Mid-session IV Report February 26, 2026

Mid-session IV Report February 26, 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: HBAN VTYX SPT RNAM YANG FSK

Popular stocks with increasing option volume: MU INTC AVGO SOFI CRM PYPL LYFT UBER CART

Active options: NVDA TSLA MSFT AAPL NFLX AMD EOSE PLTR GOOGL MU AMZN INTC CRCL AVGO META IONQ GOOG SOFI TTD CRM

NVIDIA (NVDA) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 75. Call put ratio 1.8 calls to 1 put after quarter results.

Option IV into quarter results and outlook

Intuit (INTU) February 27 weekly call option implied volatility is at 185, March is at 68; compared to its 52-week range of 20 to 68. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Dell Technologies (DELL) February 27 weekly call option implied volatility is at 200, March is at 71; compared to its 52-week range of 23 to 82. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Rocket Companies (RKT) February 27 weekly call option implied volatility is at 229, March is at 83; compared to its 52-week range of 44 to 102. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.

Flutter Entertainment (FLUT) March call option implied volatility is at 77, April is at 66; compared to its 52-week range of 26 to 70. Call put ratio 1 call to 2.1 puts into the expected release of quarter results today after the bell.

Cheniere Energy (LNG) February 27 weekly call option implied volatility is at 66, March is at 37; compared to its 52-week range of 24 to 60. Call put ratio 1 calls to 1.6 puts into the expected release of quarter results today after the bell.

Block, Inc (XYZ) February 27 weekly call option implied volatility is at 230, March is at 77; compared to its 52-week range of 36 to 94. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

CoreWeave (CRWV) February 27 weekly call option implied volatility is at 290, March is at 121; compared to its 52-week range of 67 to 157. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Coupang (CPNG) February 27 weekly call option implied volatility is at 195, March is at 63; compared to its 52-week range of 25 to 66. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on February 26.

Autodesk (ADSK) February 27 weekly call option implied volatility is at 188, March is at 63; compared to its 52-week range of 21 to 54. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Zscaler (ZS) February 27 weekly call option implied volatility is at 230, March is at 80; compared to its 52-week range of 30 to 80. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: QURE ZSL VNDA AKAM AXON PSTG TTD SFM CELH SEI BBBY OPEN CAVA AS TGTX ZETA CORT SGHC HPQ CRM CPRT WBD KDP HD TJX
Increasing unusual option volume: IMAX KPTI TGEN ETN ARRY IGV FSK SDGR
Increasing unusual call option volume: IGV KPTI ETN TGEN YPF SDGR BUG PRMB
Increasing unusual put option volume: TSEM ARRY COMP HUN EWY FSK BAH UPWK NVAX