Mid-session IV Report October 2, 2026

Mid-session IV Report October 2, 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: LQDA FTNT RILY XP NLY KVUE

Popular stocks option volume leaders: SPCX NKE MU MSTR INTC AMD HOOD CRWV AVGO SMCI PLTR

Active options: NVDA TSLA SPCX NKE MU MSTR AAPL AMZN INTC AMD HOOD META CRWV GOOGL MSFT AVGO SMCI WULF PLTR MARA

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put as share price down 4%.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 16; compared to its 52-week range of 9 to 17. Call put ratio 3 calls to 1 put with a focus on a spreader of 57120 contracts of December 80 and 84 calls.

Freeport-McMoran (FCX) 30-day call option implied volatility is at 49; compared to its 52-week range of 33 to 63. Call put ratio 3.3 calls to 1 put with a focus on a spreader of 1K contracts of June 100 calls and June 65 puts as share price up 4.6%.

Alcoa (AA) 30-day call option implied volatility is at 49; compared to its 52-week range of 43 to 78. Call put ratio 1.7 calls to 1 put with a focus on October 2 weekly calls.

SPDR Gold Trust (GLD) 30-day call option implied volatility is at 21; compared to its 52-week range of 17 to 44. Call put ratio 1.3 calls to 1 put with a focus on a straddle spreader of 6500 contracts of November 380 calls and puts.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 61; compared to its 52-week range of 23 to 60. Call put ratio 10.7 calls to 1 put with a focus on a spreader of 12267 contracts of October 9 weekly 38, 40.50 and 41.50 calls amid Presidential elections, energy and commodity prices.

Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 91. Call put ratio 1 call to 1.6 puts as share are price up 3%.

iShares MSCI Germany (EWG) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 36 on more puts than calls as share price up 1.3%.

Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 36. Call put ratio 1 call to 1 put a share price up 1.5%.

Options with decreasing option implied volatility: QURE SMMT KMX JBL NKE WBD STRC
Increasing unusual option volume: BBD XP LTH GFL NG SYF HROW SDGR XIFR
Increasing unusual call option volume: SYF XP NG GFL BBD SDGR DYN VIAV INMD AZ
Increasing unusual put option volume: APO LTH GFL EQT JANX SGML TMF WDCX GPRO NEXT XLK