Trade Date
Sep 1, 2026
Underlyings
4

AAPL

IV Rank 9%
Call OI / Put OI 2,633,782 / 1,950,046
Call Vol / Put Vol 373,673 / 159,957
Net Δ (Call / Put) 1,214,251 / 263,855
Avg IV (Call / Put) 53.2% / 58.5%

QQQ

IV Rank 12%
Call OI / Put OI 4,682,768 / 6,110,160
Call Vol / Put Vol 459,710 / 637,929
Net Δ (Call / Put) 1,586,657 / 1,020,098
Avg IV (Call / Put) 27.9% / 34.0%

SPX

IV Rank 3%
Call OI / Put OI 9,311,197 / 13,112,081
Call Vol / Put Vol 393,557 / 482,291
Net Δ (Call / Put) 4,808,563 / 2,021,529
Avg IV (Call / Put) 31.5% / 38.0%

SPY

IV Rank 10%
Call OI / Put OI 5,168,823 / 13,064,370
Call Vol / Put Vol 501,060 / 870,057
Net Δ (Call / Put) 1,720,440 / 1,099,758
Avg IV (Call / Put) 23.5% / 74.8%