Daily IV Report
Mid-session IV Report October 12, 2026
Mid-session IV Report October 12, 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 · October 12, 2026
Mid-session IV Report October 12, 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: EQPT SE CSCO CAPR SLS CAR JMIA TRMD BORR TTD CAVA ONON U DJT TEVA KLAR CSCO JD DIS BORR JMIA CSCO KLAR JD DIS
Popular stocks option volume leaders: CRWV ASTS GME FSLR AVGO SOFI SNAP
Active options: AAPL NVDA TSLA MU META INTC SPCX AMD PLTR AMZN MSFT GOOGL IREN CRWV ASTS GME FSLR AVGO SOFI SNAP
Option implied volatility into quarter results and outlook
JPMorgan (JPM) October call option implied volatility is at 40, November is at 26; compared to its 52-week range of 19 to 37. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 13.
Johnson & Johnson (JNJ) October call option implied volatility is at 42, November is at 27; compared to its 52-week range of 16 to 31. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 13.
UnitedHealth Group (UNH) October call option implied volatility is at 83, November is at 39; compared to its 52-week range of 25 to 55. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 13.
Goldman Sachs (GS) October call option implied volatility is at 54, November is at 34; compared to its 52-week range of 25 to 46. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 13.
Wells Fargo (WFC) October call option implied volatility is at 55, November is at 34; compared to its 52-week range of 21 to 43. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on October 13.
Citigroup (C) October call option implied volatility is at 47, November is at 34; compared to its 52-week range of 25 to 46. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on October 13.
Domino's Pizza (DPZ) October call option implied volatility is at 88, November is at 42; compared to its 52-week range of 23 to 49. Call put ratio 1 call to 1.5 puts into the expected release of quarter results before the bell on October 13.
Albertsons (ACI) October call option implied volatility is at 85, November is at 52; compared to its 52-week range of 24 to 46. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on October 13.
Volume mover
Meta Platforms (META) 30-day call option implied volatility is 45; compared to its 52-week range of 24 to 57. Call put ratio 1.9 calls to 1 put with a focus on 1100 contracts of October 16 calls and 1K contracts of October 30 weekly 350 puts as share
price up 1%.
Options with decreasing option implied volatility: HUM PENG STZ
Increasing unusual option volume: GFL OLLI CCC ARDX INTR BUG FWDI MXEF FEZ QSI SSYS
Increasing unusual call option volume: CCC GFL BUG LFMD BORR QSI GEHC INSW
Increasing unusual put option volume: LI FEZ MXEF BRUN GEO FSLR JEPI BURL BUG BHC IGV NASA