Daily IV Report

Mid-session IV Report November 5, 2026

Mid-session IV Report November 5, 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 5, 2026

Mid-session IV Report November 5, 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: SNDU MUU CRDO JANX HPE TSLL OKTA WDC SNOW DFTX MU MRVL PATH S IOT VRT TSLA EWT TSLA NVDA SMH TSM FXI JEPQ WDC NBIS TECL NVDL MU DRAM AMD LITE TXN ASHR XSP SOFI TNA SPCX ALK GLW

Popular stocks option volume leaders: PG INTC PLTR APP CRWV NBIS NFLX WU BAC

Active options: NVDA TSLA MU AAPL SPCX PG AMZN AMD BXDC INTC GOOGL PLTR APP CRWV MSFT NBIS NFLX WU BAC

Option IV in tech

Nvidia (NVDA) 30-day option implied volatility is at 59; compared to its 52-week range of 29 to 55. Call put ratio 1.4 calls to 1 put as share price down 7.3%.

Broadcom (AVGO) 30-day option implied volatility is at 54; compared to its 52-week range of 34 to 66. Call put ratio 1 call to 1 put as share price down 7.3%.

Intel (INTC) 30-day option implied volatility is at 77; compared to its 52-week range of 47 to 102. Call put ratio 1 call to 1 put as share price down 8.6%.

Alibaba (BABA) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 53. Call put ratio 3.5 calls to 1 put with a focus on December 120 calls.

Arm Holdings (ARM) 30-day option implied volatility is at 82; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 2.2 puts as share price down 11%.

SK Hynix (SKHY) 30-day call option implied volatility is 81; compared to its 52-week range of 54 to 139. Call put ratio 1 call to 1 put as share price down 11.3%.

Micron Technology (MU) 30-day option implied volatility is at 74; compared to its 52-week range of 45 to 108. Call put ratio 1 calls to 1 put as share price down 12.7%.

Sandisk (SNDK) 30-day option implied volatility is at 98; compared to its 52-week range of 44 to 163. Call put ratio 1 call to 1.2 puts as share price down 17.7%.

AMD (AMD) 30-day option implied volatility is at 71; compared to its 52-week range of 42 to 89. Call put ratio 1.1 calls to 1 put as share price down 13%.

Western Digital (WDC) 30-day option implied volatility is at 87; compared to its 52-week range of 61 to 117. Call put ratio 1 call to 1.2 puts as share price down 14.1%.

CoreWeave (CRWV) 30-day option implied volatility is at 129; compared to its 52-week range of 68 to 124. Call put ratio 1.1 calls to 1 put as share price down 11.5%.

IREN Limited (IREN) 30-day option implied volatility is at 143; compared to its 52-week range of 73 to 140. Call put ratio 1.5 calls to 1 put as share price down 15.7%.

Nebius Group (NBIS) 30-day option implied volatility is at 125; compared to its 52-week range of 71 to 168. Call put ratio 1 call to 1 put as share price down 15.3%.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 163; compared to its 52-week range of 76 to 181. Call put ratio 1 calls to 1 put as share price down 19%.

Cerebras Systems (CBRS) 30-day option implied volatility is at 116; compared to its 52-week range of 77 to 128. Call put ratio 1 call to 1.6 puts as share price down 13%.

Oracle (ORCL) 30-day option implied volatility is at 63; compared to its 52-week range of 41 to 85. Call put ratio 2 calls to 1 put as share price down 6%.

Option IV into quarter results and outlook

Airbnb (ABNB) November 6 weekly call option implied volatility is at 175, November is at 65; compared to its 52-week range of 25 to 52. Call put ratio 1 call to 3 puts into the expected release of quarter results today after the bell.

Moderna (MRNA) November 6 weekly call option implied volatility is at 190, November is at 106; compared to its 52-week range of 57 to 138. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on November 6.

Charter Communications (CHTR) November 6 weekly call option implied volatility is at 350, November is at 86; compared to its 52-week range of 39 to 83. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on November 6.

Options with decreasing option implied volatility: AGLT RBLX APP HLF CPRI SNAP TOST SHOP RDDT MTCH XYZ FISV BROS W AAP EL

Increasing unusual option volume: ADMA PSEC FSK XLV SONY APPX QYLD ERIC CWH WU DLR EWT ALL XFOR TAN CIBR OBDC THC PTON

Increasing unusual call option volume: SONY APPX WU CIBR MSI URA KBH PTON SEZL XFOR GCT PTLO DUK RVI KD TPR

Increasing unusual put option volume: DLR EWT XLV FVRR ALL GH NCLD NB APPX BUG NTAP EWJ SEI ONTO EWG ASX DAVE QUBT