Mid-session IV Report September 14, 2026

Mid-session IV Report September 14, 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: USO BNO EWZ WBD HYG SOUN RUM CRWD OKTA RBRK VRT ZS ASML PANW DPZ MS WFC BAC NDX JPM SPX XSP

Popular stocks: ORCL SPCX MU INTC MSTR SMCI MARA DELL PLTR GME HOOD SNDK

Active options: AAPL NVDA TSLA ORCL SPCX MU META INTC MSTR AMZN GOOGL AMD SMCI MARA DELL MSFT PLTR GME HOOD SNDK

United States Oil Fund (USO) 30-day option implied volatility is at 59; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.3 puts as share price up 3.2%.

Salesforce (CRM) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 61. Call put ratio 1.5 calls to 1 put with a focus on September 240 puts and September 255 calls into Dreamforce as share price up 2.2%.

Palantir (PLTR) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 75. Call put ratio 2.4 calls to 1 put with a focus on September 170 puts as share price up 1.5%.

CoreWeave (CRWV) 30-day call option implied volatility is 76; compared to its 52-week range of 68 to 124. Call put ratio 1.9 calls to 1 put as share price down 6.7%.

AMD (AMD) 30-day call option implied volatility is 52; compared to its 52-week range of 42 to 89. Call put ratio 1 call to 1 put as share price down 6%.

Bloom Energy Corp. (BE) 30-day call option implied volatility is 80; compared to its 52-week range of 78 to 181. Call put ratio 1.6 calls to 1 put as share price down 7.8%.

Dell Technologies (DELL) 30-day call option implied volatility is 62; compared to its 52-week range of 36 to 100. Call put ratio 1 call to 1.3 puts as share price down 6.8%.

Oracle (ORCL) 30-day call option implied volatility is 51; compared to its 52-week range of 41 to 85. Call put ratio 1.9 calls to 1 put with a focus on a spreader of March 170 and 200 calls as share price down 4.4%.

SK Hynix (SKHY) 30-day call option implied volatility is 60; compared to its 52-week range of 57 to 139. Call put ratio 1 call to 1 put as share price down 8%.

Micron Technology (MU) 30-day call option implied volatility is 61; compared to its 52-week range of 46 to 108. Call put ratio 1.3 calls to 1 put amid share price down 6%.

Sandisk (SNDK) 30-day call option implied volatility is 70; compared to its 52-week range of 58 to 163. Call put ratio 1.1 calls to 1 put as share price down 5.5%.

Western Digital (WDC) 30-day call option implied volatility is 65; compared to its 52-week range of 40 to 117. Call put ratio 1 call to 1 put as share price down 4%.

Options with decreasing option implied volatility: AEO DFTX NN IONS BCRX ORCL RH AVAV CHWY PCG KR NVS
Increasing unusual option volume: IE NVD CRBP AVL GRAL ENTG VEA CG CIA NKLR RELY BWIN
Increasing unusual call volume: IE ENTG GRAL AVL NVD IWF EW IMPP CRMG PLAY VWO GSAT
Increasing unusual put volume: BSOL CG DFTX CIA ALM ALT NTSK AVGX VITL NEXT