Mid-session IV Report January 13, 2026

Mid-session IV Report January 13, 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 RILY TTD UPST LYFT UCO APP TWLO DDOG AKAM EXPE SPOT HWM USO ABNB CSCO BUD APO F TMUSNLY UUP WRBY GDS RBLX VFC LHX TOST NOK TOST ABNB APA V MA MLPX EMB

Popular stocks with increasing option volume: INTC NFLX CMG MU MSTR PLTR BABA JPM ORCL

Active options: AMD TSLA NVDA GOOGL AAPL INTC GOOG NFLX META AMZN CMG MU MSTR PLTR MSFT BABA CIFR SMCI JPM ORCL

Option IV into quarter results

Bank of America (BAC) January call option implied volatility is at 48, February is at 24; compared to its 52-week range of 20 to 61. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on January 14.

Wells Fargo (WFC) January call option implied volatility is at 58, February is at 38; compared to its 52-week range of 20 to 61. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 14.

Citigroup (C) January call option implied volatility is at 57, February is at 31; compared to its 52-week range of 21 to 61. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on January 14.

Taiwan Semi (TSM) January call option implied volatility is at 69, February is at 40; compared to its 52-week range of 30 to 72. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on January 15.

Morgan Stanley (MS) January call option implied volatility is at 57, February is at 27; compared to its 52-week range of 20 to 71. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on January 15.

Goldman Sachs (GS) January call option implied volatility is at 58, February is at 32; compared to its 52-week range of 21 to 66. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on January 15.

Movers

Moderna (MRNA) 30-day option implied volatility is at 72, compared to its 52-week range of 54 to 104. Call put ratio 4.4 calls to 1 put with a focus on January calls as share price up 6.8%.

Advanced Micro Devices (AMD) 30-day option implied volatility is at 57, compared to its 52-week range of 37 to 88. Call put ratio 2 calls to 1 put as share price up 5.3%.

Intel (INTC) 30-day option implied volatility is at 71, compared to its 52-week range of 38 to 93. Call put ratio 3.1 calls to 1 put as share price up 7.1%.

Apache (APA) 30-day option implied volatility is at 48, compared to its 52-week range of 34 to 89. Call put ratio 1.2 calls to 1 put as share price up 3.5%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 74; compared to its 52-week range of 22 to 76. Call put ratio 1.3 calls to 1 put as share price up 3.1%.

Revvity Perkins Elmer (RVTY) 30-day option implied volatility is at 42, compared to its 52-week range of 25 to 58. Call put ratio 6.2 calls to 1 put with a focus on February calls as share price up 7.1%.

Alcoa (AA) 30-day option implied volatility is at 64; compared to its 52-week range of 41 to 100. Call put ratio 2 calls to 1 put with a focus on January calls.

Options with decreasing option implied volatility: MLTX AEHR OMER CRMD INSM ZIM WBD STZ AVDL
Increasing unusual option volume: DOMO TVTX OR XPO GFS OSS SANM RVMD ZSL TTMI
Increasing unusual call option volume: GFS OR TVTX OGN AMLP ZSL LAR YETI RVMD WLAC
Increasing unusual put option volume: TTMI KOS HOG WRBY INDA COHR CLMT INVZ ESPR BTG DDD LNG LW PTLO