Mid-session IV Report August 20, 2026

Mid-session IV Report August 20, 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: MRNA PURR VICI UUP BYND SAN BITX CRGY ETHE HSAI ETHA PTON

Popular stocks: WMT MRNA MSTR WULF SPCX COIN MU SMCI INTC HOOD SOFI

Active options: AAPL NVDA OWL BULL WMT MRNA MSTR WULF SPCX COIN AMZN BMNR AMD MU SMCI INTC HOOD MARA SOFI

Movers

SpaceX (SPCX) 30-day option implied volatility is at 63; compared to its 52-week range of 63 to 116. Call put ratio 1 call to 1 put as share price down 4.7%.

United States Oil Fund (USO) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 128. Call put ratio 1.4 calls to 1 put as share price up 2.9%.

Strategy (MSTR) 30-day option implied volatility is at 78; compared to its 52-week range of 50 to 127. Call put ratio 2.9 calls to 1 put as Bitcoin above $71K.

Coinbase (COIN) 30-day option implied volatility is at 70; compared to its 52-week range of 49 to 96. Call put ratio 2.3 calls to 1 put as share price up 7.2%.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 26; compared to its 52-week range of 23 to 41. Call put ratio 3.8 calls to 1 put with a focus on 8K contracts of August 35 calls.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 52; compared to its 52-week range of 23 to 91. Call put ratio 2.4 calls to 1 put as share price up 1.9%.

iShares MSCI Germany (EWG) 30-day option implied volatility is at 17; compared to its 52-week range of 13 to 36 on more calls than puts.
Agriculture stocks option IV

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 43 with a focus on August 18, August 19 and September 19 calls.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 27 with a focus on November 28 calls.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 58 with a focus on January 25, 26 and 35 calls.

Option implied volatility into quarter results and outlook

Ross Stores (ROST) August call option implied volatility is at 177, September is at 47; compared to its 52-week range of 17 to 39. Call put ratio 1 call to 11 puts with a focus on 9K contracts of September 220 puts into the expected release of quarter results today after the bell.

BJ’s Wholesale Club (BJ) August call option implied volatility is at 145, September is at 43; compared to its 52-week range of 25 to 45. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on August 21.

Options with decreasing option implied volatility: VCX KLAR WOLF DLO AAP AS BILL EL HSAI TGT WU NU WMT
Increasing unusual option volume: ETH CSGP MUX EYPT ECL PR VIRT ROST WSC TECK COSM BRR OWL ALLY MRNA BULL CAPR
Increasing unusual call volume: CSGP ETH MUX OVV PR TECK WSC BRR MKC PSNL QSR SOLT BULL IONS ALLY RARE BITU CAPR
Increasing unusual put volume: OWL ROST SRAD MRNA EYPT ALLY GGAL UAA SILJ SHAZ CAKE PALL IEP KOS AAP BURL NTNX BULL WMT