Mid-session IV Report August 17, 2026

Mid-session IV Report August 17, 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: DXYZ VICI BYND ASST WOLF AXTI CBRS VIAV AES

Popular stocks: MU SPCX INTC SOFI MRVL MSTR SNDK PLTR NBIS

Active options: NVDA MU AAPL TSLA SPCX AMZN AMD META INTC SOFI MSFT MRVL MSTR SNDK PLTR NBIS EYPT GOOGL RUN ONDS

Musk option IV movers

Tesla (TSLA) 30-day option implied volatility is at 39; compared to its 52-week range of 38 to 65. Call put ratio 1.2 calls to 1 put with a focus on 1500 contracts of September 100 puts.

SpaceX (SPCX) 30-day option implied volatility is at 68; compared to its 52-week range of 63 to 116. Call put ratio 1.7 calls to 1 put as share price up 5%.

NVIDIA (NVDA) 30-day option implied volatility is at 39; compared to its 52-week range of 32 to 55. Call put ratio 1.9 calls to 1 put with a focus on 5K contracts of October 160 puts.

Option implied volatility into quarter results and outlook

Home Depot (HD) August call option implied volatility is at 51, September 32; compared to its 52-week range of 18 to 35. Call put ratio 1 call to 1.8 puts with a focus on August 332.5 puts into the expected release of quarter results before the bell on August 18.

Baidu (BIDU) August call option implied volatility is at 81, September 51; compared to its 52-week range of 35 to 66. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on August 18.

Toll Brothers (TOL) August call option implied volatility is at 81, September is at a 50; compared to its 52-week range of 30 to 44. Call put ratio 2 calls to 1 put with a focus on September and January 175 calls into quarter results on August 18.

Pony AI (PONY) August call option implied volatility is at 140, September is at 90; compared to its 52-week range of 63 to 108. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on August 18.

Analog Devices (ADI) August call option implied volatility is at 80, September is at 47; compared to its 52-week range of 24 to 63. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on August 19.

Options with decreasing option implied volatility: SLS DFTX ASTX SMCX WOLF TE HIMS FLY CAVA DLO JMIA OMER SE ONDS QUBT GDS NMAX ACHR DJT NU JD YPF CZR BLSH REPL BIRK DJT ACHR NMAX
Increasing unusual option volume: EYPT CALY INDA VIRT LODE EXE FRSH XIFR CIA NVD POOL APO
Increasing unusual call volume: INDA LODE XIFR FRSH JMKE SYK BRUN MUU NRG LEN VIAV PAR ALM
Increasing unusual put volume: EXE APO OTLK CAKE ROST OCUL SMMT KLAR CIA BURL SONY CAPR ZSL D NEXT