Mid-session IV Report January 30, 2026

Mid-session IV Report January 30, 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: SG AGQ CAPR SLV SIVR UGL RKT VZLA KLAR COPX AXON WDAY OKTA ZS IAU ZM INTU GLD CRM ADSK CPER RITM

Popular stocks with increasing option volume: SOFI MU INTC PLTR SNDK WBD GME VZ NFLX RKT MSTR AVGO

Active options: AAPL TSLA NVDA SOFI MSFT MU AMD INTC PLTR SNDK META SMR AMZN WBD GME VZ NFLX RKT MSTR AVGO

Option IV into quarter results

Palantir (PLTR) February 6 weekly call option implied volatility is at 95, February is at 68; compared to its 52-week range of 41 to 91. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on February 2.

Walt Disney (DIS) February 6 weekly call option implied volatility is at 58, February is at 41; compared to its 52-week range of 19 to 61. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on February 2.

AMD (AMD) February 6 weekly call option implied volatility is at 82, February is at 63; compared to its 52-week range of 37 to 88. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on February 3.

Merck (MRK) February 6 weekly call option implied volatility is at 44, February is at 33; compared to its 52-week range of 22 to 55. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on February 3.

Pepsi (PEP) February 6 weekly call option implied volatility is at 37, February is at 27; compared to its 52-week range of 17 to 36. Call put ratio 5.6 calls to 1 put with a focus on 5K contracts of April 150 calls into the expected release of quarter results before the bell on February 3.

Amgen (AMGN) February 6 weekly call option implied volatility is at 48, February is at 34; compared to its 52-week range of 18 to 51. Call put ratio 1 call to 1.6 puts into the expected release of quarter results after the bell on February 3.

Pfizer (PFE) February 6 weekly call option implied volatility is at 32, February is at 27; compared to its 52-week range of 18 to 50. Call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on February 3.

Movers

iShares Silver Trust (SLV) 30-day option implied volatility is at 108; compared to its 52-week range of 22 to 111. Call put ratio 1.2 calls to 1 put on active option volume of 1.7M contracts as silver down 17.7%.

Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 59; compared to its 52-week range of 29 to 60. Call put ratio 2.3 calls to 1 put as share price down 9%.

Options with decreasing option implied volatility: IBRX SKYT METU DECK STM VFC CHTR META SBUX UPS SAP RCL NOK IP IBM URI TXN UNH CWAN T WM MO
Increasing unusual option volume: TRX ZSL MRAM EVLV ORC IRE UNIT XLI KLAC MOD PBR
Increasing unusual call option volume: ZSL MRAM AXL TRX ORC EVLV MOD IRE UNIT TAL INO JDST GLL STEX
Increasing unusual put option volume: PBR XLI KLAC ABR NXE OCUL HYMC ORLY BKSY SMR TTWO RITM BROS