Mid-session IV Report September 30, 2026

Mid-session IV Report September 30, 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: MRNA PZZA CVNA VFC FTNT STM EWZ CMG BAX PYPL FDX TMF UPS AMZN BMY MSFT TLT LQD SRZN

Popular stocks option volume leaders: INTC HOOD CRWV GME MSTR MU SPCX HPE NFLX SOFI

Active options: NVDA TSLA AAPL INTC MSFT META GOOGL HOOD CRWV AMD GME MSTR AMZN MU SPCX EQT GOOG HPE NFLX SOFI

Option implied volatility into quarter results, end of month and quarter

Micron Technology (MU) October 2 weekly call option implied volatility is at 119, October is at 66; compared to its 52-week range of 46 to 108. Call put ratio 1.6 calls to 1 put with a focus on October 2 weekly 1070, 1075 and 1080 calls into the expected release of quarter results today after the bell.

Accenture (ACN) October 2 weekly call option implied volatility is at 119, October is at 68; compared to its 52-week range of 23 to 59. Call put ratio 1.1 call to 1 put into the expected release of quarter results before the bell on October 1.

Nike (NKE) October 2 weekly call option implied volatility is at 137, October is at 61; compared to its 52-week range of 46 to 108. Call put ratio 4.2 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.

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

Movers

Boeing (BA) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 46. Call put ratio 2 calls to 1 put amid wide price movement.

Moderna (MRNA) 30-day option implied volatility is at 103; compared to its 52-week range of 57 to 138. Call put ratio 1 call to 1.1 puts amid wide price movement.

Ford Motor (F) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 48. Call put ratio 1 call to 1.2 puts as share price trends lower.

Airbnb (ABNB) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 52. Call put ratio 1.4 calls to 1 put amid wide price movement.

Booking Holdings (BKNG) 30-day option implied volatility is at 43; compared to its 52-week range of 21 to 49. Call put ratio 1.4 calls to 1 put amid wide price movement.

TripAdvisor (TRIP) 30-day option implied volatility is at 54; compared to its 52-week range of 39 to 73. Call put ratio 5 calls to 1 put amid wide price movement.

Expedia (EXPE) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 70. Call put ratio 1 call to 1.7 puts with a focus on January 280 puts.

Options with decreasing option implied volatility: BB MGM WBD
Increasing unusual option volume: UAA PACB FNGR DC MRP KOD COUR QSI GLAS OHI
Increasing unusual call option volume: PACB CHPT DC QSI CNTB YOU BEKE SGHC INMD BIRK AGEN
Increasing unusual put option volume: UAA EQT CARR CBRG EQX CIA CALM KMX NLY ILMN BHC FICO JBL