Mid-session IV Report January 8, 2026

Mid-session IV Report January 8, 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: CRML AQST LITE OCUL OPEN RBLX PINS SYM BKSY ELF SNAP NVTS OSCR BILL CMG AFRM FTNT AVAV CMG CROX TTWO LLY QCOM SWKS PM AMZN SN SWK GAP EL UBER GOOGL GOOG GENI BMY AMGN SHEL TSCO DG PBR

Popular stocks with increasing option volume: APLD INTC PLTR AVGO SOFI RKLB RIVN WMT BAC

Active options: TSLA NVDA AAPL GOOGL GOOG APLD ONDS INTC PLTR AMD AMZN IREN AVGO SOFI RKLB BMNR RIVN WMT BAC SERV

Option implied volatility for Health Care Select Sect Fd into annual J.P. Morgan Healthcare Conference

XLV Health Care (XLV) 30-day option implied volatility is at 15; compared to its 52-week range of 11 to 37. Call put ratio 4.8 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

iShares Nasdaq Biotechnology (IBB) 30-day option implied volatility is at 21; compared to its 52-week range of 17 to 46. Call put ratio 1.3 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Johnson & Johnson (JNJ) 30-day option implied volatility is at 23; compared to its 52-week range of 12 to 36. Call put ratio 2.7 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Pfizer (PFE) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 50. Call put ratio 1.2 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

UnitedHealth Group (UNH) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 75. Call put ratio 2.4 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

CVS Health (CVS) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 57. Call put ratio 1 call to 1 put into the annual J.P. Morgan Healthcare Conference.

Merck (MRK) 30-day option implied volatility is at 28; compared to its 52-week range of 22 to 55. Call put ratio 3.1 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Abbott (ABT) 30-day option implied volatility is at 25; compared to its 52-week range of 16 to 45. Call put ratio 2 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

AbbVie (ABBV) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 52. Call put ratio 1.3 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 60. Call put ratio 1 call to 1.9 puts into the annual J.P. Morgan Healthcare Conference.

Novo Nordisk (NVO) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 70. Call put ratio 1.9 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Amgen (AMGN) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 51. Call put ratio 1 call to 5.3 puts into the annual J.P. Morgan Healthcare Conference.

Eli Lilly (LLY) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 64. Call put ratio 2 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Moderna (MRNA) 30-day option implied volatility is at 65; compared to its 52-week range of 54 to 104. Call put ratio 1.2 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Baxter (BAX) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 43 into the annual J.P. Morgan Healthcare Conference.

GlaxoSmithKline (GSK) 30-day option implied volatility is at 28; compared to its 52-week range of 19 to 44. Call put ratio 3.2 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Sanofi (SNY) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 41. Call put ratio 118 calls to 1 put with a focus on January 50 calls into the annual J.P. Morgan Healthcare Conference.

Teva Pharma (TEVA) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 72. Call put ratio 6.3 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Gilead (GILD) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 49. Call put ratio 1 call to 1.4 puts into the annual J.P. Morgan Healthcare Conference.

Bristol-Myers Squibb (BMY) 30-day option implied volatility is at 29; compared to its 52-week range of 21 to 55. Call put ratio 1.5 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Medtronic (MDT) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 44. Call put ratio 3 calls to 1 put into the annual J.P. Morgan Healthcare Conference.

Options with decreasing option implied volatility: HYG DBRG
Increasing unusual option volume: PLNT IMRX RVMD SATL OSS EMBJ TIC INVH VTYX KRMN
Increasing unusual call option volume: PLNT EMBJ RVMD IMRX OSS SATL VTYX TGEN VMAV
Increasing unusual put option volume: CSGP MLTX DKS EXK COMM LOGI FLO COMP MBLY BHP