Daily IV Report
Mid-session IV Report November 13, 2026
Mid-session IV Report November 13, 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 13, 2026
Mid-session IV Report November 13, 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 ZVRA VALE STN UVIX VIX
Popular stocks option volume leaders: SKHY CBRS MU CSCO RKT INTC CNP NBIS MSTR AVGO
Active options: SPCX NVDA TSLA AAPL SKHY CBRS GOOGL FPS MU AMD MPLX MSFT CSCO RKT AMZN INTC CNP NBIS MSTR AVGO
Option IV into quarter results and outlook
Trip.com Group (TCOM) November call option implied volatility is at 61, December is at 45; compared to its 52-week range of 25 to 51. Call put ratio 1.5 calls to 1 put into the expected release of quarter results on November 16.
Baidu (BIDU) November call option implied volatility is at 70, December is at 60; compared to its 52-week range of 35 to 66. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on November 16.
Tyson Foods (TSN) November call option implied volatility is at 60, December is at 40; compared to its 52-week range of 19 to 41. Call put ratio 9.6 calls to 1 put into the expected release of quarter results before the bell on November 16.
Beike (BEKE) November call option implied volatility is at 70, December is at 39; compared to its 52-week range of 31 to 56. Call put ratio 7.5 calls to 1 put into the expected release of quarter results before the bell on November 16.
Aramark Services (ARMK) November call option implied volatility is at 75, December is at 48; compared to its 52-week range of 17 to 40. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on November 16.
XPeng Inc. (XPEV) November call option implied volatility is at 84, December is at 70; compared to its 52-week range of45 to 69. Call put ratio 2.8 calls to 1 put into the expected release of quarter results before the bell on November 16.
XP Inc. (XP) November call option implied volatility is at 76, December is at 58; compared to its 52-week range of 36 to 106. Call put ratio 4.4 calls to 1 put into the expected release of quarter results before the bell on November 16.
NVIDIA (NVDA) November call option implied volatility is at 93, December is at 61; 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 after the bell on November 17.
Options with decreasing option implied volatility: APPS JANX MNDY FPS IBRX BRUN GFL TTD CRWV HIMS TGTX SE ZETA CSCO DLO ONON AMAT STUB UPRO SKYD OXY XLI FEZ RKLB
Increasing unusual option volume: VUZI SVRA EWT DLO MOD MDLN LFMD BW NMAX EVTL HOOG HTFL
Increasing unusual call option volume: DLO VUZI NMAX BW LFMD MOD NBIL FROG TBBB CADL NVD XOVR
Increasing unusual put option volume: EWT MOD AEP AAPU CMPS