Mid-session IV Report January 20, 2026

Mid-session IV Report January 20, 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: IBRX LQDA INOD TOST FIG DASH ANET CNVA PANW CDNS INTU WMT IGV EFA USAR AAOI POET UMAC CVNA UMC HL BOIL USAR GRRR DFTX INTC INTU MAGS SMH STZ STLA ZIM NRG MDB HPQ TLN DOCU HPQ

Popular stocks with increasing option volume: MU NFLX INTC AMD MSTR PLTR SOFI HOOD WMT
Active options: NVDA TSLA MU NFLX INTC AMD MSTR AAPL AMZN PLTR ONDS IREN META MSFT SOFI GOOGL GOOG HOOD WMT MARA

Option IV into quarter results

United Airlines (UAL) January 21 weekly call option implied volatility is at 96, February is at 78; 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 today after the bell.

Interactive Brokers (IBKR) January 21 weekly call option implied volatility is at 87, February is at 48; compared to its 52-week range of 27 to 83. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on January 20.

Zions Bancorp (ZION) February call option implied volatility is at 39, March is at 40; compared to its 52-week range of 23 to 83. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

Bank OZK (OZK) February call option implied volatility is at 38, March is at 37; compared to its 52-week range of 26 to 68. Call put ratio 1 call to 2.8 puts into the expected release of quarter results today after the bell.

Truist Financial Corp. (TFC) February call option implied volatility is at 35, March is at 27; compared to its 52-week range of 19 to 64. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on January 21.

Prologis (PLD) February call option implied volatility is at 29, March is at 34; compared to its 52-week range of 19 to 60. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on January 21.

Charles Schwab (SCHW) January 21 weekly call option implied volatility is at 69, February is at 33; compared to its 52-week range of 20 to 61. Call put ratio 1 call to 3.7 puts into the expected release of quarter results before the bell on January 21.

Johnson & Johnson (JNJ) January 21 weekly call option implied volatility is at 46, February is at 25; 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 21.

Kinder Morgan (KMI) January 21 weekly call option implied volatility is at 41, February is at 24; compared to its 52-week range of 19 to 50. Call put ratio 5.6 calls to 1 put into with a focus on January 21 weekly calls into the expected release of quarter results after the bell on January 21.

Travelers (TRV) January 21 weekly call option implied volatility is at 29, February is at 25; compared to its 52-week range of 17 to 54. Call put ratio 6.6 calls to 1 put with a focus on February 300 calls into the expected release of quarter results before the bell on January 21.

Halliburton (HAL) January 21 weekly call option implied volatility is at 66, February is at 37; compared to its 52-week range of 36 to 27. Call put ratio 4 calls to 1 put with a focus on February 23 weekly calls into the expected release of quarter results before the bell on January 21.

Ally Financial (ALLY) February call option implied volatility is at 40, March is at 40; compared to its 52-week range of 25 to 76. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 21.

Procter & Gamble (PG) January 21 weekly call option implied volatility is at 46, February is at 23; compared to its 52-week range of 14 to 35. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on January 22.

GE Aerospace (GE) January 21 weekly call option implied volatility is at 76, February is at 39; compared to its 52-week range of 23 to 65. Call put ratio 1 call to 2.1 puts into the expected release of quarter results before the bell on January 22.

Abbott (ABT) January 21 weekly call option implied volatility is at 54, February is at 30; compared to its 52-week range of 16 to 45. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 22.

Intel (INTC) January 21 weekly call option implied volatility is at 126, February is at 69; compared to its 52-week range of 38 to 93. Call put ratio 2.4 call to 1 put as share price up 4.8% into the expected release of quarter results after the bell on January 22.

Options with decreasing option implied volatility: FJET RILY CODI CWAN TGTX VTXY KVUE AVDL UUP
Increasing unusual option volume: GTM CRVS IBRX DAWN PRGO RVMD EWG
Increasing unusual call option volume: CRVS DAWN IBRX ZSL UMC RVMD ACHC COLD
Increasing unusual put option volume: GTM CRVS EWG AQST IBRX BTG ARRY ITB COPX SEI