Mid-session IV Report January 6, 2026

Mid-session IV Report January 6, 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: AQST MLTX OCUL LITE RDW SYM SNAP PINS ELF RBLX BILL CMG AFRM FTNT OSCR TTWO PYPL ALGN PLTR DIS GOOG GOOGL QCOM WBD PM JCI SONY AES AIG HON OSCCR TTWO

Popular stocks with increasing option volume: MSTR MU SOFI PLTR PLUG PFE NFLX NVO INTC FCX HOOD JBLU

Active options: TSLA NVDA AAPL MSTR MU SOFI PLTR AMD AMZN PLUG PFE NFLX NVO GOOG INTC GOOGL FCX META HOOD JBLU

Movement

Sandisk (SNDK) 30-day option implied volatility is at 110; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1 put as share price up 21%.

Western Digital (WDC) 30-day option implied volatility is at 80; compared to its 52-week range of 33 to 93. Call put ratio 2 calls to 1 put as share price up 12%.

Micron Technology (MU) 30-day option implied volatility is at 62; compared to its 52-week range of 38 to 87. Call put ratio 1.8 calls to 1 put with a focus on January 9 weekly 335 calls as share price up 5.8%.

OneStream (OS) 30-day option implied volatility is at 41; compared to its 52-week range of 35 to 114. Call put ratio 1 call to 1 put as share price down 21%.

Trane Technologies (TT) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 54. Call put ratio 1.2 calls to 1 put as share price down 8.2%.

T1 Energy (TE) 30-day option implied volatility is at 117; compared to its 52-week range of 20 to 170. Call put ratio 3.6 calls to 1 put with a focus on February 9 calls as share price down 9%.

Modine Manufacturing (MOD) 30-day option implied volatility is at 75; compared to its 52-week range of 44 to 108. Call put ratio 7.8 calls to 1 put with a focus on February 125 and 130 calls as share price down 12%.

WAVE Life Sciences (WVE) 30-day option implied volatility is at 89; compared to its 52-week range of 55 to 161. Call put ratio 2.7 calls to 1 put with a focus on January 19 calls as share price up 17%.

Option IV into quarter results

Constellation Brands (STZ) January 9 weekly call option implied volatility is at 84, January is at 48; compared to its 52-week range of 24 to 53. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on January 7.

Jefferies Financial Group (JEF) January call option implied volatility is at 63, February is at 38; compared to its 52-week range of 25 to 82. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on January 7.

Albertsons (ACI) January 9 weekly call option implied volatility is at 70, January is at 49; compared to its 52-week range of 20 to 47. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on January 7.

Applied Digital (APLD) January 9 weekly call option implied volatility is at 195, January is at 135; compared to its 52-week range of 81 to 147. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on January 7.

Cal-Maine Foods (CALM) January call option implied volatility is at 59, February is at 40; compared to its 52-week range of 30 to 74. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on January 7.

Options with decreasing option implied volatility: AVDL DBRG
Increasing unusual option volume: AIG USAS BNC OGN REPL IVZ MOD CARR
Increasing unusual call option volume: BNC AIG OGN USAS GFS MOD REPL WSM IVZ
Increasing unusual put option volume: CARR OZK KOS NTR SLS AIG ARWR TER JCI DUST BKKT