Mid-session IV Report September 18, 2026

Mid-session IV Report September 18, 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: ZVRA KVYO IONS IBIT VNQ

Popular stocks: AVGO INTC NFLX HOOD MU MARA MSTR IREN PLTR BABA CRWV SNDK

Active options: GOOGL TLSA NVDA AVGO INTC AAPL NFLX META GOOG AMZN HOOD MU MARA MSTR IREN AMD PLTR BABA CRWV SNDK

President Donald Trump and Chinese President Xi Jinping’s summit next week

China option IV

Alibaba (BABA) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 55. Call put ratio 2.4 calls to 1 put as share price up 3% into President Donald Trump and Chinese President Xi Jinping’s summit next week.

JD.com (JD) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 56. Call put ratio 3.7 calls to 1 put into President Donald Trump and Chinese President Xi Jinping’s summit next week.

Pinduoduo (PDD) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 51. Call put ratio 5.4 calls to 1 put with a focus on September 25 weekly 82 and 85 calls.

Baidu (BIDU) 30-day option implied volatility is at 40; compared to its 52-week range of 37 to 66. Call put ratio 5.7 calls to 1 put with a focus on September 25 weekly 95 calls.

Li Auto Inc. (LI) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 68. Call put ratio 1.1 calls to 1 put into President Donald Trump and Chinese President Xi Jinping’s summit next week.

XPeng Inc. (XPEV) 30-day option implied volatility is at 51; compared to its 52-week range of 45 to 75. Call put ratio 2.7 calls to 1 put with a focus on October 14 calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 29. Call put ratio 3.2 calls to 1 put with a focus on September 33 calls into President Donald Trump and Chinese President Xi Jinping’s summit next week.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 28; compared to its 52-week range of 23 to 41. Call put ratio 2.8 calls to 1 put.

Boeing (BA) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 46. Call put ratio 1.8 calls to 1 put into SPEEA union members vote on the current contract expiring on October 6.

On Holding AG (ONON) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 66. Call put ratio 4.5 calls to 1 put with a focus on September 28 and 29 calls.

Options with decreasing option implied volatility: DFTX FPS PLAY TCOM CZR
Increasing unusual option volume: BHF GILT LW ECL FETH LYTE SOLZ RFL EVH KHC ONON NKE
Increasing unusual call option volume: LYTE SOLZ KHC SDGR TRMD RITM CYPH FPS DFDV SES ASST COHX
Increasing unusual put option volume: LW IREX HRL LYTE VNQ ALL SIRI ARKG MKSI AQST ALT LEN CMG NUE TRMD