Mid-session IV Report January 14, 2026

Mid-session IV Report January 14, 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 LYFT UPST APP UCO TWLO DDOG NET BILI BROS EXPE SPOT DKNG USO GNRC HWM TMUS CSCO BUD ABNB F DBRG TCOM U NOK GFS DVN MEOH NTR APA QQQ XLE NDX

Popular stocks with increasing option volume: MSTR INTC NFLX BAC PLTR AMD RIVN AVGO

Active options: NVDA TSLA MSTR INTC AAPL NFLX BAC AMZN PLTR META AMD GOOGL GOOG IREN RIVN AVGO EOSE BMNR MARA CLOV

Option IV into quarter results

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 79, February is at 39; compared to its 52-week range of 30 to 72. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on January 15.

Morgan Stanley (MS) January call option implied volatility is at 68, February is at 28; compared to its 52-week range of 20 to 71. Call put ratio 1.3 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 64, February is at 32; compared to its 52-week range of 21 to 66. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on January 15.

BlackRock (BLK) January call option implied volatility is at 71, February is at 29; compared to its 52-week range of 18 to 54. Call put ratio 1 call to 4.1 puts into the expected release of quarter results before the bell on January 15.

J.B. Hunt Transport Services (JBHT) January call option implied volatility is at 122, February is at 43; compared to its 52-week range of 23 to 65. Call put ratio 3.7 calls to 1 put into the expected release of quarter results after the bell on January 15.

First Horizon National (FHN) January call option implied volatility is at 67, February is at 33; compared to its 52-week range of 24 to 70. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on January 15.

Cyber security option IV

Broadcom’s (AVGO) 30-day option implied volatility is at 46, compared to its 52-week range of 35 to 74. Call put ratio 1.4 calls to 1 put as share price down 4.2%.

Palo Alto Networks (PANW) 30-day option implied volatility is at 34, compared to its 52-week range of 25 to 63. Call put ratio 5.7 calls to 1 put with a focus on 2K contracts of February 200 calls.

Fortinet (FTNT) 30-day option implied volatility is at 50, compared to its 52-week range of 25 to 76. Call put ratio 1.2 calls to 1 put as share price down 1.5%.

Check Point Software (CHKP) 30-day option implied volatility is at 36, compared to its 52-week range of 22 to 52. Call put ratio 4.5 calls to 1 put as share price up 1.5%.

CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 36, compared to its 52-week range of 32 to 77. Call put ratio 3.3 calls to 1 put with a focus on ATM January calls.

Zscaler (ZS) 30-day option implied volatility is at 37, compared to its 52-week range of 30 to 72. Call put ratio 6.9 calls to 1 put with a focus on ATM January calls as share price up 1.4%.

SentinelOne, Inc. (S) 30-day option implied volatility is at 39, compared to its 52-week range of 35 to 82. Call put ratio 2.9 calls to 1 put with a focus on expiring ATM January options as share price up 1.7%.

Rubrik (RBRK) 30-day option implied volatility is at 47, compared to its 52-week range of 39 to 119. Call put ratio 1.2 calls to 1 put with a focus on January 23 weekly 75 calls.

Okta, Inc. (OKTA) 30-day option implied volatility is at 35, compared to its 52-week range of 30 to 67. Call put ratio 3.7 calls to 1 put with a focus on January calls as share price up 3.2%.

Movers

AppLovin (APP) 30-day option implied volatility is at 81, compared to its 52-week range of 49 to 142. Call put ratio 1.6 calls to 1 put as share price down 9.2%.

TripAdvisor (TRIP) 30-day option implied volatility is at 50, compared to its 52-week range of 36 to 88. Call put ratio 2.5 calls to 1 put as share price down 5.9%.

Home Furnishings Industry option IV after Supreme Court Doesn’t Rule On Trump’s Tariffs Wednesday

RH (RH) 30-day option implied volatility is at 65; compared to its 52-week range of 36 to 130. Call put ratio 1.4 calls to 1 put with a focus on January options.

Williams-Sonoma (WSM) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 79. Call put ratio 1 call to 1.1 puts as share price near upper end of range.

Wayfair (W) 30-day option implied volatility is at 58; compared to its 52-week range of 50 to 140. Call put ratio 1 call to 1.3 puts as share price down 4%.

Options with decreasing option implied volatility: MLTX AEHR OMER ABVX INSM CRMD WBD STZ AGNC AVDL UUP
Increasing unusual option volume: TCOM APLS BUR MLCO ZSL HNRG OSS APPN PR AMN QNCX INFY ALTS
Increasing unusual call option volume: TCOM HNRG ZSL PR CHAU ALTS CLOV QNCX OR GFS TGB GSIT DVN BIRK VAL NTR
Increasing unusual put option volume: HUN TCOM JCI CSGP FEZ AIG SES GLNG WRBY RZLV HYMC IQ BRBR TTMI LQD