Mid-session IV Report January 2, 2026

Mid-session IV Report January 2, 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: AQST OCUL METU CHTR DECK TER CLS NIO CWAN TEVA VFC SOFI ASML META DOW SBUX IBM UPS IP NOW ALGN MSFT GM NOK KMB HBAN DHR LMT RTX T AXP C AAPL VZ MA CL EA ELF RBLX SNAP CMG PLTR BTU FTNT NET NVTS AAP SMCI

Popular stocks with increasing option volume: INTC MU MSTR NFLX PLTR AVGO SMCI BABA TSM SOFI

Active options: NVDA TSLA AMD AAPL INTC AMZN MU MSTR NFLX PLTR GOOGL AVGO SMCI MSFT META BABA GOOG SLS TSM SOFI

Large Cap option IV into 2026

Microsoft (MSFT) 30-day option implied volatility is at 30; compared to its 52-week range of 16 to 50. Call put ratio 2.1 calls to 1 put as share price down 1.7%.

Apple (AAPL) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 65. Call put ratio 1.4 calls to 1 put.

Meta Platforms (META) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 68. Call put ratio 2 calls to 1 put as share price down 1.8%.

Palantir (PLTR) 30-day option implied volatility is at 49; compared to its 52-week range of 41 to 109. Call put ratio 1.3 calls to 1 put as share price down 2.5%.

Intel (INTC) 30-day option implied volatility is at 57; compared to its 52-week range of 38 to 93. Call put ratio 3.7 calls to 1 put as share price up 6%.

General Motors (GM) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 69. Call put ratio 1 call to 1.5 puts with a focus on March 77.5 puts as share price down 1.2%.

Nike (NKE) 30-day option implied volatility is at 29; compared to its 52-week range of 22 to 78. Call put ratio 1.4 calls to 1 put as share price down 1.4%.

Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 36; compared to its 52-week range of 26 to 63. Call put ratio 1.9 calls to 1 put with a focus on expiring January 2 weekly calls.

Starbucks (SBUX) 30-day option implied volatility is at 40; compared to its 52-week range of 21 to 67. Call put ratio 1.3 calls to 1 put with a focus on April 95 calls.

Options with decreasing option implied volatility: DBRG BHVN VALE AVDL
Increasing unusual option volume: PSQ UTHR OTLK IONS PTEN FEZ PEPG SLS LEG WSM UA BRKR EU ZSL ARMN PENG
Increasing unusual call option volume: FEZ IONS PEPG PTEN BRKR SLS UA OTLK EU ZSL CORT ARMN AIG CTVA IQ ARES
Increasing unusual put option volume: NUAI SLS EXE LQDA AR URNM ARES YANG CWAN SIVR ASO ACMR