Daily IV Report
Mid-session IV Report November 6, 2026
Mid-session IV Report November 6, 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 6, 2026
Mid-session IV Report November 6, 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: SNDQ FPS MUU WDC PATH PCG AVGO ULTA EFA LABD MMED SONY
Popular stocks option volume leaders: SPCX IREN INTC MSTR PLTR MARA HOOD CRWV SNDK AVGO SOFI
Active options: NVDA TSLA MU AAPL AMD SPCX IREN INTC AMZN GOOGL MSTR PLTR META MARA HOOD CRWV SNDK MSFT AVGO SOFI
Option IV
Nvidia (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 62. Call put ratio 1.7 calls to 1 put as share price up 4.4%.
Broadcom (AVGO) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 66. Call put ratio 1.2 calls to 1 put as share price up 2%.
SpaceX (SPCX) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 116. Call put ratio 1.8 calls to 1 put as share price up 6.3%
Tesla (TSLA) 30-day option implied volatility is at 51; compared to its 52-week range of 37 to 61. Call put ratio 1.17 calls to 1 put as share price up 4.5%.
Intel (INTC) 30-day option implied volatility is at 72; compared to its 52-week range of 47 to 102. Call put ratio 1.8 calls to 1 put as share price up 6.3%.
Arm Holdings (ARM) 30-day option implied volatility is at 77; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.5 puts as share price up 3%.
SK Hynix (SKHY) 30-day call option implied volatility is 81; compared to its 52-week range of 54 to 139. Call put ratio 1.8 calls to 1 put as share price up 2.4%.
Micron Technology (MU) 30-day option implied volatility is at 76; compared to its 52-week range of 45 to 108. Call put ratio 1.1 calls to 1 put as share price up 4.5%.
Sandisk (SNDK) 30-day option implied volatility is at 98; compared to its 52-week range of 44 to 163. Call put ratio 1.1 calls to 1 put as share price up 4%.
AMD (AMD) 30-day option implied volatility is at 70; compared to its 52-week range of 42 to 89. Call put ratio 1 call to 1 put as share price up 9%.
Western Digital (WDC) 30-day option implied volatility is at 90; compared to its 52-week range of 61 to 117. Call put ratio 1.6 calls to 1 put as share price down 2.3%.
CoreWeave (CRWV) 30-day option implied volatility is at 124; compared to its 52-week range of 68 to 134. Call put ratio 1.2 calls to 1 put as share price up 3.7%.
Extreme Networks (EXTR) 30-day option implied volatility is at 60; compared to its 52-week range of 39 to 81 with a focus on November 23, 24 and December 26 calls.
Nike (NKE) 30-day option implied volatility is at 42; compared to its 52-week range of 24 to 57. Call put ratio 2.4 calls to 1 put with a focus on December 27.50 puts into plans to host an Investor Day on November 16–17, 2026.
Options with decreasing option implied volatility: PTIR APP MGNI QURE INOD FSLY FOUR SHOP U HLF TEAM PTON TEAM FISV SHAK LMND TOST W FIG GEO
Increasing unusual option volume: NYT INO HNST CGON HDB TMDX MMED BUG
Increasing unusual call option volume: HONA CGON HDB GCT WGMI UPWK BHF AZ HNST
Increasing unusual put option volume: MAT PTON BUG TMDX DLR DNUT ALL FVRR FIS