Mid-session IV Report January 28, 2026

Mid-session IV Report January 28, 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 AGQ ALT SLV SIVR LMND VZLA SG SILJ CWAN IEP VISN URBN UGL XYZ GME CART EWY ZM CPSH PDYN BITO PBR VOD TRIN SEE

Popular stocks with increasing option volume: INTC MU UNH PLTR BABA COIN ORCL BA CRWV

Active options: INTC NVDA MU UNH AMZN AAPL AMD RR PLTR IREN BABA MSFT COIN GME ORCL ONDS NFLX BA CRWV

Option IV into quarter results and FOMC policy decision

Microsoft (MSFT) January 30 weekly call option implied volatility is at 82, February is at 35; compared to its 52-week range of 16 to 50. Call put ratio 1.7 calls to 1 put with a focus on January 30 weekly calls into the expected release of quarter results today after the bell.

Meta Platforms (META) January 30 weekly call option implied volatility is at 106, February is at 45; compared to its 52-week range of 24 to 68. Call put ratio 1.8 calls to 1 put with a focus on January 30 weekly 670 calls into the expected release of quarter results today after the bell.

Tesla (TSLA) January 30 weekly call option implied volatility is at 96, February is at 50; compared to its 52-week range of 42 to 105. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Lam Research (LRCX) January 30 weekly call option implied volatility is at 120, February is at 65; compared to its 52-week range of 32 to 85. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

IBM (IBM) January 30 weekly call option implied volatility is at 110, February is at 45; compared to its 52-week range of 21 to 60. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.

ServiceNow (NOW) January 30 weekly call option implied volatility is at 130, February is at 55; compared to its 52-week range of 27 to 76. Call put ratio 3.2 calls to 1 put into the expected release of quarter results today after the bell.

Southwest Airlines (LUV) January 30 weekly call option implied volatility is at 117, February is at 44; compared to its 52-week range of 29 to 77. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Apple (AAPL) January 30 weekly call option implied volatility is at 64, February is at 30; compared to its 52-week range of 18 to 65. Call put ratio 1.9 call to 1 put into the expected release of quarter results after the bell on January 29.

Visa (V) January 30 weekly call option implied volatility is at 54, February is at 26; compared to its 52-week range of 16 to 50. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on January 29.

MasterCard (MA) January 30 weekly call option implied volatility is at 60, February is at 27; compared to its 52-week range of 16 to 50. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 29.

Caterpillar (CAT) January 30 weekly call option implied volatility is at 94, February is at 42; compared to its 52-week range of 21 to 62. Call put ratio 1 call to 3.8 puts into the expected release of quarter results before the bell on January 29.

Honeywell (HON) January 30 weekly call option implied volatility is at 66, February is at 28; compared to its 52-week range of 16 to 50. Call put ratio 1 call to 3.4 puts into the expected release of quarter results before the bell on January 29.

Comcast (CMCSA) January 30 weekly call option implied volatility is at 99, February is at 48; compared to its 52-week range of 21 to 48. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 29.

Movers

Sandisk (SNDK) 30-day option implied volatility is at 104; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put as share price above $500.

Western Digital (WDC) 30-day option implied volatility is at 85; compared to its 52-week range of 33 to 92. Call put ratio 2.2 calls to 1 put as share price up 4.7%.

Micron Technology (MU) 30-day option implied volatility is at 67; compared to its 52-week range of 38 to 87. Call put ratio 1.4 calls to 1 put on active option volume of 186K contracts as share price up 3.5%.

iShares Silver Trust (SLV) 30-day option implied volatility is at 105; compared to its 52-week range of 22 to 104. Call put ratio 1.6 calls to 1 put on active option volume of 512K contracts as share price up 1.2%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 56. Call put ratio 3.2 calls to 1 put as share price up 0.32%.

Sandisk (SNDK) 30-day option implied volatility is at 104; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put as share price above $500.

Western Digital (WDC) 30-day option implied volatility is at 85; compared to its 52-week range of 33 to 92. Call put ratio 2.2 calls to 1 put as share price up 4.7%.

Micron Technology (MU) 30-day option implied volatility is at 67; compared to its 52-week range of 38 to 87. Call put ratio 1.4 calls to 1 put on active option volume of 186K contracts as share price up 3.5%.

Options with decreasing option implied volatility: INTC SKYT MBLY VFC UPS GE SBUX KMB PG
Increasing unusual option volume: URNM USAS ZSL WU AS UMC NINE ECH LRN APPN
Increasing unusual call option volume: WU URNM USAS ZSL AS UMC XRX ECH GLBE LRN IGV FFIV SATL OPRA
Increasing unusual put option volume: LRN BRBR APH GOSS IAG EAT GLW LWLG STZ XRX LOGI NXT DHR AQST