Mid-session IV Report September 22, 2026

Mid-session IV Report September 22, 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: CPRI STUB DECK IBM CZR SNDQ BWET SRAD HVT TWLO

Popular stocks: INTC MU SPCX WBD MSTR AVGO PLTR NFLX CRWV SOFI HOOD

Active options: NVDA TSLA META INTC AAPL AMD MU AMZN SPCX MSFT WBD MSTR GOOGL AVGO PLTR NFLX CRWV SOFI HOOD IREN

Meta Platforms (META) 30-day call option implied volatility is 43; compared to its 52-week range of 24 to 57. Call put ratio 2.1 calls to 1 put with a focus on a spreader of March 900 and 1100 calls as share price up 1%.

Option implied volatility for energy, refiners and transporters

United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.2 puts as share price down 0.9%.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 26; compared to its 52-week of 18 to 34. Call put ratio 1 call to 1 put.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 50. Call put ratio 4.2 calls to 1 put with a focus on January 490 calls.

Phillips 66 (PSX) 30-day option implied volatility is at 43; compared to its 52-week range of 27 to 44. Call put ratio 2 calls to 1 put.

Marathon Petroleum (MPC) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 54. Call put ratio 1 call to 4.8 puts with a focus on a spreader of October 340 and 380 puts.

Valero Energy (VLO) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 54. Call put ratio 1 call to 1.7 puts.

Williams Cos. (WMB) 30-day option implied volatility is at 30; compared to its 52-week range of 21 to 32 with a focus on 34K contracts of October 30 weekly 66 puts.

Options with decreasing option implied volatility: VKTX SOUN WBD SM TCOM STRC
Increasing unusual option volume: XNDU DAR CPRI EXE APH GRAB CMPX AMLP DNA BORR
Increasing unusual call option volume: CPRI GRAB DNA DKS CMPX XNDU DAR ONON
Increasing unusual put option volume: XNDU EXE BORR APH ALL MSOS VICR BNY EQNR MTUM SPYM