Mid-session IV Report January 15, 2026

Mid-session IV Report January 15, 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: LYFT OCUL TTD APP TWLO EXPE AKAM BUD CSCO DBRG AVDL THS

Popular stocks with increasing option volume: FCX PLTR XOM BABA WFC TSM PFE WBD OXY C WMT VZ PYPL F

Active options: NVDA TSLA FCX PLTR XOM BABA SMR WFC TSM PFE WBD OXY C WMT TTD VZ PYPL F POET

Option IV into quarter results

PNC Financial Services (PNC) January call option implied volatility is at 93, February is at 29; compared to its 52-week range of 19 to 58. Call put ratio 1 call to 2.8 puts into the expected release of quarter results before the bell on January 16.

State Street (STT) January call option implied volatility is at 100, February is at 31; compared to its 52-week range of 20 to 64. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on January 16.

M&T Bank Corp. (MTB) January call option implied volatility is at 96, February is at 28; compared to its 52-week range of 20 to 59. Call put ratio 1 call to 9 puts into the expected release of quarter results before the bell on January 16.

Regions Financial (RF) January call option implied volatility is at 94, February is at 34; compared to its 52-week range of 22 to 65. Call put ratio 26 calls to 1 put with a focus on January and February calls into the expected release of quarter results before the bell on January 16.

Options with decreasing option implied volatility: AEHR DFTX INSM BHVN WBD
Increasing unusual option volume: UMC SHLS TCOM YEXT VZLA LKQ RSP QNCX ZSL AMN PEPG IBRX DAWN
Increasing unusual call option volume: UMC SHLS TCOM RSP YEXT VZLA ZSL LKQ VNQ IBRX
Increasing unusual put option volume: TCOM BSX OCUL TE