Mid-session IV Report January 16, 2026

Mid-session IV Report January 16, 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:

Popular stocks with increasing option volume: MU PLTR MSTR AMD INTC ASTS NFLX HOOD AVGO RKLB
Active options: NVDA TSLA MU PLTR MSTR AMD INTC AAPL META ASTS NFLX HOOD ONDS AMZN AVGO RKLB GOOGL IBRX BMNR MSFT
Movers

Chips option IV amid rally

AMD (AMD) 30-day option implied volatility is at 57; compared to its 52-week range of 37 to 88. Call put ratio 1.7 calls to 1 put amid recent rally.

Intel (INTC) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 93. Call put ratio 1.9 calls to 1 put amid recent rally.

Software option IV as share price moves lower

Salesforce (CRM) 30-day option implied volatility is at 32; compared to its 52-week range of 25 to 58. Call put ratio 1.4 calls to 1 put as share price down 2.3%.

ServiceNow (NOW) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 76. Call put ratio 1 call to 1.2 puts as share price down 2.3%.

Ishares S&P Software Index Fund (IGV) 30-day option implied volatility is at 30; compared to its 52-week range of 20 to 59. Call put ratio 1.3 calls to 1 put with a focus on January calls as share price down 1%.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 89; compared to its 52-week range of 67 to 124. Call put ratio 3.4 calls to 1 put with a focus on January 90 and January 23 weekly calls as share price up 6.2%.

Firefly Aerospace (FLY) 30-day option implied volatility is at 122; compared to its 52-week range of 67 to 133. Call put ratio 8 calls to 1 put with a focus on February calls as share price up 11.1%.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 108; compared to its 52-week range of 76 to 133. Call put ratio 1.7 calls to 1 put as share price up 15%.

EchoStar Corp. (SATS) 30-day option implied volatility is at 58; compared to its 52-week range of 47 to 163. Call put ratio 1.1 calls to 1 put as share price up 1.5%.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 92; compared to its 52-week range of 80 to 164. Call put ratio 11 calls to 1 put with a focus on 16K contracts of January 23 weekly 3.5 calls as share price up 5.6%.

Joby Aviation (JOBY) 30-day option implied volatility is at 80; compared to its 52-week range of 58 to 113. Call put ratio 12.4 calls to 1 put with a focus on January 30 weekly calls as share price up 3.2%.

Strategy (MSTR) 30-day option implied volatility is at 68; compared to its 52-week range of 44 to 120. Call put ratio 3.8 calls to 1 put with a focus on January calls as share price up 1.3%.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 45. Call put ratio 501 calls to 1 put with a focus on 18K contracts of January 40 calls.

Option IV into quarter results

Netflix (NFLX) January 21 weekly call option implied volatility is at 71, February is at 47; compared to its 52-week range of 25 to 71. Call put ratio 2.7 call to 1 put into the expected release of quarter results after the bell on January 20.

3M Co. (MMM) January 21 weekly call option implied volatility is at 44, February is at 27; compared to its 52-week range of 32 to 62. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on January 20.

U.S. Bancorp (USB) January 21 weekly call option implied volatility is at 43, February is at 31; compared to its 52-week range of 19 to 61. Call put ratio 2.7 calls to 1 put into the expected release of quarter results before the bell on January 20.

United Airlines (UAL) January 21 weekly call option implied volatility is at 75, February is at 51; compared to its 52-week range of 39 to 105. Call put ratio 1 call to 2.5 puts into the expected release of quarter results before the bell on January 20.

Options with decreasing option implied volatility: CODI BHVN CWAN DJT FIVE VTYX UUP CFLT
Increasing unusual option volume: IRE IBRX QNCX FE IREX RVMD RPD
Increasing unusual call option volume: QNCX IBRX MOD URNM RPD AISP KBWB YANG
Increasing unusual put option volume: FE OCUL SPESG CARR IBRX GT SAP TE QXO NTAP COPX