Mid-session IV Report January 27, 2026

Mid-session IV Report January 27, 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: QURE BOIL KOLD LMND ALT CMPS NVAX VZLA SILJ UNG GME CYTK IEP UGL CWAN URBN ZM IAU VTYX SLV KC UMC KVUE KR

Popular stocks with increasing option volume: UNH NVDA INTC CRWV MU NFLX BA ORCL PLTR

Active options: AAPL UNH NVDA INTC TSLA AMD CRWV GOOG MU NFLX GME GOOGL BA AMZN ORCL MSFT META PLTR USAR RDW

Option IV into quarter results

Texas Instruments (TXN) January 30 weekly call option implied volatility is at 91, February is at 45; compared to its 52-week range of 25 to 73. Call put ratio 3.9 calls to 1 put into the expected release of quarter results today after the bell.

Seagate Technology (STX) January 30 weekly call option implied volatility is at 142, February is at 84; compared to its 52-week range of 26 to 83. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Nextracker (NXT) February call option implied volatility is at 82, March is at 75; compared to its 52-week range of 44 to 87. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Qorvo (QRVO) February call option implied volatility is at 64, March is at 50; compared to its 52-week range of 30 to 92. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on January 27.

Microsoft (MSFT) January 30 weekly call option implied volatility is at 68, February is at 34; compared to its 52-week range of 16 to 50. Call put ratio 2.2 calls to 1 put with a focus on January 30 weekly 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 90, February is at 45; compared to its 52-week range of 24 to 68. Call put ratio 2.1 calls to 1 put with a focus on January 30 weekly 670 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 79, February is at 48; compared to its 52-week range of 42 to 105. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on January 28.

ASML Holdings (ASML) January 30 weekly call option implied volatility is at 95, February is at 49; compared to its 52-week range of 26 to 73. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on January 28.

Lam Research (LRCX) January 30 weekly call option implied volatility is at 110, February is at 65; compared to its 52-week range of 32 to 85. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on January 28.

IBM (IBM) January 30 weekly call option implied volatility is at 87, February is at 43; compared to its 52-week range of 21 to 60. Call put ratio 1.5 call to 1 put into the expected release of quarter results after the bell on January 28.

GE Vernova (GEV) January 30 weekly call option implied volatility is at 79, February is at 57; compared to its 52-week range of 40 to 99. Call put ratio 3.2 calls to 1 put into the expected release of quarter results before the bell on January 28.

Danaher (DHR) January 30 weekly call option implied volatility is at 72, February is at 34; compared to its 52-week range of 21 to 61. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on January 28.

AT&T (T) January 30 weekly call option implied volatility is at 63, February is at 30; compared to its 52-week range of 17 to 44. Call put ratio 1 calls to 1.2 puts into the expected release of quarter results before the bell on January 28.

ServiceNow (NOW) January 30 weekly call option implied volatility is at 110, February is at 55; compared to its 52-week range of 27 to 76. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on January 28.

Starbucks (SBUX) January 30 weekly call option implied volatility is at 105, February is at 49; compared to its 52-week range of 21 to 67. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on January 28 and investors day.

General Dynamics (GD) January 30 weekly call option implied volatility is at 57, February is at 31; compared to its 52-week range of 13 to 45. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 28.

Southwest Airlines (LUV) January 30 weekly call option implied volatility is at 107, February is at 48; compared to its 52-week range of 29 to 77. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on January 28.

Teva Pharma (TEVA) January 30 weekly call option implied volatility is at 112, February is at 50; compared to its 52-week range of 29 to 72. Call put ratio 3.4 calls to 1 put into the expected release of quarter results before the bell on January 28.

Apple (AAPL) January 30 weekly call option implied volatility is at 53, February is at 29; compared to its 52-week range of 18 to 65. Call put ratio 3.5 call to 1 put into the expected release of quarter results after the bell on January 29.

Options with decreasing option implied volatility: SKYT IBRX NFLX MBLY INTC UPS UAL GE GM ALLY ISRG COF SCHW UNP PG IVV VTI VOO
Increasing unusual option volume: ABUS ECH AMTX ZSL RVMD XNET GFS CX UMC XRX ERIC KC DAR SANM UNHG IBRX LODE CRDF SATL
Increasing unusual call option volume: ECH AMTX GFS ZSL XNET IGV XRX CX KC
Increasing unusual put option volume: XRX VFC XRX MDLN SYY UNHG GEO IBRX RDW UL HCA