Daily IV Report
Mid-session IV Report January 29, 2026
Mid-session IV Report January 29, 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 SLV SIVR […]
Mid-session IV Report January 29, 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 SLV SIVR CMPS UGL CAPR SG COPX VZLA UCO VISN KLAR CYTK SIL WDAY CPER IOT IAU CRM MELI ZM ADSK PBR TJX UUP OKTA GLD IAU IOT CPER WDAY SIL
Popular stocks with increasing option volume: INTC MU ORCL BABA FCX NIO SOFI HOOD
Active options: TSLA NVDA MSFT META PLTR AMD INTC AAPL MSTR AMZN NFLX MU ORCL GOOGL BABA FCX NIO GOOG SOFI HOOD
Option IV into quarter results
Apple (AAPL) January 30 weekly call option implied volatility is at 90, February is at 33; 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 today after the bell.
Sandisk (SNDK) January 30 weekly call option implied volatility is at 230, February is a 103; compared to its 52-week range of 33 to 93. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.
Western Digital (WDC) January 30 weekly call option implied volatility is at 230, February is a 103; compared to its 52-week range of 33 to 93. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.
Visa (V) January 30 weekly call option implied volatility is at 68, February is at 29; compared to its 52-week range of 16 to 50. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
ExxonMobil (XOM) January 30 weekly call option implied volatility is at 54, February is at 29; compared to its 52-week range of 27 to 53. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on January 30.
Chevron (CVX) January 30 weekly call option implied volatility is at 57, February is at 27; compared to its 52-week range of 18 to 58. Call put ratio 4.1 calls to 1 put with a focus on a spreader of June 170 and September 180 calls into the expected release of quarter results before the bell on January 30.
American Express (AXP) January 30 weekly call option implied volatility is at 95, February is at 36; compared to its 52-week range of 21 to 68. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on January 30.
Verizon Communications (VZ) January 30 weekly call option implied volatility is at 82, February is at 27; compared to its 52-week range of 15 to 38. Call put ratio 2.4 calls to 1 put into the expected release of quarter results before the bell on January 30.
SoFi Technologies (SOFI) January 30 weekly call option implied volatility is at 182, February is at 72; compared to its 52-week range of 46 to 113. Call put ratio 1.7 call to 1 put with a focus on February 30 calls into the expected release of quarter results before the bell on January 30.
Charter Communications (CHTR) January 30 weekly call option implied volatility is at 240, February is at 76; compared to its 52-week range of 27 to 75. Call put ratio 4 calls to 1 put with a focus on February 192.50 calls into the expected release of quarter results before the bell on January 30.
Movers
Salesforce (CRM) 30-day option implied volatility is at 47; compared to its 52-week range of 25 to 58. Call put ratio 1.1 calls to 1 put as share price down 7.4%.
Strategy (MSTR) 30-day option implied volatility is at 73; compared to its 52-week range of 44 to 120. Call put ratio 1.6 calls to 1 put as share price down 9.3%.
iShares Silver Trust (SLV) 30-day option implied volatility is at 107; compared to its 52-week range of 22 to 107. Call put ratio 1.1 calls to 1 put on active option volume of 1.2M contracts as share price down 6.1%.
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 2.5 calls to 1 put as share price up down 5.8%.
Freeport-McMoran (FCX) 30-day option implied volatility is at 54; compared to its 52-week range of 33 to 83. Call put ratio 7.2 calls to 1 put with a focus on March calls.
Boeing (BA) 30-day option implied volatility is at 28; compared to its 52-week range of 25 to 75. Call put ratio 2.3 calls to 1 put contracts as share price down 1.8%.
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
