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Daily IV Report

Mid-session IV Report January 26, 2026

Mid-session IV Report January 26, 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: CMPS BAH BOIL KOLD […]

By Market Rebellion · January 26, 2026
Mid-session IV Report January 26, 2026

Mid-session IV Report January 26, 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: CMPS BAH BOIL KOLD USAR QURE HL NVAX CDE AG LMND TSEM AAP UNG TDOC FFSLY DUOL CVNA GTLB FSM FTAI DOCN CELH CAVA GME SHAK ZM URBN CART EBAY IEP GLD IAU ADSK PBR AMCR EWZ DBRG HRL ET UUP SLV AGQ USAR VZLA DUOL EXK SG HIMS PCT VISN RKT AB KTOS ZM XYZ AI COPX UMC

Popular stocks with increasing option volume: CRWV INTC NFLX AVGO USAR GME MU APLD SOFI MSTR NIO BAH

Active options: NVDA AAPL CRWV TSLA INTC AMD AMZN NFLX AVGO USAR GME MU APLD SOFI MSTR NIO META IREN PLTR MSFT

Option IV into quarter results and FOMC

UnitedHealth Group (UNH) January 30 weekly call option implied volatility is at 69, February is at 41; compared to its 52-week range of 21 to 75. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on January 27.

RTX (RTX) January 30 weekly call option implied volatility is at 58, February is at 36; compared to its 52-week range of 18 to 54. Call put ratio 1.8 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 55, February is at 34; compared to its 52-week range of 25 to 75. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on January 27.

Texas Instruments (TXN) January 30 weekly call option implied volatility is at 65, February is at 45; compared to its 52-week range of 25 to 73. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on January 27.

Northrop Grumman (NOC) February call option implied volatility is at 33, March is at 29; compared to its 52-week range of 16 to 45. Call put ratio 3.2 calls to 1 put into the expected release of quarter results before the bell on January 27.

UPS (UPS) January 30 weekly call option implied volatility is at 81, February is at 43; compared to its 52-week range of 19 to 64. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on January 27.

General Motors (GM) January 30 weekly call option implied volatility is at 71, February is at 43; compared to its 52-week range of 25 to 69. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on January 27.

Seagate Technology (STX) January 30 weekly call option implied volatility is at 133, February is at 82; compared to its 52-week range of 26 to 83. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on January 27.

Sysco Corp. (SYY) February weekly call option implied volatility is at 24, March is at 20; compared to its 52-week range of 15 to 39. Call put ratio 1 call to 4.6 puts into the expected release of quarter results before the bell on January 27.

Kimberly-Clark (KMB) January 30 weekly call option implied volatility is at 53, February is at 33; compared to its 52-week range of 16 to 39. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on January 27.

American Airlines (AAL) January 30 weekly call option implied volatility is at 87, February is at 54; compared to its 52-week range of 35 to 95. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on January 27.

Rare earth minerals space option IV

MP Materials (MP) 30-day option implied volatility is at 79; compared to its 52-week range of 50 to 118. Call put ratio 2.8 calls to 1 put as share price down 7.7%.

Energy Fuels (UUUU) 30-day option implied volatility is at 100; compared to its 52-week range of 57 to 183. Call put ratio 3.2 calls to 1 put as share price down 9.7%.

USA Rare Earth (USAR) 30-day option implied volatility is at 141; compared to its 52-week range of 87 to 221. Call put ratio 1.7 calls to 1 put as share price up 15.7%.

Critical Metals (CRML) 30-day option implied volatility is at 153; compared to its 52-week range of 21 to 147. Call put ratio 4.6 calls to 1 put as share price down 8.7%.

United States Antimony (UAMY) 30-day option implied volatility is at 132; compared to its 52-week range of 93 to 248. Call put ratio 3.1 calls to 1 put as share price down 13.4%.

Options with decreasing option implied volatility: SLNO WRD SKYT CAPR HBAN HE NFLX ALLY UAL MMM RF FAST PG
Increasing unusual option volume: URNM RVMD OPTT ZSL SATL GORO
Increasing unusual call option volume: OPTT URNM RVMD ZSL GORO SATL FLUT IGV
Increasing unusual put option volume: SAP CRVS USAR HYMC SKYT OPTT VTI CPER NVAX VFC