Mid-session IV Report September 23, 2026

Mid-session IV Report September 23, 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: SRAD STUB MGM DECK IBM

Popular stocks option volume leaders: MU SPCX SOFI GME MSTR AVGO BAC NFLX ORCL

Active options: NVDA TSLA AAPL MU META INTC AMZN GOOGL SPCX AMD MSFT SOFI GME MSTR AVGO GRAB BAC NFLX ORCL GOOG

Movement

Qualcomm (QCOM) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 93. Call put ratio 2.3 calls to 1 put with a focus on February 220 calls as share price down 1.9%.

SpaceX (SPCX) 30-day option implied volatility is at 49; compared to its 52-week range of 48 to 116. Call put ratio 1.5 calls to 1 put with a focus on a spreader of 1K contracts of September 25 weekly 150 and 160 calls.

Planet Fitness (PLNT) 30-day option implied volatility is at 51; compared to its 52-week range of 26 to 68. Call put ratio 10 calls to 1 put with a focus on October 40 and 47.50 calls as share price down 2.3%.

The New York Times Co. (NYT) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 93. Call put ratio 2.3 calls to 1 put with a focus on February 220 calls as share price down 1.9%.

Allstate (ALL) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 33. Call put ratio 2.8 calls to 1 put with a focus on January 180 and 230 calls.

Intuit (INTU) 30-day option implied volatility is at 47; compared to its 52-week range of 24 to 70. Call put ratio 1 call to 1.5 puts as share price down 1.3%.

Charter Communications (CHTR) 30-day option implied volatility is at 55; compared to its 52-week range of 39 to 83. Call put ratio 1.6 calls to 1 put as share price near low end of range.

Sirius XM (SIRI) 30-day option implied volatility is at 34; compared to its 52-week range of 28 to 51. Call put ratio 11 calls to 1 put with a focus on 1600 contracts of June 40 calls.

Option implied volatility into quarter results and outlook

Stitch Fix (SFIX) October call option implied volatility is at 180, November is at 140; compared to its 52-week range of 59 to 123. Call put ratio 4.9 calls to 1 put with a focus on October 2.5 and 5 calls into the expected release of quarter results today after the bell.

Costco (COST) September 25 weekly call option implied volatility is at 55, October is at 27; compared to its 52-week range of 18 to 30. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on September 24.

Darden Restaurants (DRI) October call option implied volatility is at 43, November is at 39; compared to its 52-week range of 37 to 42. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on September 24.

Options with decreasing option implied volatility: SOUN VKTX WBD ABVX RARE SPYM
Increasing unusual option volume: KBH MRSH FXE FEZ DC NICE
Increasing unusual call option volume: NICE DC ALHC RCL
Increasing unusual put option volume: KBH FEZ PAYX CPER XNDU