Mid-session IV Report September 8, 2026

Mid-session IV Report September 8, 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: DFTX PCG EWZ PBR FXY IRE SLS KORU IONX AMBA SMR INTW TE PSIX MULL AMDL APLD RGTI FCEL QBTS EWZ ERO AVL BMY WELL VRTX PEP AVGO BKNG DAL CVE NU

Popular stocks: MU AAPL ORCL SPCX CRWV PLTR QCOM PFE SOFI

Active options: TSLA NVDA INTC MU AAPL ORCL SPCX AMD IREN AVGO NFLX META BE CRWV PLTR QCOM AMZN PFE GOOGL SOFI

Movers

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 33. Call put ratio 1.7 calls 1 put with a focus on September 9 weekly and September 11 weekly 320 calls into hosting a special event on September 9.

Intel (INTC) 30-day option implied volatility is at 66; compared to its 52-week range of 41 to 102. Call put ratio 2.5 calls to 1 put with a focus on October 2 weekly calls as share price up 7.8%.

Qualcomm (QCOM) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 93. Call put ratio 4.8 calls to 1 put with a focus on September 11 weekly calls as share price up 4%.

Option implied volatility for energy, refiners and transporters

United States Oil Fund (USO) 30-day option implied volatility is at 45; compared to its 52-week of 26 to 129. Call put ratio 1 call to 1.5 puts as share price up 1.8%.

Phillips 66 (PSX) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 42. Call put ratio 1.1 calls to 1 put amid wide price movement.

Marathon Petroleum (MPC) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 47. Call put ratio 1 call to 1.3 puts as share price near up 2%.

Valero Energy (VLO) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 49. Call put ratio 1 call to 1.1 puts as share price near up 2.7%.

Williams Cos. (WMB) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 32. Call put ratio 2.6 calls to 1 put as share price up 1%.

Enterprise Products Partners (EPD) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 23. Call put ratio 2.7 calls to 1 put with a focus on September 11 weekly 39 calls.

Energy Transfer (ET) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 24. Call put ratio 1.8 calls to 1 put with focus on October 20 puts.

Option implied volatility into quarter results and outlook

Oracle (ORCL) September 11 weekly call option implied volatility is at 155, September is at 97; compared to its 52-week range of 41 to 85. Call put ratio 2.3 calls to 1 put with a focus on October calls into the expected release of quarter results after the bell on September 10.

Casey’s General Stores (CASY) September call option implied volatility is at 71, October is at 46; compared to its 52-week range of 22 to 51. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.

ServiceTitan (TTAN) September option implied volatility is at 100, September is at 77; compared to its 52-week range of 32 to 89. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: PL NTSK MDB GTLB ASAN SNOW PATH AI ZS DOCU CIEN LULU IOT NTAP PANW IONS AVGO NVS MDT
Increasing unusual option volume: GPRO DK SNDL XME DFDV PS CHPT BILI DPRO BEAM FWDI
Increasing unusual call volume: XME GPRO SNDL DFDV DPRO DKS ANGX BEAM CYPH BMEA BILI CAMT
Increasing unusual put volume: MNDY BILI HWM SHW NVS AEP GRAB AXTX STT CAMT XEL TRIP ROST BCRX SBLK