Mid-session IV Report January 9, 2026

Mid-session IV Report January 9, 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: OCUL CRML LQDA LITE OPEN SNAP UCO PINS OSCR RBLX ELF OGN ALGN FTNT VIAV UAA CMG MTCH DDOG TWLO DIS PM TTWO CI BP GEHC RIO PEP SHEL QURE UWMC BP WES

Popular stocks with increasing option volume: AVGO NFLX INTC APLD COIN PLTR MU

Active options: AAPL AMZN TSLA NVDA OPEN AMD GOOGL AVGO GOOG NFLX INTC APLD COIN PLTR OKLO MSFT MU ONDS BBAI BMNR SNDK WDC MU

Movers

Sandisk (SNDK) 30-day option implied volatility is at 111; compared to its 52-week range of 44 to 123. Call put ratio 1.3 calls to 1 put as share price up 10%.

Micron Technology (MU) 30-day option implied volatility is at 61; compared to its 52-week range of 38 to 87. Call put ratio 2.4 calls to 1 put as share price up 3.8%.

Western Digital (WDC) 30-day option implied volatility is at 78; compared to its 52-week range of 33 to 93. Call put ratio 5.2 calls to 1 put with a focus on January 9 weekly and January calls.

Option IV into quarter results

JPMorgan (JPM) January call option implied volatility is at 37, February is at 24; compared to its 52-week range of 17 to 58. Call put ratio 2 calls to 1 put with a focus on January 9 weekly calls into the expected release of quarter results before the bell on January 13.

BNY Mellon (BK) January call option implied volatility is at 38, February is at 30; compared to its 52-week range of 16 to 63. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on January 13.

Delta Air Lines (DAL) January call option implied volatility is at 65, February is at 40; compared to its 52-week range of 31 to 89. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on January 13.

Option IV for nuclear share prices rally

Oklo (OKLO) 30-day option implied volatility is at 101; compared to its 52-week range of 77 to 141. Call put ratio 2 calls to 1 put as share price up 14%.

Nuscale Power (SMR) 30-day option implied volatility is at 103; compared to its 52-week range of 82 to 147. Call put ratio 7.3 calls to 1 put as share price up 16.9% after Trump nuclear order signing.

GE Vernova (GEV) 30-day option implied volatility is at 48; compared to its 52-week range of into 40 to 99. Call put ratio 1 call to 1 put.

Vistra Energy (VST) 30-day option implied volatility is at 50; compared to its 52-week range of into 42 to 103. Call put ratio 1.9 calls to 1 put as share price up 13.9%.

Uranium Energy (UEC) 30-day option implied volatility is at 81; compared to its 52-week range of into 54 to 111. Call put ratio 10.7 calls to 1 put with a focus on January 30 weekly 15 and February 20 calls as share price up 5.8%.

NANO Nuclear Energy (NNE) 30-day option implied volatility is at 92; compared to its 52-week range of 73 to 162. Call put ratio 4.5 calls to 1 put with a focus on January 35 calls as share price up 8%.

BWX Technologies (BWXT) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 61. Call put ratio 2.5 calls to 1 put with a focus on January 200 and 210 calls as share price up 4.6%.

Constellation Energy (CEG) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 94. Call put ratio 1 call to 1.8 puts as share price up 4.5%.

Centrus Energy (LEU) 30-day option implied volatility is at 98; compared to its 52-week range of 67 to 125. Call put ratio 2.7 calls to 1 put with a focus on March 390 calls as share price up 10%.

Cameco (CCJ) 30-day option implied volatility is at 51; compared to its 52-week range of 38 to 73. Call put ratio 1.5 calls to 1 put as share price up 5.5%.

Options with decreasing option implied volatility: HBAN STZ DBRG
Increasing unusual option volume: PEW ICLN RVMD OPAD AMLP EU ARDX FOUR
Increasing unusual call option volume: AMLP PEW RVMD OPAD ICLN EU ARDX PLNT TVTX SM
Increasing unusual put option volume: EXK FOUR ADMA STNG LDI XLV SLS IBRX CRH BSX TTWO