Mid-session IV Report September 4, 2026

Mid-session IV Report September 4, 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: FICO XP IR FXY DFTX

Popular stocks: PCG ORCL CRCL CRM C CHPT XOM NVDA CVX NN LULU CLS MU B ASAN DIS

Active options: NVDA MU AAPL LULU INTC MSTR SPCX XOM AMD AMZN ORCL PLTR HOOD SOFI META TSLA AVGO MSFT PATH B

Movers

Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 33. Call put ratio 1.1 calls 1 put into hosting a special event on September 9.

SK Hynix (SKHY) 30-day call option implied volatility is 58; compared to its 52-week range of 56 to 139. Call put ratio 1.4 calls to 1 put as share price up 3.8%.

Micron Technology (MU) 30-day call option implied volatility is 64; compared to its 52-week range of 45 to 108. Call put ratio 1.9 calls to 1 put amid share price up 4.5%.

Sandisk (SNDK) 30-day call option implied volatility is 72; compared to its 52-week range of 54 to 163. Call put ratio 1.6 calls to 1 put as share price up 8.2%.

Western Digital (WDC) 30-day call option implied volatility is 66; compared to its 52-week range of 39 to 117. Call put ratio 1.1 calls to 1 put as share price up 4.2%.

FICO (FICO) 30-day option implied volatility is at 52; compared to its 52-week range of 34 to 78. Call put ratio 1 call to 1.1 puts as share price down 17%.

TransUnion (TRU) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 58. Call put ratio 1 call to 4.2 puts with a focus on January 47.50 puts as share price down 9.5%.

Equifax (EFX) 30-day option implied volatility is at 39; compared to its 52-week range of 27 to 55. Call put ratio 1 call to 20 puts with a focus on September 130 and 180 puts as share price down 8.2%.

Option implied volatility into quarter results and outlook

Oracle (ORCL) September 11 weekly call option implied volatility is at 100, September is at 82; compared to its 52-week range of 41 to 85. Call put ratio 4 calls to 1 put with a focus on September 165 calls into the expected release of quarter results after the bell on September 10.

Options with decreasing option implied volatility: GTLB MDB NTSK PL SNOW PATH ZS AI CIEN DOCU IOT NTAP PANW AVGO LULU VICI ATAI CZR HPE
Increasing unusual option volume: GPRO DPRO RARE BMEA CHPT BBD WRBY GTM
Increasing unusual call option volume: GPRO DPRO BMEA RARE BBD WRBY CHPT GTM KHC RSI
Increasing unusual put volume: RARE BSP LULU TRIP BILI CI PAGP ASAN EQT DOCU IOT WMB