Daily IV Report
Mid-session IV Report November 4, 2026
Mid-session IV Report November 4, 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 4, 2026
Mid-session IV Report November 4, 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: JANX DJT OKTA MDB HPE IOT S SNOW ULTA DOCU EWT IYR DOX TEVA CART FXI
Popular stocks option volume leaders: PLTR MU BSX INTC NKE SMCI CRWV NFLX CIFR BABA
Active options: AAPL AMZN TSLA NVDA AMD GOOGL SPCX MSFT PLTR MU META BSX GOOG INTC NKE SMCI CRWV NFLX CIFR BABA
Movers
United States Oil Fund (USO) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 129. Call put ratio 1.2 calls to 1 put as share price down 2.5%.
Nike (NKE) 30-day option implied volatility is at 42; compared to its 52-week range of 26 to 57. Call put ratio 8.3 calls to 1 put with a focus on January 60 and September 45 calls into plans to host an Investor Day on November 16–17, 2026.
Solar stocks IV amid rally price movement
Sunrun Inc (RUN) 30-day option implied volatility is at 101; compared to its 52-week range of 61 to 103. Call put ratio 7 calls to 1 put with a focus on January 17 calls as share price up 7.8%.
First Solar Inc (FSLR) 30-day option implied volatility is at 53; compared to its 52-week range of 45 to 85. Call put ratio 6.3 calls to 1 put with a focus on January calls as share price up 9.4%.
Enphase Energy Inc (ENPH) 30-day option implied volatility is at 73; compared to its 52-week range of 53 to 114. Call put ratio 2 calls to 1 put as share price with a focus on June 25 puts as share price up 9.5%.
Canadian Solar (CSIQ) 30-day option implied volatility is at 87; compared to its 52-week range of 70 to 112. Call put ratio 3.6 calls to 1 put as share price up 9.1%.
Array Technologies Inc (ARRY) 30-day option implied volatility is at 91; compared to its 52-week range of 62 to 116. Call put ratio 8.3 calls to 1 put with a focus on November 5calls as share price up 15%.
SolarEdge Technologies Inc (SEDG) 30-day option implied volatility is at 82; compared to its 52-week range of 74 to 120. Call put ratio 1 call to 1.5 puts as share price down 7.6%.
Option IV into quarter results and outlook
Arm Holdings (ARM) November 6 weekly call option implied volatility is at 185, November is at 94; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Snap (SNAP) November 6 weekly call option implied volatility is at 220, November is at 110; compared to its 52-week range of 42 to 101. Call put ratio 3.7 calls to 1 put with a focus on January 10 calls into the expected release of quarter results today
after the bell.
CAVA Group (CAVA) November 6 weekly call option implied volatility is at 220, November is at 96; compared to its 52-week range of 47 to 80. Call put ratio 1 call to 1.9 puts into the expected release of quarter results today after the bell.
ConocoPhillips (COP) November 6 weekly call option implied volatility is at 84, November is at 38; compared to its 52-week range of 24 to 39. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on November 5.
Airbnb (ABNB) November 6 weekly call option implied volatility is at 120, November is at 59; compared to its 52-week range of 25 to 52. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on November 5.
Atlassian (TEAM) November 6 weekly call option implied volatility is at 250, November is at 110; compared to its 52-week range of 39 to 100. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on November 5.
Ralph Lauren (RL) November call option implied volatility is at 57, December is at 45; compared to its 52-week range of 29 to 48 with a focus on November puts into the expected release of quarter results before the bell on November 5.
Unity Software Inc. (U) November 6 weekly call option implied volatility is at 230, November is at 104; compared to its 52-week range of 50 to 107. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on November
5.
Lyft (LYFT) November 6 weekly call option implied volatility is at 170, November is at 90; compared to its 52-week range of 40 to 83. Call put ratio 1 call to 1.6 puts with a focus on March 13 puts into the expected release of quarter results after the
bell on November 5.
Sweetgreen (SG) November 6 weekly call option implied volatility is at 240, November is at 125; compared to its 52-week range of 63 to 113. Call put ratio 16.4 calls to 1 put into the expected release of quarter results after the bell on November 5.
Shake Shack (SHAK) November 6 weekly call option implied volatility is at 240, November is at 92; compared to its 52-week range of 39 to 72. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on November 5.
Moderna (MRNA) November 6 weekly call option implied volatility is at 150, November is at 106; compared to its 52-week range of 57 to 138. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on November 6.
Options with decreasing option implied volatility: AMZU CART INSM CVNA FMC RDDT RBLX PINS SHOP SFM HLF FISV MTCH XYZ W TOST TDOC NOW GEN RIVN FTNT CPRI AMZN EBAY DASH BAX EL CMG GOOGL SBUX GOOG FDX MDLZ
Increasing unusual option volume: EGY SWK TAN XFOR CRL VET XXRP THC KD DQ SIRI VNET
Increasing unusual call option volume: SWK TAN XFOR VNET ALLY KD ITB TME SIRI SRE XEL FRSH ARRY QXO
Increasing unusual put option volume: MSOS FIS CNC KD NXT PAGP PTON FVRR EQT VFC FLUT MMM