Mid-session IV Report September 16, 2026

Mid-session IV Report September 16, 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: UNH VIX SOUN JBHT

Popular stocks: INTC WFC CCL MU XP CIFR DELL SOFI PLTR

Active options: NVDA AAPL INTC META SPCX AMD WFC MEOH CCL AMZN MU XP CIFR MSFT TSLA GOOGL DELL ARDX SOFI PLTR

Option IV into FOMC policy decision

United States Oil Fund (USO) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 129. Call put ratio 1.1 calls to 1 put as share price down 1.8%.

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 1.3 puts into FOMC policy decision.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1 put into FOMC policy decision.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 16. Call put ratio 2.5 calls to 1 put into FOMC policy decision.

Freight haulers option IV amid JBHT share price sell off

J.B. Hunt Transport Services (JBHT) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 52. Call put ratio 1 call to 1.3 puts as share price down 12.6%.

FedEX Freight (FDXF) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 58. Call put ratio 1 call to 9000 puts with a focus on a spreader of 4449 contracts of September 120 and October 105 puts as share price down 3%.

FedEx (FDX) 30-day option implied volatility is at 29; compared to its 52-week range of 20 to 47. Call put ratio 1 call to 1.8 puts with a focus on September 305 puts as share price down 1.4%.

Old Dominion Freight Line (ODFL) 30-day option implied volatility is at 35; compared to its 52-week range of 32 to 54. Call put ratio 2.3 calls to 1 put as share price down 2.5%.

Knight-Swift Transportation (KNX) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 50. Call put ratio 2 calls to 1 put with a focus on September 65 and 67.50 calls as share price down 3.6%.

XPO, Inc (XPO) 30-day option implied volatility is at 36; compared to its 52-week range of 34 to 62. Call put ratio 1 call to 32 puts with a focus on October 180 and 185 puts as share price down 2.3%.

C. H. Robinson Worldwide (CHRW) 30-day option implied volatility is at 33; compared to its 52-week range of 20 to 55. Call put ratio 1 call to 36 puts with a focus on September 130 and 150 puts as share price down 2.5%.

Schneider National, Inc. (SNDR) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 1 put as share price down 3.2%.

TFI International Inc. (TFII) 30-day option implied volatility is at 38; compared to its 52-week range of 31 to 51 as share price down 4.2%.

ArcBest (ARCB) 30-day option implied volatility is at 49; compared to its 52-week range of 40 to 79. Call put ratio 10 calls to 1 put as share price up 1.8%.

HubSpot (HUBS) 30-day option implied volatility is at 65; compared to its 52-week range of 41 to 101. Call put ratio 7 calls to 1 put as share price down 1.2%.

Amazon (AMZN) 30-day option implied volatility is at 31; compared to its 52-week range of 24 to 50. Call put ratio 2.3 calls to 1 put with a focus on September 245 calls.

Option IV into quarter results

Lennar Corp. (LEN) September call option implied volatility is at 110, October is at 47; compared to its 52-week range of 32 to 51. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on September 16.

Options with decreasing option implied volatility: AMBA DFTX AEO PLAY LABD VCX DXYZ ORCL RH CCXI PCG ADBE M STUB TCOM CPRT KR CZR
Increasing unusual option volume: MAT FDXF FPS BN JBHT GPRE CSWC TEVA GPCR DEO AADX ECO GFL MBOT
Increasing unusual call option volume: MAT FPS GPRE AADX TEVA GE JETS HALO CCL NUE NFE MBOT
Increasing unusual put option volume: BN DEO CSWC FPS TEVA INSM SBSW NTNX