Mid-session IV Report September 3, 2026

Mid-session IV Report September 3, 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: AVGO SPCX PLTR HOOD MU SOFI MSTR SNOW HPE INTC DELL KHC

Popular stocks: NVDA TSLA AVGO SPCX PLTR META HOOD AAPL MU SOFI AMZN MSTR SNOW GOOG AMD HPE INTC DELL KHC

Movers

United States Oil Fund (USO) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.5 puts as share price up 1.1%.

SpaceX (SPCX) 30-day option implied volatility is at 49; compared to its 52-week range of 48 to 116. Call put ratio 1.6 calls to 1 put with a focus on a spreader of 3500 contracts of November 90 and 100 puts as share price up 5%.

Robinhood (HOOD) 30-day option implied volatility is at 66; compared to its 52-week range of 50 to 93 with a focus on December 170, February 150 and February 180 calls as share price up 15%.

Palantir (PLTR) 30-day option implied volatility is at 48; compared to its 52-week range of 41 to 75 with a focus on September 4 weekly 187.50 and 192.50 calls as share price up 7%.

Snap (SNAP) 30-day option implied volatility is at 58; compared to its 52-week range of 42 to 107. Call put ratio 6.6 calls to 1 put with a focus on 3K contracts of January 15 calls as share price up 3.8%.

PG&E Corp. (PCG) 30-day option implied volatility is at 58; compared to its 52-week range of 24 to 68. Call put ratio 3 calls to 1 put with a focus on September 18 and December 19 calls as share price up 2%.

Sempra Energy (SRE) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 30. Call put ratio 5 calls to 1 put.

Edison Int’l (EIX) 30-day option implied volatility is at 46; compared to its 52-week range of 21 to 53. Call put ratio 1.3 calls to 1 put as share price up 1.3%.

Option implied volatility into quarter results and outlook

lululemon athletica (LULU) September 4 weekly call option implied volatility is at 200, September is at 74; compared to its 52-week range of 35 to 73. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Docusign Inc. (DOCU) September 4 weekly call option implied volatility is at 275, September is at 91; compared to its 52-week range of 31 to 79. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

UiPath Inc. (PATH) September 4 weekly call option implied volatility is at 330, September is at 106; compared to its 52-week range of 36 to 108. Call put ratio 1 call to 2.2 puts into the expected release of quarter results today after the bell.

Planet Labs (PL) September 4 weekly call option implied volatility is at 155, September is at 114; compared to its 52-week range of 68 to 142. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Samsara Inc (IOT) September 4 weekly call option implied volatility is at 270, September is at 100; compared to its 52-week range of 36 to 101. Call put ratio 4.5 calls to 1 put with a focus on September 4 weekly calls into the expected release of quarter results today after the bell.

Zscaler (ZS) September 4 weekly call option implied volatility is at 300, September is at 98; compared to its 52-week range of 31 to 86. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: MVLL ESTC GAP MDB GTLB S RBRK SNOW CRDO MRVL AFRM PANW ADSK ULTA WDAY VICI ATAI
Increasing unusual option volume: GPRO CHPT XP RARE WSC WOOF CBRL DPRO
Increasing unusual call volume: GPRO XP RARE CHPT WSC WOOF CBRL DPRO KHC BNTX SBLK TSLT CPB
Increasing unusual put volume: RARE HCA WEAT SNOW