Mid-session IV Report September 17, 2026

Mid-session IV Report September 17, 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: IONS SOUN AES SECZ CCXI IGLD TEM GNRC

Popular stocks: MU INTC SPCX CRWV WULF PLTR NBIS IREN ORCL SOFI HOOD MRVL

Active options: TSLA NVDA AAPL MU INTC SPCX AMD AMZN META CRWV GOOGL WULF PLTR NBIS IREN ORCL SOFI HOOD MRVL MSFT

Movement

United States Oil Fund (USO) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.5 puts as share price down 1.2%.

SPDR Gold Trust (GLD) 30-day option implied volatility is at 24; compared to its 52-week range of 16 to 44. Call put ratio 2 calls to 1 put with a focus on 2K contracts of November 410 calls trading as share price up 2.2%.

iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 43; compared to its 52-week range of 23 to 43. Call put ratio 17 calls to 1 put with a focus on a spreader of 40K contracts of November 44 and 47 calls into Presidential elections, higher energy and commodity prices.

iShares Silver Trust (SLV) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 111. Call put ratio 2.6 calls to 1 put with a focus on October calls as share price up 4.4%.

Freeport-McMoran (FCX) 30-day option implied volatility is at 47; compared to its 52-week range of 33 to 63. Call put ratio 3 calls to 1 put with a focus on October calls as share price up 2.9%.

Moderna (MRNA) 30-day option implied volatility is at 79; compared to its 52-week range of 57 to 138. Call put ratio 3.3 calls to 1 put with a focus on a spreader of 1K contracts of September 25 weekly 157.50 and 165 calls as share price up 10.5%.

PayPal (PYPL) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 56. Call put ratio 11.6 calls to 1 put with a focus on 6K contracts of September 25 weekly 54 calls.

Jackson Financial Inc. (JXN) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 50. Call put ratio 1 call to 14.6 puts with a focus on September 130 and 135 puts as share price down 4.8%.

Options with decreasing option implied volatility: DFTX PLAY AMBA FPS ORCL RH VCX ADBE CPRT STUB TCOM KR
Increasing unusual option volume: XP GFL JETS GPRO SDGR ITB MAT SECZ SABR
Increasing unusual call option volume: JETS XP SDGR GRPO SECZ MAT SABR GNRC PTON AVL COHX CYPH ACAD
Increasing unusual put option volume: ITB RIG APH BORR HRL LEN GNRC TMF TRIP BURL SNDU MPLX