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Daily IV Report

Mid-session IV Report November 11, 2026

Mid-session IV Report November 11, 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

By Market Rebellion · November 11, 2026
Mid-session IV Report November 11, 2026
Mid-session IV Report November 11, 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: SLS PL LBTYA

Popular stocks option volume leaders:  CRWV MU AVGO SPCX IREN INTC MARA WULF NBIS PLTR MRVL ORCL SNDK

Active options:  NVDA TSLA AAPL CRWV MU AMD AVGO SPCX AMZN IREN INTC MARA WULF NBIS PLTR MSFT META MRVL ORCL SNDK

Option IV

NVIDIA (NVDA) 30-day option implied volatility is at 55; compared to its 52-week range of 29 to 62. Call put ratio 1.9 calls to 1 put into quarter results expected to be released on as share price up 4.1%.

Broadcom (AVGO) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 66. Call put ratio 1.6 calls to 1 put as share price up 6%.

SpaceX (SPCX) 30-day option implied volatility is at 58; compared to its 52-week range of 43 to 116. Call put ratio 2.3 calls to 1 put with a focus on November 160 calls.

Tesla (TSLA) 30-day option implied volatility is at 43; compared to its 52-week range of 37 to 58. Call put ratio 2 calls to 1 put as share price up 3.8%.

Intel (INTC) 30-day option implied volatility is at 63; compared to its 52-week range of 47 to 102. Call put ratio 3 calls to 1 put as share price up 7.7%.

Alibaba (BABA) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 53. Call put ratio 3.2 calls to 1 put with a focus on December 130 calls.

Arm Holdings (ARM) 30-day option implied volatility is at 71; compared to its 52-week range of 42 to 113. Call put ratio 2.4 calls to 1 put as share price up 11.4%.

SK Hynix (SKHY) 30-day call option implied volatility is 68; compared to its 52-week range of 54 to 139. Call put ratio 2.1 calls to 1 put as share price up 10.9%.

Micron Technology (MU) 30-day option implied volatility is at 66; compared to its 52-week range of 45 to 108. Call put ratio 1.7 calls to 1 put as share price up 12.3%.

Sandisk (SNDK) 30-day option implied volatility is at 86; compared to its 52-week range of 63 to 163. Call put ratio 1.8 calls to 1 put as share price up 15.4%.

AMD (AMD) 30-day option implied volatility is at 62; compared to its 52-week range of 42 to 89. Call put ratio 1.7 calls to 1 put as share price up 6.8%.

Western Digital (WDC) 30-day option implied volatility is at 73; compared to its 52-week range of 61 to 117. Call put ratio 2.4 calls to 1 put as share price up 8.7%.

CoreWeave (CRWV) 30-day option implied volatility is at 85; compared to its 52-week range of 68 to 134. Call put ratio 1.7 calls to 1 put after quarter results as share price up 23%.

IREN Limited (IREN) 30-day option implied volatility is at 105; compared to its 52-week range of 73 to 144. Call put ratio 2.1 calls to 1 put with a focus on February 30 calls as share price up 7.7%.

Option IV into quarter results and outlook

Cisco Systems (CSCO) November 13 weekly call option implied volatility is at 145, November is at 83; compared to its 52-week range of 19 to 56. Call put ratio 1.1 calls to 1 put with a focus on November 13 weekly calls into the expected release of quarter results after the bell on November 12.

Applied Materials (AMAT) November 13 weekly call option implied volatility is at 130, November is at 84; compared to its 52-week range of 35 to 97. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on November 12.

Nebius Group (NBIS) November 13 weekly call option implied volatility is at 208, November is at 133; compared to its 52-week range of 71 to 167. Call put ratio 2 calls to 1 put with a focus on November 13 weekly calls into the expected release of quarter results before the bell on November 12.

YETI Holdings, Inc. (YETI) November 13 weekly call option implied volatility is at 95, December is at 58; compared to its 52-week range of 33 to 67. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on November 12.

Options with decreasing option implied volatility: APPS JANX MGNI MNDY FSLY U HUBS GRPN SNAP CRWV GFL BW APP BROS INOD ELF SDGR CAVA TGTX Z CI ABNB MNST NRG ONON CHYM BILL CHTR HIMX OSCR LYFT ZTS SE AKAM CLMT CELH ZETA PTON COMP MAT SG GEO CLMT AKAM SE IOND ELF TEAM
Increasing unusual option volume: GEVO RSKD BGS LBTYA MLTX QMCO GCT FVRR ICHR CRWG IMXI
Increasing unusual call option volume: GEVO BGS SHAZ RSKD LBTYA QMCO GCT ICHR MPWR KGC SITM
Increasing unusual put option volume: WU FVRR EWT IMXI LEGN CRWG FROG AGI LWLG NCLD SHAZ FIVN Q ALM