Mid-session IV Report February 18, 2026

Mid-session IV Report February 18, 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: PL ACN EWY INFY NKE FDX EPD VTYX HRMY AURU UCO USO CWAN

Popular stocks with increasing option volume: MU NFLX ONDS PANW INTC HOOD AVGO MSTR CRWV

Active options: NVDA TSLA AMZN PLTR AAPL AMD MSFT META MU GOOGL NFLX ONDS PANW INTC HOOD AVGO MSTR CRWV NU GOOG

Option IV into quarter results and outlook and Fed minutes

Booking Holdings (BKNG) February call option implied volatility is at 105, March is at 47; compared to its 52-week range of 21 to 59. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.

Carvana (CVNA) February call option implied volatility is at 259, March is at 49; compared to its 52-week range of 46 to 126. Call put ratio 1 call to 2.2 puts into the expected release of quarter results today after the bell.

Occidental Petroleum (OXY) February call option implied volatility is at 71, March is at 37; compared to its 52-week range of 25 to 74. Call put ratio 3.3 calls to 1 put into the expected release of quarter results today after the bell.

DoorDash (DASH) February call option implied volatility is at 190, March is at 76; compared to its 52-week range of 32 to 80. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Walmart (WMT) February call option implied volatility is at 95, March is at 35; compared to its 52-week range of 18 to 50. Call put ratio 1 call to 2.5 puts into the expected release of quarter results before the bell on February 19.

Deere & Co. (DE) February call option implied volatility is at 100, March is at 42; compared to its 52-week range of 20 to 57. Call put ratio 1 calls to 1.4 puts into the expected release of quarter results before the bell on February 19.

Newmont (NEM) Nem February call option implied volatility is at 104, March is at 59; compared to its 52-week range of 31 to 67. Call put ratio 1 call to 1.5 puts into the expected release of quarter results after the bell on February 19.

MercadoLibre (MELI) February call option implied volatility is at 71, March is at 56; compared to its 52-week range of 29 to 67. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on February 19.

Southern Co. (SO) February call option implied volatility is at 39, March is at 22; compared to its 52-week range of 14 to 34. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on February 19.

Madison Square Garden Sports Corp. (MSGS) 30-day call option implied volatility is at 28; compared to its 52-week range of 18 to 47. Call put ratio 4.3 calls to 1 put with a focus on March 340 and August 400 calls as share price up 16.9%.

Options with decreasing option implied volatility: OCUL CMPS WOLF OGN LYFT UPST CROX APP KOLD ROKU ZIM U TWLO BROS PINS NET DXCXM FSLY HUBS IRDM BAX ABNB ZTS ETH SHOP HUM FLR TOST EXPE EW ANET PANW TMUS CSCO BUD BTI F UL
Increasing unusual option volume: ATOM MAT CMPS DOC BZAI FND OLN GSM YETI KULR TEL SNBR
Increasing unusual call option volume: CCOI MAT DOC CMPS IGV BZAI ATOM OLN FND KULR
Increasing unusual put option volume: BW CDNS EXE FVRR FND CMPS VNET ALDX LQDA WING EQT