Daily IV Report
Mid-session IV Report November 12, 2026
Mid-session IV Report November 12, 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 12, 2026
Mid-session IV Report November 12, 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: CRWV APPS IREN IBRX COMP FPS INOD NEBX TNA NRG UPRO MNST U DHT TLN VST CEG ETN
Popular stocks option volume leaders: NBIS MU SPCX INTC ARDX IREN AVGO ORCL SMCI SNDK
Active options: NVDA CRWV TSLA AAPL MSTR AMD NBIS MU SPCX AMZN INTC GOOGL ARDX IREN AVGO ORCL MSFT SMCI TH SNDK
NVDA option IV and peers
Nvidia (NVDA) 30-day option implied volatility is at 62; compared to its 52-week range of 29 to 63. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on November 20.
Broadcom (AVGO) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 66. Call put ratio 2.2 calls to 1 put as share price up 4.6%.
Taiwan Semi (TSM) 30-day option implied volatility is at 40; compared to its 52-week range of 31 to 57. Call put ratio 1 call to 1 put as share price down 1.4%.
Intel (INTC) 30-day option implied volatility is at 65; compared to its 52-week range of 47 to 102. Call put ratio 1.4 calls to 1 put as share price down 2.3%.
Arm Holdings (ARM) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 113. Call put ratio 1.2 calls to 1 put as share price down 1.6%.
AMD (AMD) 30-day option implied volatility is at 64; compared to its 52-week range of 42 to 89. Call put ratio 1.5 calls to 1 put as share price up 3%.
Qualcomm (QCOM) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 93. Call put ratio 1.7 calls to 1 put as share price up 2.2%.
Corning (GLW) 30-day option implied volatility is at 62; compared to its 52-week range of 36 to 97. Call put ratio 1.1 calls to 1 put as share price down 2.2%.
Marvell Technology (MRVL) 30-day option implied volatility is at 79; compared to its 52-week range of 45 to 111. Call put ratio 1.3 calls to 1 puts as share price down 1.6%.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 45; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 1.9 puts amid wide price movement.
Ishares Phlx Sox Semiconductor Sector Index Fund (SOXX) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 67. Call put ratio 1 call to 1.3 puts amid wide price movement.
Direxion Daily Semiconductor Bull 3x Shares (SOXL) 30-day option implied volatility is at 148; compared to its 52-week range of 81 to 196. Call put ratio 1 call to 1 put amid wide price movement.
Dataram (DRAM) 30-day option implied volatility is at 69; compared to its 52-week range of 47 to 107. Call put ratio 2.4 calls to 1 put amid wide price movement.
Option IV into quarter results and outlook
Cisco Systems (CSCO) November 13 weekly call option implied volatility is at 193, November is at 83; compared to its 52-week range of 19 to 56. Call put ratio 1.9 calls to 1 put with a focus on November 101 calls into the expected release of quarter
results today after the bell.
Applied Materials (AMAT) November 13 weekly call option implied volatility is at 156, November is at 86; compared to its 52-week range of 35 to 97. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Options with decreasing option implied volatility: CRWV IREN IBRX NBIS FPS INOD WULF WYFI AAOI APLD ASTS IREN NBIS AMT NET DJT SE ZETA TTD HIMS TEAM RIOT GFL ASTS WYFI
Increasing unusual option volume: PLCE CMPX BGS NVD SCHC CTVA ATOM PACB CLNE NVDU
Increasing unusual call option volume: PLCE CMPX GFL SGHC NVD CTVA ETOR ATOM BGS GRPN NVDU AVEX
Increasing unusual put option volume: EWT USAS TE TWST BTG MSFU ARR SMCX NVDL NVDX LEGN