Mid-session IV Report August 14, 2026

Mid-session IV Report August 14, 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: ZIM

Popular stocks: MU SPCX PLTR AMAT AMD INTC MSTR NBIS SMCI ACHR

Active options: NVDA AAPL MU ONDS SPCX TSLA PLTR AMZN GOOGL NFLX META AMAT AMD INTC MSTR NBIS SMCI ACHR MSFT GOOG

Movement

Tesla (TSLA) 30-day option implied volatility is at 40; compared to its 52-week range of 38 to 65. Call put ratio 4.1 calls to 1 put with a focus on spreader of 1699 contracts of August 335, 350, 355 and 367.50 calls as share price up 2.5%.

Joby Aviation (JOBY) 30-day option implied volatility is at 66; compared to its 52-week range of 65 to 104. Call put ratio 1.6 calls to 1 put as share price down 4.1%.

Archer Aviation (ACHR) 30-day option implied volatility is at 80; compared to its 52-week range of 60 to 122. Call put ratio 5.4 calls to 1 put with a focus on 13K contracts of August 7 calls.

Straddle price into quarter results and outlook

Home Depot (HD) August 340 straddle priced for a move of 7.5%. Call put ratio 1.1 calls to 1 put with a focus on September 330 puts into the expected release of quarter results before the bell on August 18.

Baidu (BIDU) August 105 straddle priced for a move of 7%. Call put ratio 1.6 calls to 1 put with a focus on August 130 calls into the expected release of quarter results before the bell on August 18.

Options with decreasing option implied volatility: SLS DFTX ASTX MNDY TE SPCH SSPC REPL FLY BTDR HIMS CAVA KOPN COHR CRWV DLO JMIA ONDS OMER SE GDS QUBT SPCX ONON BIRK VG CSCO AMAT STUB TPR TME NU VRTX VICI
Increasing unusual option volume: MAT CAPR EYPT FDXF LTH INV LESL ANVS RPD RYN
Increasing unusual call volume: MAT INV RPD CAPR NU MUU BORR SHLD TPL SGML ANVS
Increasing unusual put volume: CAPR BW AEP NMAX KORU VCX SM YSS HWM MUU WDAY NU