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Daily IV Report

Mid-session IV Report February 24, 2026

Mid-session IV Report February 24, 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: AGQ WOLF LQDA PL […]

By Market Rebellion · February 23, 2026
Mid-session IV Report February 24, 2026

Mid-session IV Report February 24, 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: AGQ WOLF LQDA PL UCO LULU SLV USO OWL CWAN BX MRNA WVE GRAL APP ARES LEGN VKTX BKNG LVS AXP TWLO GME GLW EXPE SHOP FAS CRWD CHWY KKR NVO NOK WYNN UAL DASH CLBT IGV HBAN ALLY COF V SPOT LNC PYPL OMC MS MA ABNB GS DVN APO PCG WFC BLK XLF XSP XLU HYG

Popular stocks with increasing option volume: NVDA TSLA MSFT AMZN AAPL PLTR GOOGL NVO AMD NFLX SOFI MU IREN AVGO META RIG GOOG HOOD MSTR OPEN MA V AXP

Active options: NVDA TSLA MSFT AMZN AAPL PLTR GOOGL NVO AMD NFLX SOFI MU IREN AVGO META RIG GOOG HOOD MSTR OPEN PYPL

Credit card option IV as share prices pull back

American Express (AXP) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 68. Call put ratio 1 call to 1.9 puts as share price down 7.4%.

Capital One (COF) 30-day option implied volatility is at 38, compared to its 52-week range of 24 to 74. Call put ratio 1 call to 1.3 puts as share price down 6.8%.

MasterCard (MA) 30-day option implied volatility is at 27, compared to its 52-week range of 16 to 50. Call put ratio 1 call to 3 puts as share price down 3.5%.

Synchrony (SYF) 30-day option implied volatility is at 38, compared to its 52-week range of 26 to 84. Call put ratio 1 call to 16 puts as share price down 6%.

Visa (V) 30-day option implied volatility is at 26, compared to its 52-week range of 16 to 50. Call put ratio 1 call to 1.7 puts as share price down 2.7%.

Option IV into quarter results and outlook

Home Depot (HD) February 27 weekly call option implied volatility is at 55, March is at 36; compared to its 52-week range of 18 to 50. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on February 24.

MercadoLibre (MELI) February 27 weekly call option implied volatility is at 103, March is at 58; compared to its 52-week range of 29 to 67. Call put ratio 1 calls to 1.7 puts into the expected release of quarter results after the bell on February 24.

American Tower (AMT) March call option implied volatility is at 35, April is at 30; compared to its 52-week range of 19 to 43. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on February 24.

EOG Resources (EOG) February 27 weekly call option implied volatility is at 62, March is at 41; compared to its 52-week range of 23 to 58. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on February 24.

Workday (WDAY) February 27 weekly call option implied volatility is at 140, March is at 69; compared to its 52-week range of 24 to 66. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on February 24.

First Solar (FSLR) February 27 weekly call option implied volatility is at 125, March is at 76; compared to its 52-week range of 45 to 87. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on February 24.

GoDaddy (GDDY) February 27 weekly call option implied volatility is at 116, March is at 78; compared to its 52-week range of 23 to 57

CAVA Group (CAVA) February 27 weekly call option implied volatility is at 170, March is at 89; compared to its 52-week range of 42 to 92. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on February 24.

HP Inc. (HPQ) February 27 weekly call option implied volatility is at 124, March is at 64; compared to its 52-week range of 25 to 72. Call put ratio 1 calls to 1.3 puts into the expected release of quarter results after the bell on February 24.

NVIDIA (NVDA) February 27 weekly call option implied volatility is at 75, March is at 51; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on February 25.

Options with decreasing option implied volatility: OCUL CMPS AKAM ZIM SFM CVNA DASH LMND ETSY FLR CPRT INSM EBAY MDT WMT DE CFLT
Increasing unusual option volume: EC PBRA FND PD GNW BGS VNDA AUTL FSLY ATOM IBRX TPL GRAL BRBR PRGS CLBT ROK GOOS IGV PYPL
Increasing unusual call option volume: PBRA EC BGS IBRX IGV AUTL VNDA GRAL FSLY PRGS EWJ ATOM VICR XLU EDIT PYPL
Increasing unusual put option volume: FND BRBR XRX FSLY XLP LNC HBAN FEZ OKTA VICI VTRS IGV IBRX PYPL