Mid-session IV Report January 23, 2026

Mid-session IV Report January 23, 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: BOIL KOLD IBRX UNG LMND AAP CVNA GTLB IEP IRDM W BHC CELH PAYO QURE ALT CLPT TEN CALY PBR PBRA

Popular stocks with increasing option volume: INTC MU AVGO PLTR MSTR ORCL BABA

Active options: INTC NVDA TSLA AMD NFLX AAPL META AMZN MU AVGO PLTR MSFT SMCI GOOGL MSTR GME ORCL BABA MARA GOOG

Movers

Sandisk (SNDK) 30-day option implied volatility is at 107; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put on active option volume of 80K contracts as share price above $500.

Micron Technology (MU) 30-day option implied volatility is at 66; compared to its 52-week range of 38 to 87. Call put ratio 1.6 calls to 1 put on active option volume of 315K contracts as share price up 2.3%.

AMD (AMD) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 88. Call put ratio 1.8 calls to 1 put as share price up 3.8%.

Intel (INTC) 30-day option implied volatility is at 55; compared to its 52-week range of 38 to 93. Call put ratio 1.3 calls to 1 put as share price down 14.7%.

Salesforce (CRM) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 58. Call put ratio 3.4 calls to 1 put with a focus on January 30 weekly 225 calls.

ServiceNow (NOW) 30-day option implied volatility is at 50; compared to its 52-week range of 27 to 76. Call put ratio 5.5 calls to 1 put with a focus on January 30 weekly 169 calls as share price up 2.5%.

Oracle (ORCL) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 70. Call put ratio 1.9 calls to 1 put with a focus on February 150 and March 180 puts.

iShares Silver Trust (SLV) 30-day option implied volatility is at 73; compared to its 52-week range of 22 to 84. Call put ratio 1.4 calls to 1 put on active option volume of 788K contracts as share price up 3.9%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 50. Call put ratio 2.4 calls to 1 put as share price up 1.2%.

Option IV into quarter results

UnitedHealth Group (UNH) January 30 weekly call option implied volatility is at 53, February is at 40; compared to its 52-week range of 21 to 75. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on January 27.

Boeing (BA) January 30 weekly call option implied volatility is at 44, February is at 34; compared to its 52-week range of 25 to 75. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on January 27.

Microsoft (MSFT) January 30 weekly call option implied volatility is at 48, February is at 32; compared to its 52-week range of 16 to 50. Call put ratio 2.2 calls to 1 put with a focus on February 6 weekly 480 calls into the expected release of quarter results after the bell on January 28.

Meta Platforms (META) January 30 weekly call option implied volatility is at 60, February is at 41; compared to its 52-week range of 24 to 68. Call put ratio 2 calls to 1 put with a focus on February 780 calls into the expected release of quarter results after the bell on January 28.

Tesla (TSLA) January 30 weekly call option implied volatility is at 55, February is at 47; compared to its 52-week range of 42 to 105. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on January 28.

Apple (AAPL) January 30 weekly call option implied volatility is at 39, February is at 28; compared to its 52-week range of 18 to 65. Call put ratio 2.5 call to 1 put into the expected release of quarter results after the bell on January 29.

Options with decreasing option implied volatility: CAPR SLNO NUVB NFLX CWAN TGTX UAL RF MMM ZION ALLY SCHW PG HBAN USB JNJ DBRG VTYX
Increasing unusual option volume: ECH TAP URNM ERIC GORO ARBE SANM ZSL PLTY CDZI
Increasing unusual call option volume: URNM ERIC SANM ARBE ZSL IGV SLVR
Increasing unusual put option volume: TAP WEN CARR XIFR TVTX MPC IBRX XLRE