Mid-session IV Report September 28, 2026

Mid-session IV Report September 28, 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: QURE SMMT PZZA TWLO PYPL SPOT VFC TMF FDX UPS TLT HYG IEF LQD

Popular stocks option volume leaders: MU GOOGL SOFI AVGO NFLX GME AC PLTR BA MDB MSTR ARM MDB

Active options: NVDA META AAPL TSLA INTC MSFT MU AMZN AMD SPCX GOOGL SOFI AVGO NFLX GME AC PLTR BA MDB MSTR

Movers

MongoDB (MDB) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 99. Call put ratio 1.3 calls to 1 put after CEO departure, share price down 19%.

Arm Holdings (ARM) 30-day option implied volatility is at 69; compared to its 52-week range of 42 to 113. Call put ratio 1.4 calls to 1 put as share price down 7.9%.

Option implied volatility into quarter results and outlook

Vail Resorts (MTN) October call option implied volatility is at 55, December is at 50; compared to its 52-week range of 32 to 58. Call put ratio 1 call to 16 puts with a focus on 2200 contracts October 145 puts into the expected release of quarter results today after the bell.

Jefferies Financial Group (JEF) October call option implied volatility is at 55, November is at 47; compared to its 52-week range of 32 to 78. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Carnival Corp. (CCL) October 2 weekly call option implied volatility is at 80, October is at 54; compared to its 52-week range of 33 to 70. Call put ratio 1.8 calls to 1 put with a focus on 1000 contracts of October 2 weekly 23 calls into the expected release of quarter results before the bell on September 29.

CarMax (KMX) October 3 weekly call option implied volatility is at 76, October is at 63; compared to its 52-week range of 39 to 77. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on September 29.

Micron Technology (MU) October 2 weekly call option implied volatility is at 95, October is at 64; compared to its 52-week
range of 46 to 108. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on September 30.

FactSet (FDS) October 3 weekly call option implied volatility is at 64, October is at 55; compared to its 52-week range of 26 to 64. Call put ratio 2.6 calls to put into the expected release of quarter results before the bell on September 30.

ConAgra Brands (CAG) October 2 weekly call option implied volatility is at 70, October is at 47; compared to its 52-week range of 34 to 42. Call put ratio 3.2 calls to 1 put into the expected release of quarter results before the bell on September 30.

Accenture (ACN) October 2 weekly call option implied volatility is at 105, October is at 66; compared to its 52-week range of 23 to 59. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on October 1.

Nike (NKE) October 2 weekly call option implied volatility is at 100, October is at 58; compared to its 52-week range of 46 to 108. Call put ratio 2.1 calls to 1 put with a focus on October 2 weekly 36 calls into the expected release of quarter results after the bell on October 1.

Options with decreasing option implied volatility: VKTX BB CBRL WBD PAYX
Increasing unusual option volume: TRGP KOD ADMA MTN AMTX WHR VET MDB CM SOLZ PRCT
Increasing unusual call option volume: KOD AMTX VET ITB MDB SOLZ ALGM DC PACS CM PLNT DASH AMPX
Increasing unusual put option volume: WHR MDB ALT HUBS ILMN CBRL SMMT CG KMX