Mid-session IV Report January 22, 2026

Mid-session IV Report January 22, 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 BOIL KOLD FSLY INOD UNG CVNA NVAX W TOST DASH AMCR CCCX MRNA IRDM PANL

Popular stocks with increasing option volume: INTC BABA NFLX MU AMZN PLTR ORCL MARA SOFI NIO
Active options: NVDA TSLA META INTC BABA AMD AAPL NFLX MU AMZN PLTR GME MSFT ORCL MARA SOFI GOOG NIO

Option IV into quarter results

Intel (INTC) January 23 weekly call option implied volatility is at 182, February is at 72; compared to its 52-week range of 38 to 93. Call put ratio 1.4 call to 1 put into the expected release of quarter results today after the bell.

Intuitive Surgical (ISRG) January 23 weekly call option implied volatility is at 106, February is at 37; compared to its 52-week range of 21 to 66. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Capital One Financial (COF) January 23 weekly call option implied volatility is at 95, February is at 36; compared to its 52-week range of 25 to 74. Call put ratio 2.3 calls to 1 put with a focus on February 230 calls into the expected release of quarter results today after the bell.

CSX Corp. (CSX) January 23 weekly call option implied volatility is at 77, February is at 29; compared to its 52-week range of 19 to 52. Call put ratio 1 call to 1.1 puts into the expected release of quarter results today after the bell.

SLB (SLB) January 23 weekly call option implied volatility is at 79, February is at 36; compared to its 52-week range of 24 to 65. Call put ratio 4.7 calls to 1 put with a focus on January 23 weekly 50 calls into the expected release of quarter results before the bell on January 23.

Movers

USA Rare Earth (USAR) 30-day option implied volatility is at 124; compared to its 52-week range of 86 to 220. Call put ratio 2.7 calls to 1 put as share price up 21.6%.

EchoStar Corp. (SATS) 30-day option implied volatility is at 60; compared to its 52-week range of 48 to 163. Call put ratio 5.9 calls to 1 put with a focus on February calls as share price up 2.7%.

AppLovin (APP) 30-day option implied volatility is at 80; compared to its 52-week range of 49 to 142. Call put ratio 1 call to 1 put as share price down 2.4%.

Target (TGT) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 65. Call put ratio 1.3 calls to 1 put.

Structure Therapeutics (GPCR) 30-day option implied volatility is at 87; compared to its 52-week range of 58 to 320. Call put ratio 1.5 calls to 1 put amid wide price movement.

Sphere Entertainment (SPHR) 30-day option implied volatility is at 53; compared to its 52-week range of 45 to 99. Call put ratio 2.1 calls to 1 put as share price up 6.2%.

Options with decreasing option implied volatility: CAPR NUVB SLNO CWAN TGTX NFLX ABR INFY MMM RF DBRG ZION SHCW FAST JNJ FHN PNC USB VTYX
Increasing unusual option volume: TAL MRAM NVRI OMEX CABA IBRX APPN CALY PSQH
Increasing unusual call option volume: TAL NVRI MRAM OMEX CALY XHB CABA CHPT IGV IBRX PSQH SATL MOD AS CRML KHC UAA VITL
Increasing unusual put option volume: IBRX HSBC CRVS KBE HWM HBAN NUAI SEI COPX PSX ABT