Mid-session IV Report August 11, 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: GME FXI ACAD CSCO AMAT CRWV
Popular stocks: SPCX PLTR MU INTC ORCL RKLB NFLX
Active options: NVDA TSLA SPCX PLTR AAPL MU INTC AMZN GOOGL META RIOT ORCL MSFT RKLB AMD NFLX ACHR PLUG HIMS ASTS
Option implied volatility into quarter results and outlook
Lumentum Holdings (LITE) August 14 weekly call option implied volatility is at 150, August is at 112; compared to its 52-week range of 49 to 116. Call put ratio 1 call to 1 put with as share price down 1% into the expected release of quarter results today after the bell.
CoreWeave (CRWV) August 14 weekly call option implied volatility is at 170, August is at 120; compared to its 52-week range of 67 to 123. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
Super Micro Computer (SMCI) August 14 weekly call option implied volatility is at 180, August is at 125; compared to its 52-week range of 52 to 107. Call put ratio 3.1 calls to 1 put with a focus on August 14 weekly 32 calls into the expected release of quarter results today after the bell.
CAVA Group (CAVA) August 14 weekly call option implied volatility is at 175, August is at 1111; compared to its 52-week range of 42 to 83. Call put ratio 1 call to 1.7 puts into the expected release of quarter results today after the bell.
Firefly Aerospace (FLY) August 14 weekly call option implied volatility is at 235, August is at 174; compared to its 52-week range of 67 to 140. Call put ratio 3.2 calls to 1 put into the expected release of quarter results today after the bell.
Cisco Systems (CSCO) August 14 weekly call option implied volatility is at 108, August is at 69; compared to its 52-week range of 18 to 54. Call put ratio 2.3 calls to 1 put into the expected release of quarter results on August 12.
Nebius Group (NBIS) August 14 weekly call option implied volatility is at 173, August is at 130; compared to its 52-week range of 66 to 168. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell August 12.
Cerebras Systems (CBRS) August 14 weekly call option implied volatility is at 200, August is at 156; compared to its 52-week range of 92 to 128. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell August 12.
StubHub (STUB) August 14 weekly call option implied volatility is at 188, August is at 127; compared to its 52-week range of 62 to 143. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell August 12.
Applied Materials (AMAT) August 14 weekly call option implied volatility is at 127, August is at 92; compared to its 52-week range of 28 to 97. Call put ratio 1 call to 1.8 puts into the expected release of quarter results after the bell August 13.
NetEase (NTES) August call option implied volatility is at 71, September is at 43; compared to its 52-week range of 29 to 51. Call put ratio 1.6 calls to 1 put into the expected release of quarter results on August 13.
Options with decreasing option implied volatility: REPL SNDQ SNXX SNDU NBIG APPS RAM KORU FLNC AMDL MUU PGEN PZZA SNDK ARRY INOD SPCX VSH OUST MNDY ARRY TWLO SG CEVA GRPN ZETA AKAM IOVA SHOP U PINS FSLR SEZL LUMN TTMI FIG WDC SYM AXON ACMR PTON ELF
Increasing unusual option volume: FNGR KPTI UPWK BW ACB SHLD CODI ANVS IWF ABAT
Increasing unusual call volume: KPTI ACB SHLD ABAT BW PBF UPWK TME TENX BMBL ARMK AS KOPN SES
Increasing unusual put volume: BW CAPR CG TME BMBL ONON CHKP SIMO CGC CAH
