Mid-session IV Report September 25, 2026

Mid-session IV Report September 25, 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: QURE INOD MRNA KVYO SPOT STUB TMF TLT HYG IEF AKAM PYPL

Popular stocks option volume leaders: INTC SPCX ORCL MU MSTR SOFI PLTR GME CRWV NBIS AVGO SNDK

Active options: NVDA TSLA META INTC AAPL AMZN SPCX ORCL MU AMD MSFT GOOGL MSTR SOFI PLTR GME CRWV NBIS AVGO SNDK

Movement

Micron Technology (MU) 30-day call option implied volatility is 62; compared to its 52-week range of 46 to 108. Call put ratio 1.9 calls to 1 put with a focus on 8200 contracts of October 2 weekly 1000 calls into expected release of quarter results on September 30 and SEMICON West conference.

Western Digital (WDC) 30-day call option implied volatility is 69; compared to its 52-week range of 50 to 117. Call put ratio 1.6 calls to 1 put with a focus on expiring September 25 calls into SEMICON West conference.

SK Hynix (SKHY) 30-day call option implied volatility is 58; compared to its 52-week range of 57 to 139. Call put ratio 1.8 calls to 1 put with a focus on October 2 weekly 190 calls into SEMICON West conference.

Sandisk (SNDK) 30-day call option implied volatility is 70; compared to its 52-week range of 67 to 163. Call put ratio 1.8 calls to 1 put with a focus on October 2 weekly calls into SEMICON West conference.

Zscaler (ZS) 30-day call option implied volatility is 56; compared to its 52-week range of 31 to 86. Call put ratio 1.6 calls to 1 put with a focus on October 190 puts.

Hyperliquid Strategies (PURR) 30-day call option implied volatility is 102; compared to its 52-week range of 40 to 190. Call put ratio 7.1 calls to 1 put with a focus on September 5 weekly 15 and October 14 calls as share price down 8.2%.

Datadog, Inc. (DDOG) 30-day call option implied volatility is 59; compared to its 52-week range of 33 to 88. Call put ratio 2.1 calls to 1 put with a focus on expiring September 270 puts as share price up 6.6%.

Twilio (TWLO) 30-day call option implied volatility is 63; compared to its 52-week range of 32 to 85. Call put ratio 1 call to 3.7 puts with a focus on October 290 and 295 puts as share price down 6.3%.

Option implied volatility into quarter results and outlook

Vail Resorts (MTN) October call option implied volatility is at 53, December is at 53; compared to its 52-week range of 32 to 58. Call put ratio 1 call to 4.4 puts with a focus on October puts into the expected release of quarter results after the bell on September 28.

Jefferies Financial Group (JEF) October call option implied volatility is at 55, November is at 49; compared to its 52-week range of 32 to 78. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 28.

Carnival Corp. (CCL) October 2 weekly call option implied volatility is at 69, October is at 55; compared to its 52-week range of 33 to 70. Call put ratio 3.9 calls to 1 put with a focus on 1600 contracts of October 2 weekly 24 calls into the expected release of quarter results before the bell on September 29.

Nike (NKE) October 2 weekly call option implied volatility is at 76, October is at 55; compared to its 52-week range of 46 to 108. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on October 1.

Options with decreasing option implied volatility: VKTX WBD ZVRA CBRL PAYX
Increasing unusual option volume: GENI ACAD BUG XEL LESL GFL AKAM NKTR BURL QFIN
Increasing unusual call option volume: GENI ACAD GFL AKAM CENX DHT BUG DC VIAV CARR CYPH
Increasing unusual put option volume: BUG NKTR XEL MNST NTRA BAM BURL TMF ALT AKAM WMB MPLX TECK