Mid-session IV Report September 9, 2026

Mid-session IV Report September 9, 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: EWZ IEP FXY BKNG PCVX UDN

Popular stocks: SPCX INTC NOK CRWV NKE PLTR BAC AVGO DELL SOFI MRVL

Active options: TSLA NVDA META MU AMD SPCX GOOGL INTC AMZN AAPL NOK GOOG CRWV NKE PLTR BAC AVGO DELL SOFI MRVL

Apple (AAPL) September 9 weekly call option implied volatility is at 81, September is at 45; compared to its 52-week range of 18 to 33. Call put ratio 3.3 calls 1 put with a focus on September 9 weekly 317.50 and 320 calls into hosting a special event.

SK Hynix (SKHY) 30-day call option implied volatility is 70; compared to its 52-week range of 57 to 139. Call put ratio 1.2 calls to 1 put as share price up 4.7%.

Micron Technology (MU) 30-day call option implied volatility is 69; compared to its 52-week range of 46 to 108. Call put ratio 1.5 calls to 1 put amid share price up 3.3%.

Sandisk (SNDK) 30-day call option implied volatility is 79; compared to its 52-week range of 58 to 163. Call put ratio 1.6 calls to 1 put as share price up 2.7%.

Western Digital (WDC) 30-day call option implied volatility is 73; compared to its 52-week range of 40 to 117. Call put ratio 1 call to 1.7 puts as share price up 2%.

United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week of 26 to 129. Call put ratio 1.1 calls to 1.5 puts as share price up 2.1%.

Option implied volatility into quarter results and outlook

Oracle (ORCL) September 11 weekly call option implied volatility is at 184, September is at 100; compared to its 52-week range of 41 to 85. Call put ratio 2.7 calls to 1 put with a focus on September 11 weekly 165 calls into the expected release of quarter results after the bell on September 10.

American Eagle Outfitters (AEO) September 11 weekly call option implied volatility is at 228, September is at 126; compared to its 52-week range of 46 to 81. Call put ratio 3.1 calls to 1 put with a focus on September 15 and 17 calls into the expected release of quarter results today after the bell.

Adobe Systems (ADBE) September 11 weekly call option implied volatility is at 134, September is at 76; compared to its 52-week range of 24 to 63. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 10.

Macy’s (M) September 11 weekly call option implied volatility is at 139, September is at 79; compared to its 52-week range of 38 to 74. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on September 10.

RH (RH) September 11 weekly call option implied volatility is at 220, September is at 140; compared to its 52-week range of 79 to 97. Call put ratio 1 call to 1.5 puts into the expected release of quarter results on September 10.

Kroger (KR) September 11 weekly call option implied volatility is at 95, September is at 52; compared to its 52-week range of 20 to 39. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on September 11.

Options with decreasing option implied volatility: RARE PL NTSK GTLB MDB ASAN PATH SNOW BCRX ZS DOCU AI LULU CHWY NTAP IONS AVRO
Increasing unusual option volume: TTAN VNET GPRO AM CYPH ODD SAIL ECL DPRO CASY SIG CRDU RSI ALLY NAVN CHPT
Increasing unusual call volume: VNET TTAN AM CYPH ALLY GPRO DPRO SAIL RSI DFEN CASY NAVN ODD SIG
Increasing unusual put volume: QQQM MPT CASY TROW SN BURL EQT VIK BRUN CAMT JMKE JXN FEZ CTAS ASO NVS