Mid-session IV Report January 12, 2026

Mid-session IV Report January 12, 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: OCUL UPST LYFT TTD UCO DDOG TWLO NET DXCM AKAM EXPE SPOT KVUE HWM ABNB BUD MAR F CSCO SOGP ZBIO VWAV AGQ SLDP EOSE SIMO IE AMPX SIVR APP

Popular stocks with increasing option volume: BABA PLTR INTC NFLX SOFI MU AVGO CRWV APLD

Active options: TSLA NVDA AAPL BABA PLTR AMD AMZN IREN INTC NFLX SOFI ONDS GOOGL MU AVGO CRWV APLD EOSE OPEN MSTR

Apple (AAPL) 30-day option implied volatility is at 28 compared to its 52-week range of 18 to 65. Call put ratio 2.7 calls to 1 put after picks Google’s Gemini to run AI-powered Siri, CNBC reports.

Alphabet (GOOG) 30-day option implied volatility is at 38 compared to its 52-week range of 25 to 58. Call put ratio 2.4 calls to 1 put after Apple (AAPL) picks Google’s Gemini to run AI-powered Siri, CNBC reports.

Alibaba (BABA) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 73. Call put ratio 2.3 calls to 1 put as share price up 10.5%.

Fin tech option IV

Affirm (AFRM) 30-day option implied volatility is at 79 compared to its 52-week range of 51 to 131. Call put ratio 3 calls to 1 put as share price down 7.2% after Trump calls for 10% cap on credit card interest for one year.

PayPal (PYPL) 30-day option implied volatility is at 45, compared to its 52-week range of 27 to 72. Call put ratio 2.6 calls to 1 put after Trump calls for 10% cap on credit card interest for one year.

Upstart (UPST) 30-day option implied volatility is at 87, compared to its 52-week range of 60 to 147. Call put ratio 1.3 calls to 1 put after Trump calls for 10% cap on credit card interest for one year.

SoFi (SOFI) 30-day option implied volatility is at 66, compared to its 52-week range of 47 to 114. Call put ratio 1.6 calls to 1 put after Trump calls for 10% cap on credit card interest for one year.

Block (XYZ) 30-day option implied volatility is at 44, compared to its 52-week range of 36 to 94. Call put ratio 1.5 calls to 1 put after Trump calls for 10% cap on credit card interest for one year.

Freeport-McMoran (FCX) 30-day option implied volatility is at 44; compared to its 52-week range of 33 to 83. Call put ratio 5 calls to 1 put as share price up 2.3%.

Southern Copper Corp. (SCCO) 30-day option implied volatility is at 40; compared to its 52-week range of 29 to 73. Call put ratio 1 call to 2.6 puts as share price up 2.8%.

Option IV into quarter results

JPMorgan (JPM) January call option implied volatility is at 48, February is at 26; compared to its 52-week range of 17 to 58. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on January 13.

BNY Mellon (BK) January call option implied volatility is at 45, February is at 25; compared to its 52-week range of 16 to 63. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on January 13.

Delta Air Lines (DAL) January call option implied volatility is at 85, February is at 45; compared to its 52-week range of 31 to 89. Call put ratio 1 call to 2.4 puts into the expected release of quarter results before the bell on January 13.

Options with decreasing option implied volatility: AEHR MLTX WVE ACI AVDL
Increasing unusual option volume: TIGR CWEB SCCO RVMD USAS MXEF PLNT TREX BAX VZLA
Increasing unusual call option volume: TIGR USAS PLNT AMLP AIG BILI SNY SCCO PEW DAWN PSTG
Increasing unusual put option volume: SCCO BAX MXEF CMBT WEN SYF BBBY AQST BURL OLN BHF VICR