Mid-session IV Report September 21, 2026

Mid-session IV Report September 21, 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: STUB DECK UUP NUAI MSTX INTW CRML AMDL MRNA INTC ARM DECK QS MSTY QS DJT IBM TSCO AMD BITO GE FLNG RTX SAN TXN GM CMCSA T

Popular stocks: MU SOFI HOOD MSTR SPCX NFLX COIN AAL NOW

Active options: INTC NVDA AAPL META MU SOFI HOOD MSTR AMD GLND SPCX AMZN MARA IREN NFLX COIN AAL GOOGL NOW BMNR

Movement

AMD (AMD) 30-day call option implied volatility is 56; compared to its 52-week range of 42 to 89. Call put ratio 1.6 calls to 1 put as share price up 8.8%.

Bloom Energy Corp. (BE) 30-day call option implied volatility is 77; compared to its 52-week range of 77 to 181. Call put ratio 1.2 calls to 1 put as share price up 1.2%.

Dell Technologies (DELL) 30-day call option implied volatility is 61; compared to its 52-week range of 38 to 100. Call put ratio 1 call to 1 put as share price up 1%.

Oracle (ORCL) 30-day call option implied volatility is 49; compared to its 52-week range of 41 to 85. Call put ratio 3.2 calls to 1 put.

CoreWeave (CRWV) 30-day call option implied volatility is 74; compared to its 52-week range of 68 to 124. Call put ratio 3.2 calls to 1 put as share price up 3.7%.

SK Hynix (SKHY) 30-day call option implied volatility is 58; compared to its 52-week range of 57 to 129. Call put ratio 1 call to 1.3 puts.

Micron Technology (MU) 30-day call option implied volatility is 62; compared to its 52-week range of 46 to 108. Call put ratio 1.6 calls to 1 put amid share price up 1.5%.

Sandisk (SNDK) 30-day call option implied volatility is 71; compared to its 52-week range of 68 to 163. Call put ratio 1 call to 1 put as share price down 1%.

Western Digital (WDC) 30-day call option implied volatility is 67; compared to its 52-week range of 48 to 117. Call put ratio 1.4 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 76; compared to its 52-week range of 52 to 125. Call put ratio 2.3 calls to 1 put as share price up 8.3%.

Coinbase (COIN) 30-day option implied volatility is at 67; compared to its 52-week range of 48 to 95. Call put ratio 2.3 calls to 1 put as share price up 5.6%.

Option IV into quarter results

AutoZone (AZO) October call option implied volatility is at 50, November is at 40; compared to its 52-week range of 22 to 43. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on September 22.

Options with decreasing option implied volatility: ABSI FPS PLAY SOUN VCX TCOM
Increasing unusual option volume: GFL EH WU FWDI CRDU BMEA DBC AVL DC PSKY WBD MOS IPI NTR CF
Increasing unusual call option volume: EH WU CRDU DC CYPH BWXT DBC BMEA BURL
Increasing unusual put option volume: AS NUAI NTSK INTW CMCSA BNY VUG NTRA WBD