Daily IV Report
Mid-session IV Report November 9, 2026
Mid-session IV Report November 9, 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 9, 2026
Mid-session IV Report November 9, 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: PL VALE BIL
Popular stocks option volume leaders: MU IREN MARA HIMS SOFI INTC MSTR RKLB TTD AZ BSX ASTS
Active options: NVDA TSLA LCID AAPL AMZN SPCX AMD MU IREN MARA HIMS SOFI INTC MSTR RKLB TTD AZ BSX ASTS
NVIDIA (NVDA) 30-day option implied volatility is at 60; compared to its 52-week range of 29 to 62. Call put ratio 1.3 calls to 1 put on 3.3M contracts as share price down 5.2%.
Option IV into quarter results and outlook
CoreWeave (CRVW) November 13 weekly call option implied volatility is at 240, November is at 160; compared to its 52-week range of 68 to 135. Call put ratio 1.7 call to 1 put into the expected release of quarter results after the bell on November 10.
Firefly Aerospace (FLY) November 13 weekly call option implied volatility is at 215, November is at 150; compared to its 52-week range of 76 to 140. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
Rigetti Computing (RGTI) November 13 weekly call option implied volatility is at 160, November is at 111; compared to its 52-week range of 65 to 122. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
Cisco Systems (CSCO) November 13 weekly call option implied volatility is at 125, November is at 77; compared to its 52-week range of 19 to 56. Call put ratio 4.9 calls to 1 put with a focus on December 130 calls into the expected release of quarter
results after the bell on November 12.
Applied Materials (AMAT) November 13 weekly call option implied volatility is at 117, November is at 85; compared to its 52-week range of 35 to 97. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on November
12.
Petrobras (PBR) November 13 weekly call option implied volatility is at 66, November is at 55; compared to its 52-week range of 21 to 60. Call put ratio 4.1 calls to 1 put with a focus on November 13 weekly 19 calls into the expected release of quarter
results on November 11.
Nebius Group (NBIS) November 13 weekly call option implied volatility is at 230, November is at 156; compared to its 52-week range of 71 to 167. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on November
12.
Options with decreasing option implied volatility: MGNI APP APPPS FSLY MNDY SNAP ZVRA RUN U FOUR HUBS TTD GEO INOD TEAM NET SDGR DDOG
Increasing unusual option volume: GFL ALC WGS RIG ZURA HROW INDA
Increasing unusual call option volume: GFL ALC ZURA RIG HROW AAON SAN TAN PDYM QMCO
Increasing unusual put option volume: WGS LCID INDA XYL AEP SECZ EQX APPS URNM SG EQNR EWT TTWO BUG GRRR GEO