Mid-session IV Report August 21, 2026

Mid-session IV Report August 21, 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: PURR MRNA BITX NVAX VICI CRSP ETHA BITO FBTC GBTC IBIT UUP ROBN CONL BITU HOOD TGTX BITX CLF GFI ZVRA CCJ CRK BTC GBTC TECH

Popular stocks: HOOD MSTR MU BABA SPCX SOFI COIN PLTR MRNA INTC AVGO

Active options: TSLA AAPL NVDA HOOD MSTR AMZN MARA MU BABA SPCX SOFI COIN PLTR MRNA IREN META INTC MSFT AVGO CRCL

Movement

NVIDIA (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 32 to 55. Call put ratio 1.3 calls to 1 put with a focus on 10K contracts of September 125 puts into expected release of quarter results on August 26.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 62; compared to its 52-week range of 32 to 74. Call put ratio 1 call to 1 put into expected release of quarter results on August 26.

Micron Technology (MU) 30-day option implied volatility is at 65; compared to its 52-week range of 45 to 108. Call put ratio 1.3 calls to 1 put as share price down 1%.

Western Digital (WDC) 30-day option implied volatility is at 72; compared to its 52-week range of 34 to 117. Call put ratio 1 call to 1 put as share price down 1.3%.

Sandisk (SNDK) 30-day option implied volatility is at 81; compared to its 52-week range of 44 to 163. Call put ratio 1.2 calls to 1 put.

Oracle (ORCL) 30-day option implied volatility is at 71; compared to its 52-week range of 41 to 85. Call put ratio 1.8 calls to 1 put with a focus on October 175 calls as share price up 3.6%.

AMD (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 89. Call put ratio 1 call to 1.8 put with a focus on August 28 weekly 305 puts.

Dell Technologies (DELL) 30-day option implied volatility is at 79; compared to its 52-week range of 32 to 100. Call put ratio 1 call to 1 put with a focus on expiring August options.

Microsoft (MSFT) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 47. Call put ratio 2.6 calls to 1 put with a focus on a spreader of 2800 contracts of October 455 puts and October 490 calls.

SpaceX (SPCX) 30-day call option implied volatility is at 62; compared to its 52-week range of 62 to 115. Call put ratio 1.5 calls to 1 put as share price up 1.4%.

Broadcom (AVGO) 30-day call option implied volatility is at 51; compared to its 52-week range of 36 to 66. Call put ratio 2.6 calls to 1 put with a focus on a spreader of September 220 and 360 puts.

Options with decreasing option implied volatility: KLAR AAP HSAI AS BILL EL ROST TGT WMT CZR
Increasing unusual option volume: XLB VIRT IWF ROST ALDX PZZA ARKB UROY
Increasing unusual call volume: IWF UROY ROST TECK CRK BNTX BITI MTDR BRUN TECH ETH BJ MUX CPRT
Increasing unusual put volume: XLB PZZA ROST MRNA CIA URA CAPR XOP CB PPLT NVS LNC CCJ BWA JEF CI HSAI HSBC