Mid-session IV Report February 2, 2026

Mid-session IV Report February 2, 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: SLV UWMC IOT ANF OKTA MDB SE ZS AXON TGT VALE ROST RITM EPD

Popular stocks with increasing option volume: PLTR SOFI ORCL GME HOOD INTC PYPL NFLX MU MSTR DIS AVGO

Popular stocks with increasing option volume: PLTR SOFI ORCL GME HOOD INTC PYPL NFLX MU MSTR DIS AVGO

Active options: TSLA NVDA AAPL PLTR SOFI ORCL AMZN MSFT GME HOOD AMD META INTC PYPL NFLX MU MSTR DIS AVGO BMNR

Option IV into quarter results

Palantir (PLTR) February 6 weekly call option implied volatility is at 116, February is at 69; compared to its 52-week range of 41 to 91. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

AMD (AMD) February 6 weekly call option implied volatility is at 98, February is at 66; compared to its 52-week range of 37 to 88. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on February 3.

Merck (MRK) February 6 weekly call option implied volatility is at 57, February is at 36; compared to its 52-week range of 22 to 55. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on February 3.

PepsiCo (PEP) February 6 weekly call option implied volatility is at 49, February is at 28; compared to its 52-week range of 17 to 36. Call put ratio 1.4 calls to 1 put the expected release of quarter results before the bell on February 3.

Amgen (AMGN) February 6 weekly call option implied volatility is at 55, February is at 35; compared to its 52-week range of 18 to 51. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on February 3.

Pfizer (PFE) February 6 weekly call option implied volatility is at 40, February is at 28; compared to its 52-week range of 18 to 50. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on February 3.

Mondelez (MDLZ) February 6 weekly call option implied volatility is at 50, February is at 34; compared to its 52-week range of 19 to 37. Call put ratio 5.8 calls to 1 put into the expected release of quarter results before the bell on February 3.

PayPal (PYPL) February 6 weekly call option implied volatility is at 105, February is at 60; compared to its 52-week range of 27 to 72. Call put ratio 1 call to 1.9 put into the expected release of quarter results before the bell on February 3.

Take-Two Interactive Software (TTWO) February 6 weekly call option implied volatility is at 88, February is at 49; compared to its 52-week range of 22 to 52. Call put ratio 1 call to 5.6 put into the expected release of quarter results after the bell on February 3.

Super Micro Computer (SMCI) February 6 weekly call option implied volatility is at 139, February is at 90; compared to its 52-week range of 52 to 154. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on February 3.

Alphabet (GOOG) February 6 weekly call option implied volatility is at 69, February is at 42; compared to its 52-week range of 25 to 58. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on February 4.

Eli Lilly & Co. (LLY) February 6 weekly call option implied volatility is at 73, February is at 47; compared to its 52-week range of 25 to 64. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on February 4.

Uber (UBER) February 6 weekly call option implied volatility is at 85, February is at 52; compared to its 52-week range of 29 to 69. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on February 4.

Qualcomm (QCOM) February 6 weekly call option implied volatility is at 75, February is at 48; compared to its 52-week range of 25 to 73. Call put ratio 3.6 calls to 1 put into the expected release of quarter results after the bell on February 4.

Options with decreasing option implied volatility: METU SKYT DECK STM CHTR META NOK SBUX UPS SAP RCL URI IBM
Increasing unusual option volume: IREX ZSL ECH IRE HTGC XPO JBS CAI
Increasing unusual call option volume: ECH MOD ZSL JBS BXSL GOSS TRX AQST IRE BRBR
Increasing unusual put option volume: ZSL OBDC XPO AQST DNN ARCC TTWO EXE LABD FSK