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: WOLF AGQ SIVR SLV UCO USO LULU IBM LASR ACLX DBRG

Popular stocks with increasing option volume: MSTR HOOD MU PLTR F AVGO BAC NVO GME INTC

Active options: AAPL AMD NVDA TSLA HIMS AMZN MSFT GOOGL MSTR HOOD MU PLTR GOOG META F AVGO BAC NVO GME INTC

Movers

Sandisk (SNDK) 30-day option implied volatility is at 106; compared to its 52-week range of 44 to 123. Call put ratio 1.2 calls to 1 put amid wide price movement.

Western Digital (WDC) 30-day option implied volatility is at 90; compared to its 52-week range of 33 to 93. Call put ratio 1.9 calls to 1 put amid wide price movement.

Micron Technology (MU) 30-day option implied volatility is at 80; compared to its 52-week range of 38 to 87. Call put ratio 3.2 calls to 1 put with a focus on February 27 weekly 450 calls.

Option IV into quarter results and outlook

MercadoLibre (MELI) February 27 weekly call option implied volatility is at 119, March is at 60; compared to its 52-week range of 29 to 67. Call put ratio 1.4 calls to 1.7 puts into the expected release of quarter results today after the bell.

Workday (WDAY) February 27 weekly call option implied volatility is at 137, March is at 69; compared to its 52-week range of 24 to 66. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Axon (AXON) March call option implied volatility is at 95, April is at 80; compared to its 52-week range of 32 to 90. Call put ratio 1 calls to 1.5 puts into the expected release of quarter results today after the bell.

First Solar (FSLR) February 27 weekly call option implied volatility is at 133, 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 today after the bell.

GoDaddy (GDDY) February 27 weekly call option implied volatility is at 133, March is at 67; compared to its 52-week range of 23 to 57. Call put ratio 1 calls to 5.2 puts into the expected release of quarter results today after the bell.

CAVA Group (CAVA) February 27 weekly call option implied volatility is at 190, March is at 89; compared to its 52-week range of 42 to 92. Call put ratio 1 calls to 1 put into the expected release of quarter results today after the bell.

HP Inc. (HPQ) February 27 weekly call option implied volatility is at 120, March is at 66; compared to its 52-week range of 25 to 72. Call put ratio 5.2 calls to 1 put with a focus on March 19 calls into the expected release of quarter results today after the bell.

NVIDIA (NVDA) February 27 weekly call option implied volatility is at 88, March is at 53; compared to its 52-week range of 32 to 75. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on February 25.

TJX Cos. (TJX) February 27 weekly call option implied volatility is at 60, March is at 30; compared to its 52-week range of 15 to 43. Call put ratio 1 calls to 1.7 puts into the expected release of quarter results before the bell on February 25.

Salesforce (CRM) February 27 weekly call option implied volatility is at 138, March is at 65; compared to its 52-week range of 25 to 61. Call put ratio 3.2 calls to 1 put into the expected release of quarter results after the bell on February 25.

Lowe’s Cos. (LOW) February 27 weekly call option implied volatility is at 74, March is at 37; compared to its 52-week range of 20 to 53. Call put ratio 1 calls to 1 put into the expected release of quarter results before the bell on February 25.

Snowflake (SNOW) February 27 weekly call option implied volatility is at 166, March is at 86; compared to its 52-week range of 31 to 82. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on February 25.

Zoom (ZM) February 27 weekly call option implied volatility is at 140, March is at 65; compared to its 52-week range of 23 to 60. Call put ratio 13 calls to 1 put as share price up 4.7% into the expected release of quarter results after the bell on February 25.

Options with decreasing option implied volatility: AKAM OCUL CMPS SFM CVNA LMND DASH SGHC ETSY HUN AS CPRT EBAY ADI WMT ZIM DE KVUE
Increasing unusual option volume: CNH QGEN LASR FOXA VIR KEYS EDIT APLS LZ BAM IOVA
Increasing unusual call option volume: CNH QGEN LASR IGV IVZ EDIT KEYS VIR XHB IOVA LZ SAVA DHT OSG INO
Increasing unusual put option volume: ALDX SMMT FIS KLAR WHR LNC UL IGV XBI SGHC DLR SOLT