Mid-session IV Report September 24, 2026

Mid-session IV Report September 24, 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: INOD SPOT GDDY STUB DECK CZR IBM SAP HYG PZZA

Popular stocks option volume leaders: INTC SPCX ORCL MU SOFI CRWV PLTR MSTR NBIS AVGO BE GDDY WIX

Active options: NVDA META TSLA AAPL INTC AMD SPCX ORCL AMZN MU SOFI CRWV PLTR MSFT GOOGL MSTR NBIS AVGO BE U

Oracle (ORCL) 30-day option implied volatility is at 50; compared to its 52-week range of 41 to 85. Call put ratio 1.2 calls to 1 put with a focus on a spreader of March 160 and 185 calls as share price down 5.6%.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 77; compared to its 52-week range of 76 to 181. Call put ratio 1.2 calls to 1 put with a focus on 1K contracts of January 250 puts as share price down 6.2%.

Nebius Group (NBIS) 30-day option implied volatility is at 81; compared to its 52-week range of 76 to 168. Call put ratio 2 calls to 1 put with a focus on September 25 weekly 220 calls and 220 puts as share price up 6%.

Blue Owl Capital (OWL) 30-day option implied volatility is at 45; compared to its 52-week range of 36 to 76. Call put ratio 1 call to 1 put with a focus on October 2 weekly options as share price down 3.4%.

Boeing (BA) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 46. Call put ratio 3.6 calls to 1 put amid headlines.

Wix.com (WIX) 30-day option implied volatility is at 72; compared to its 52-week range of 46 to 109. Call put ratio 11 calls to 1 put with a focus on January 2029 120 calls as share price up 7.8%.

Gen Digital (GEN) 30-day option implied volatility is at 47; compared to its 52-week range of 21 to 56. Call put ratio 1 call to 1.7 puts with a focus on October 26 and 27 calls as share price down 6.4%.

GoDaddy (GDDY) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 64. Call put ratio 12 calls to 1 put with a focus on October 97.50 and 100 calls as share price up 8.6%.

Option implied volatility into quarter results and outlook

Costco (COST) September 25 weekly call option implied volatility is at 71, October is at 30; compared to its 52-week range of 18 to 30. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: VKTX NUAI WBD RARE ABVX CBRL STRC
Increasing unusual option volume: SVRA AUPH NEOV BBD ACAD AIPO SECZ SGMT KSTR ARR XEL WIX GDDY
Increasing unusual call option volume: SVRA AUPH BBD SDGR GDDY MGM SECZ U ETOR FSLY DNA GRAL
Increasing unusual put option volume: MTCH ARR XEL Q EWZ BILI ZVRA P SPYM OWL LABD VKTX QURE