Mid-session IV Report February 9, 2026

Mid-session IV Report February 9, 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: HIMS QURE ASAN RBRK DOCU MDB PATH BBIO DLO ADBE S GENI NOW BKNG VEEV CAN ULTA CWAN ASST KD ITUB HIMS PATH U RBRK KSS VTRS DOCU S DVN GLW CL ITT

Popular stocks with increasing option volume: PLTR ORCL MSTR NFLX MU AVGO SOFI

Active options: NVDA TSLA AMZN AAPL MSFT AMD INTC PLTR HIMS ORCL GOOGL MSTR NFLX IREN MU META AVGO SOFI FISV ONDS

Option IV into quarter results

Coca-Cola (KO) February 13 weekly call option implied volatility is at 37, February is at 26; compared to its 52-week range of 13 to 33. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell.

Gilead Sciences (GILD) February 13 weekly call option implied volatility is at 67, February is at 51; compared to its 52-week range of 21 to 49. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on February 10.

BP plc (BP) February 13 weekly call option implied volatility is at 60, February is at 39; compared to its 52-week range of 21 to 58. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on February 10.

CVS Health (CVS) February 13 weekly call option implied volatility is at 77, February is at 54; compared to its 52-week range of 23 to 57. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on February 10.

Spotify (SPOT) February 13 weekly call option implied volatility is at 118, February is at 83; compared to its 52-week range of 33 to 84. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on February 10.

Marriott (MAR) February 13 weekly call option implied volatility is at 54, February is at 40; compared to its 52-week range of 21 to 68. Call put ratio 1 call to 4.5 puts into the expected release of quarter results before the bell on February 10.

Ferrari N.V (RACE) February call option implied volatility is at 55, March is at 40; compared to its 52-week range of 22 to 55. Call put ratio 2.8 calls to 1 put into the expected release of quarter results before the bell on February 10.

Robinhood (HOOD) February 13 weekly call option implied volatility is at 120, February is at 87; compared to its 52-week range of 50 to 120. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on February 10.

Cloudflare (NET) February 13 weekly call option implied volatility is at 54, February is at 108; compared to its 52-week range of 40 to 101. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on February 10.

Ford Motor (F) February 13 weekly call option implied volatility is at 69, February is at 49; compared to its 52-week range of 23 to 67. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on February 10.

AIG (AIG) February 13 weekly call option implied volatility is at 56, February is at 49; compared to its 52-week range of 18 to 51. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on February 10.

Data Dog (DDOG) February 13 weekly call option implied volatility is at 177, February is at 119; compared to its 52-week range of 31 to 85. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on February 10.

Fiserv Inc (FISV) February call option implied volatility is at 99, March is at 69; compared to its 52-week range of 19 to 70. Call put ratio 1 call to 19 puts with a focus on a spreader of 35K contracts of February 55 and March 50 puts into the expected release of quarter results before the bell on February 10.

Hasbro (HAS) February call option implied volatility is at 57, March is at 41; compared to its 52-week range of 25 to 69. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on February 10.

Zillow (Z) February call option implied volatility is at 97, March is at 67; compared to its 52-week range of 32 to 73. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on February 10.

Cisco Systems (CSCO) February 13 weekly call option implied volatility is at 66, February is at 45; compared to its 52-week range of 17 to 42. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on February 11.

Options with decreasing option implied volatility: BOIL FMC WOLF AMSC SYM SNAP ALGN AMZU MOH MTCH UAA CMG CPRI ENPH FTNT SWKS PLTR EL PYPL
Increasing unusual option volume: HITI XLC SBIT VZLA FND IGV
Increasing unusual call option volume: VZLA IGV HITI VAL IEF SOYB VAL BORR KD YETI
Increasing unusual put option volume: STNE FND BSC UPWK XPO EXE XLC