Mid-session IV Report September 29, 2026

Mid-session IV Report September 29, 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: SMMT MRNA STM VFC TMF CMG PYPL SPOT FDX BAX UPS MSFT TLT XLU HYG FICO TRIP

Popular stocks option volume leaders: AVGO CCL NFLX BE KMX ASTS AMC BA INTC MU SPCX SOFI MRVL

Active options: NVDA AAPL TSLA AVGO CCL NFLX BE AMD KMX META AMZN ASTS AMC BA INTC MU SPCX SOFI MRVL LFCR

Option implied volatility into quarter results and outlook

Micron Technology (MU) October 2 weekly call option implied volatility is at 102, October is at 66; 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 1075 and 1080 calls into the expected release of quarter results after the bell on September 30.

FactSet (FDS) October 3 weekly call option implied volatility is at 65, October is at 55; compared to its 52-week range of 26 to 64. Call put ratio 1 call to 2.6 puts 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 77, October is at 49; compared to its 52-week range of 34 to 42. Call put ratio 5.2 calls to 1 put with a focus on October 2 weekly calls into the expected release of quarter results before the bell on September 30.

Cal-Maine Foods (CALM) October call option implied volatility is at 50, November is at 40; compared to its 52-week range of 28 to 47. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on September 30.

Jabil (JBL) October 2 weekly call option implied volatility is at 118, October is at 66; compared to its 52-week range of 31 to 71. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on September 30.

Progress Software Corporation (PRGS) October 3 weekly call option implied volatility is at 87, October is at 77; compared to its 52-week range of 38 to 87. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on September 30.

Accenture (ACN) October 2 weekly call option implied volatility is at 114, October is at 68; compared to its 52-week range of 23 to 59. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on October 1.

McCormick & Co. (MKC) October call option implied volatility is at 43, November is at 37; compared to its 52-week range of 38 to 44. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on October 1.

Options with decreasing option implied volatility: BB MGM PAYX WBD
Increasing unusual option volume: HHH GFL XYL LW KOD QURE EQNR KMX PCAR FICO MX CNQ
Increasing unusual call option volume: GFL KMX QURE GPN XP MX BEKE CCL UCTT FICO KOD
Increasing unusual put option volume: LW EQNR QURE CNQ PSKY KMX FICO QXO SMMT FLUT NEXT BW