to its 52-week range of 20 to 39. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on September 11.

Options with decreasing option implied volatility: RARE OKLL PL NTSK PATH SNOW AEO ASAN BCRX AI ZS NTAP IONS DOCU LULU CHWY AVGO
Increasing unusual option volume: BMEA CYPH MXEF GPRO BRZE NAVN KHC DPRO IYR YSS CBRG NRE TTAN
Increasing unusual call volume: CYPH BMEA KHC DPRO CBRG NAVN TTAN RARE SOLZ TSSI AADX BEAM AVAV
Increasing unusual put volume: TECK MXEF IYR YSS WMB AEO CASY ROKU MXL CIA AVAV HSBC