Mid-session IV Report February 3, 2026

Mid-session IV Report February 3, 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: QURE ETHU IOT ANF MDB UWMC SE OKTA AXON RKT ZS DOCU CRWD SNPS TGT WDAY BURL ROST COST CFLT SLV RKT CRWD VOD S DOCU IBM INTU KVUE NOW HRB INFY FDX CAN ICE NDAQ PCG SPGI CSX DAY

Popular stocks with increasing option volume: PYPL INTC PFE GME SOFI MU NFLX AVGO CCL ORCL SNDK
Active options: NVDA PLTR TSLA PYPL AAPL MSFT INTC AMZN WULF PFE GME AMD SOFI MU NFLX AVGO CCL META ORCL SNDK

Option IV into quarter results

AMD (AMD) February 6 weekly call option implied volatility is at 111, February is at 68; compared to its 52-week range of 37 to 88. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Amgen (AMGN) February 6 weekly call option implied volatility is at 75, February is at 39; compared to its 52-week range of 18 to 51. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Mondelez (MDLZ) February 6 weekly call option implied volatility is at 72, February is at 40; compared to its 52-week range of 19 to 37. Call put ratio 3.2 calls to 1 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 98, February is at 50; compared to its 52-week range of 22 to 52. Call put ratio 1 call to 2.2 puts 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 164, February is at 98; compared to its 52-week range of 52 to 154. Call put ratio 2.7 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 81, February is at 44; compared to its 52-week range of 25 to 58. Call put ratio 2.3 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 88, February is at 50; compared to its 52-week range of 25 to 64. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on February 4.

Uber (UBER) February 6 weekly call option implied volatility is at 105, February is at 57; 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 111, February is at 53; compared to its 52-week range of 25 to 73. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on February 4.

Software option IV amid continued share price sell off

Oracle (ORCL) 30-day option implied volatility is at 58; compared to its 52-week range of 27 to 70. Call put ratio 1.3 calls to 1 put as share price down 2.6%.

Workday (WDAY) 30-day option implied volatility is at 56; compared to its 52-week range of 24 to 58. Call put ratio 1 call to 1.9 puts as share price down 7%.

Adobe Systems (ADBE) 30-day option implied volatility is at 37; compared to its 52-week range of 23 to 58. Call put ratio 1 call to 1.1 puts as share price down 5.8%.

SAP SE (SAP) 30-day option implied volatility is at 32; compared to its 52-week range of 22 to 51. Call put ratio 1 call to 2.4 puts as share price down 4.7%.

Atlassian (TEAM) 30-day option implied volatility is at 83; compared to its 52-week range of 34 to 100. Call put ratio 1 call to 1.3 puts as share price down 8.9%.

Box (BOX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 51. Call put ratio 5.1 calls to 1 put as share price down 6.3%.

monday.com Ltd. (MNDY) 30-day option implied volatility is at 92; compared to its 52-week range of 39 to 98. Call put ratio 1 call to 1.6 puts as share price down 7.8%.

Autodesk (ADSK) 30-day option implied volatility is at 45; compared to its 52-week range of 21 to 52. Call put ratio 1 call to 1.2 puts as share price down 5.1%.

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 32; compared to its 52-week range of 20 to 59. Call put ratio 1 call to 3.5 puts with a focus on January calls as share price down 4.2%.

Options with decreasing option implied volatility: LC METU CWAN DECK CHTR STM VIAV NOK META TXN SBUX ELV RCL DIS URI CMCSA SAP T MSFT VZ MO VTYX DHR
Increasing unusual option volume: XLB JBS CNK IGB ZSL DVA GTM APPX RMBS KD
Increasing unusual call option volume: JBS CNK GTM IGV ZSL VRNS ENTG TER VOD ERAS OWL RMBS PPG OSS
Increasing unusual put option volume: XLB ZSL RVMD WMB XLI IGV BAH RMBS INFY XXI CDNS ARES