Mid-session IV Report January 7, 2026

Mid-session IV Report January 7, 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 CRML OCUL LITE PINS SYM ELF RBLX PGY SNAP CMG AFRM FTNT COHR ALGN BILL AMKR PYPL CPRI DIS AMZN VIAV SN UBER QCOM PM LLY SONY GOOGL GOOG EL AGNC JCI CI BMY HON GSK BUD PEP MPW DVN PBR ACI

Popular stocks with increasing option volume: INTC MU NFLX GME MSTR PLTR HOOD BAC

Active options: NVDA INTC TSLA AMZN AAPL AMD GOOGL GOOG MU NFLX GME MSTR MSFT MPW PLTR HOOD BAC ASTS MBLY AG

Movers

Intel (INTC) 30-day option implied volatility is at 67; compared to its 52-week range of 38 to 93. Call put ratio 4.7 calls to 1 put with a focus on January 9 weekly 46 puts as share price up 11%.

Oracle (ORCL) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 70. Call put ratio 3.9 calls to 1 put with a focus on January 9 weekly calls.

NVIDIA (NVDA) 30-day option implied volatility is at 38; compared to its 52-week range of 32 to 75. Call put ratio 2 calls to 1 put with a focus on July 95 puts as share price up 1.7%.

Nebius Group (NBIS) 30-day option implied volatility is at 90; compared to its 52-week range of 65 to 136. Call put ratio 1 call to 1.3 puts with a focus on January 30 weekly puts.

Vistra Energy (VST) 30-day option implied volatility is at 48; compared to its 52-week range of 42 to 103. Call put ratio 1 call to 1.4 puts with a focus on February puts as share price down 7.2%.

Energy option IV as WTI crude below $57

Chevron (CVX) 30-day option implied volatility is at 24; compared to its 52-week range of 18 to 58. Call put ratio 3.6 calls to 1 put with a focus on January 9 weekly 160 and 165 calls as WTI Crude oil trades $56.33.

ExxonMobil (XOM) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 53. Call put ratio 1.4 calls to 1 put with a focus on January calls and puts as share price down 1.3%.

Phillips 66 (PSX) 30-day option implied volatility is at 32; compared to its 52-week range of 26 to 74. Call put ratio 1 call to 1.4 put as share price up 2.6%.

SLB (SLB) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 65. Call put ratio 1.7 calls to 1 put as share price down 1.8%.

Halliburton (HAL) 30-day option implied volatility is at 38; compared to its 52-week range of 27 to 69. Call put ratio 4.3 calls to 1 put.

Emerging health option IV

Apogee Therapeutics (APGE) 30-day option implied volatility is at 62; compared to its 52-week range of 50 to 233. Call put ratio 3 calls to 1 put.

Cogent Biosciences (COGT) 30-day option implied volatility is at 89; compared to its 52-week range of 70 to 375. Call put ratio 3.4 calls to 1 put as share price up 2.1%.

Kodiak Sciences (KOD) 30-day option implied volatility is at 141; compared to its 52-week range of 76 to 149. Call put ratio 12 calls to 1 put as share price up 8.1%.

Ideaya Biosciences (IDYA) 30-day option implied volatility is at 111; compared to its 52-week range of 47 to 111. Call put ratio 2.5 calls to 1 put as share price up 2.2%.

Option IV into quarter results

Tilray, Inc. (TLRY) January 9 weekly call option implied volatility is at 208, January is at 138; compared to its 52-week range of 48 to 201. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on January 8.

Options with decreasing option implied volatility: CORT CWAN DBRG HYG
Increasing unusual option volume: PENG VTYX COMP WSM RYAM UMC AXTI ZSL
Increasing unusual call option volume: WSM OGN PENG COMP VTYX UMC UAA GPRO AXTI MBLY MPW
Increasing unusual put option volume: SLS ARWR CRH EXK LW WELL CALM MBLY