Mid-session IV Report September 11, 2026

Mid-session IV Report September 11, 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: WBD IE BITO HPQ HAFN TEN CL CZR

Popular stocks: ORCL INTC MSTR SPCX MU GME HOOD CRWV IREN ADBE AVGO

Active options: AAPL NVDA TSLA ORCL GOOGL INTC MSTR META AMZN SPCX MU GME AMD GOOG MSFT HOOD CRWV IREN ADBE AVGO

Movers

Dell Technologies (DELL) 30-day call option implied volatility is 63; compared to its 52-week range of 36 to 100. Call put ratio 1.1 calls to 1 put as share price up 11%.

Oracle (ORCL) 30-day call option implied volatility is 52; compared to its 52-week range of 41 to 85. Call put ratio 2.4 calls to 1 put with a focus on October 165 calls.

SpaceX (SPCX) 30-day option implied volatility is at 51; compared to its 52-week range of 48 to 116. Call put ratio 2.8 calls to 1 put with a focus on a 4658 contracts of September 11 weekly 160 calls.

Robinhood (HOOD) 30-day option implied volatility is at 63; compared to its 52-week range of 50 to 93. Call put ratio 3.5 calls to 1 put with a focus on September 11 weekly calls as share price up 2.3%.

Palantir (PLTR) 30-day option implied volatility is at 47; compared to its 52-week range of 41 to 75. Call put ratio 1.6 calls to 1 put with a focus on September 11 weekly 160 calls as share price up 1.4%.

Options with decreasing option implied volatility: PL ASAN AEO PATH ZS BCRX DOCU IONS IOT LULY CHWY ORCL M NVS AES
Increasing unusual option volume: ACVA IE EXEL ARBE FUN CIA HAFN BW
Increasing unusual call volume: ACVA IE ARBE HAFN BW DK FRVO SWKS CPRI
Increasing unusual put volume: GT CIA SWKS AAPU KMX LPTH RITM BHC RH