Mid-session IV Report February 27, 2026

Mid-session IV Report February 27, 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: KLAR GRRR ABR APO ZSL ABR HTGC OWL APO FAS JEF EXP KKR ZION WAL SYF OZK KEY MHK PNC JPM RITM TFC V LNC MET

Popular stocks with increasing option volume: CRWV MSTR SOFI PLTR MU INTC HOOD DELL BAC

Active options: NVDA NFLX TSLA AAPL CRWV AMZN MARA MSFT MSTR SOFI AMD META PLTR MU GOOGL INTC HOOD DELL EOSE BAC C JPM PNC GS USB

Movement

Apple (AAPL) 30-day call option implied volatility is at 26; compared to its 52-week range of 18 to 65. Call put ratio 1.4 calls to 1 put into hosting members of the press to what it calls a “special Apple experience” in New York City, London, and Shanghai on March 4.

Target (TGT) 30-day call option implied volatility is at 50; compared to its 52-week range of 29 to 65. Call put ratio 1.4 calls to 1 put into investors meeting on March 4.

Citigroup (C) 30-day call option implied volatility is at 38; compared to its 52-week range of 24 to 67. Call put ratio 1 call to 1.6 puts into hosting an Investor Day on May 7.

Alt option IV

Hercules Capital (HTGC) 30-day call option implied volatility is at 44; compared to its 52-week range of 13 to 48. Call put ratio 1 call to 46 puts with a focus on March 14 puts as share price down 6.6%.

Capital Southwest Corp (CSWC) 30-day call option implied volatility is at 24; compared to its 52-week range of 14 to 49. Call put ratio 1 call to 7.2 puts with a focus on March 20 puts as share price down 2.4%.

Stellus Capital Investment (SCM) 30-day call option implied volatility is at 40; compared to its 52-week range of 16 to 48. Call put ratio 1 call to 1 put as share price down 2.9%.

Trinity Capital (TRIN) 30-day call option implied volatility is at 26; compared to its 52-week range of 13 to 40. Call put ratio 1 call to 2.7 puts with a focus on July options.

Sixth Street Specialty Lending (TSLX) 30-day call option implied volatility is at 29; compared to its 52-week range of 12 to 38. Call put ratio 1 call to 6.6 puts with a focus on June 17.5 puts as share price down 4%.

Blue Owl Capital (OBDC) 30-day call option implied volatility is at 29; compared to its 52-week range of 10 to 43. Call put ratio 1 call to 6.7 puts with a focus on July 10 puts as share price down 4.1%.

FS KKR Capital Corp. (FSK) 30-day call option implied volatility is at 37; compared to its 52-week range of 14 to 45. Call put ratio 1 call to 17 puts with a focus on 7K contracts of April 15 puts.

Option IV into quarter results and outlook

AST SpaceMobile (ASTS) March 6 weekly call option implied volatility is at 149, March is at 120; compared to its 52-week range of 75 to 132. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on March 2.

EchoStar Corp. (SATS) March 6 weekly call option implied volatility is at 140, March is at 84; compared to its 52-week range of 48 to 163. Call put ratio 3.4 calls to 1 put into the expected release of quarter results before the bell on March 2.

MongoDB (MDB) March 6 weekly call option implied volatility is at 160, March is at 113; compared to its 52-week range of 34 to 99. Call put ratio 1 calls to 1.1 puts into the expected release of quarter results after the bell on March 2.

Norwegian Cruise Line (NCLH) March 6 weekly call option implied volatility is at 81, March is at 71; compared to its 52-week range of 38 to 100. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on March 2.

CrowdStrike Holdings Inc. (CRWD) March 6 weekly call option implied volatility is at 67, March is at 59; compared to its 52-week range of 32 to 77. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on March 3.

Options with decreasing option implied volatility: XRPT SOLT BCRX VNDA PSTG AXON BBBY TTD ENVX VTYX WBD MGNI CAVA CELH TGTX AMBA AS SNOW SGHC TJX HD MNST MELI SHAK ZM XYZ DELL VISN NTNX SNOW
Increasing unusual option volume: PBRA EWC HTGC RC REAL FSK DINO RCKT PBF LASR
Increasing unusual call option volume: DINO PBRA RC IGV LASR RCKT REAL BMRN
Increasing unusual put option volume: EWC PBF FSK TRIP RUN RITM BCS EWY ESTC AES KD AR