Daily IV Report
Mid-session IV Report November 3, 2026
Mid-session IV Report November 3, 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 3, 2026
Mid-session IV Report November 3, 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 OKTA S IEP ULTA DJT HPE SNOW FLNC PATH BYND DOCU TEVA BBT XHB ASHR FXI
Popular stocks option volume leaders: ORCL MRVL PLTR CRWV IREN SOFI HOOD AVGO
Active options: TSLA NVDA AMZN INTC MU SPCX GOOGL AAPL ORCL AMD META MSFT META MSFT GOOG MRVL PLTR CRWV IREN SOFI HOOD AVGO
Option IV into quarter results and outlook
Apple (AAPL) November 6 weekly call option implied volatility is at 56, November is at 34; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 2.2 puts into the expected release of quarter results today after the bell.
Palantir (PLTR) November 6 weekly call option implied volatility is at 145, November is at 85; compared to its 52-week range of 41 to 70. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.
AMD (AMD) November 6 weekly call option implied volatility is at 107, November is at 72; compared to its 52-week range of 42 to 89. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 3.
Amgen (AMGN) November 6 weekly call option implied volatility is at 60, November is at 38; compared to its 52-week range of 22 to 37. Call put ratio 1 call to 1 put with a focus on November 505 calls into the expected release of quarter results after
the bell on November 3.
Arista Networks (ANET) November 6 weekly call option implied volatility is at 120, November is at 74; compared to its 52-week range of 41 to 78. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on November
3.
Shopify (SHOP) November 6 weekly call option implied volatility is at 162, November is at 97; compared to its 52-week range of 41 to 80. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on November 3.
Pfizer (PFE) November 6 weekly call option implied volatility is at 42, November is at 33; compared to its 52-week range of 19 to 30. Call put ratio 3.4 calls to 1 put with a focus on November 6 weekly 30.5 and 31 calls into the expected release of
quarter results before the bell on November 3.
Eaton (ETN) November 6 weekly call option implied volatility is at 83, November is at 55; compared to its 52-week range of 28 to 52. Call put ratio 2.6 calls to 1 put with a focus on November calls into the expected release of quarter results before
the bell on November 3.
Marathon Petroleum (MPC) November call option implied volatility is at 64, December is at 57; compared to its 52-week range of 28 to 58. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on November 3.
Booking Holdings (BKNG) November 6 weekly call option implied volatility is at 90, November is at 61; compared to its 52-week range of 21 to 49. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on November
3.
Suncor Energy (SU) November 6 weekly call option implied volatility is at 74, November is at 44; compared to its 52-week range of 20 to 41. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on November 3.
Apollo Global Management (APO) November 6 weekly call option implied volatility is at 82, November is at 55; compared to its 52-week range of 26 to 56. Call put ratio 1 call to 2.2 puts into the expected release of quarter results before the bell on
November 3.
Teva Pharma (TEVA) November 6 weekly call option implied volatility is at 100, November is at 62; compared to its 52-week range of 29 to 66. Call put ratio 2.7 calls to 1 put into the expected release of quarter results before the bell on November 3.
Block, Inc (XYZ) November 6 weekly call option implied volatility is at 130, November is at 72; compared to its 52-week range of 34 to 73. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on November 3.
Toast (TOST) November 6 weekly call option implied volatility is at 140, November is at 90; compared to its 52-week range of 37 to 74. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on November 3.
Super Micro Computer (SMCI) November 6 weekly call option implied volatility is at 160, November is at 104; compared to its 52-week range of 56 to 107. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on
November 3.
Versant Corporation (VSNT) November call option implied volatility is at 65, December is at 55; compared to its 52-week range of 28 to 62. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 3.
Arm Holdings (ARM) November 6 weekly call option implied volatility is at 134, November is at 96; compared to its 52-week range of 42 to 113. Call put ratio 1.7 calls to 1 put into the expected release of quarter results after the bell on November 4.
Options with decreasing option implied volatility: CART AMZU CPRI INSM TWLO CVNA RDDT RDOC SFM FTNT PINS XP PYPL NOW GEN SOFI VFC AMZN CMG BAX HWM UPS FDX WEN EBAY GOOGL GOOG
Increasing unusual option volume: USAS INO SHOE BSX CHGG EVGO SGHC REAL MNRO EWT SYF SGI MSOS
Increasing unusual call option volume: BSX SGHC USAS SYF INO CHGG EVGO REAL ITB MNRO KMX MSOS SGI PGY HNST GMAB
Increasing unusual put option volume: USAS EWT MGNI XRX PAGP BUG TRIP VFC JBLU ABR KOS RIG DT CHKP CG