Daily IV Report
Mid-session IV Report October 13, 2026
Mid-session IV Report October 13, 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 13, 2026
Mid-session IV Report October 13, 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: CAPR EQPT EIX SE ONON CSCO FUN VCX GFL
Popular stocks option volume leaders: WULF GME SKHY UNH NBIS
Active options: AAPL NVDA META TSLA MU SPCX INTC MSFT AMZN CIFR AMD PLTR GOOGL IREN AVGO WULF GME SKHY UNH NBIS
Option IV into SEMICON West conference
Micron Technology (MU) 30-day call option implied volatility is 51; compared to its 52-week range of 46 to 108. Call put ratio 1.6 calls to 1 put as share price down 5.2%.
Western Digital (WDC) 30-day call option implied volatility is 64; compared to its 52-week range of 61 to 116. Call put ratio 2 calls with a focus on October calls as share price down 3.8%.
SK Hynix (SKHY) 30-day call option implied volatility is 57; compared to its 52-week range of 54 to 139. Call put ratio 1 call to 1 put as share price down 4.8%.
Sandisk (SNDK) 30-day call option implied volatility is 68; compared to its 52-week range of 63 to 163. Call put ratio 1.7 calls to 1 put as share price down 3.5%.
Dataram (DRAM) 30-day call option implied volatility is 54; compared to its 52-week range of 47 to 107. Call put ratio 1.7 calls to 1 put as share price down 4.8%.
RoundHill T-Rex 2X Long Dram Daily (RAM) 30-day call option implied volatility is 108; compared to its 52-week range of 91 to 209. Call put ratio 4.8 calls to 1 put as share price down 9.8%.
Ishares Msci South Korea Capped Etf (EWY) 30-day call option implied volatility is 45; compared to its 52-week range of 28 to 91. Call put ratio 1 call to 1.6 puts with a focus on November 150 puts as share price down 3%.
Option implied volatility into quarter results and outlook
ASML Holdings (ASML) October call option implied volatility is at 73, November is at 43; compared to its 52-week range of 32 to 69. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 14.
Bank of America (BAC) October call option implied volatility is at 46, November is at 27; compared to its 52-week range of 19 to 39. Call put ratio 2.6 calls to 1 put with a focus on October 23 weekly 60 and November 57.50 calls into the expected release
of quarter results before the bell on October 14.
Morgan Stanley (MS) October call option implied volatility is at 55, November is at 36; compared to its 52-week range of 23 to 45. Call put ratio 6.2 calls to 1 put with a focus on October calls into the expected release of quarter results before the
bell on October 14.
BlackRock (BLK) October call option implied volatility is at 72, November is at 35; compared to its 52-week range of 33 to 42. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on October 14.
Fastenal (FAST) October call option implied volatility is at 80, November is at 29; compared to its 52-week range of 19 to 37. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 14.
State Street (STT) October call option implied volatility is at 73, November is at 32; compared to its 52-week range of 21 to 43. Call put ratio 1 call to 3.3 puts with a focus on October 160 puts into the expected release of quarter results before the
bell on October 14.
Taiwan Semi (TSM) October call option implied volatility is at 55, November is at 34; compared to its 52-week range of 31 to 57. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 15.
Charles Schwab (SCHW) October call option implied volatility is at 58, November is at 34; compared to its 52-week range of 20 to 38. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 15.
Options with decreasing option implied volatility: PENG ALHC HUM UNH STZ
Increasing unusual option volume: BMBL FUN MUB AVTR CCC ITUB SPAX INSM AMRZ
Increasing unusual call option volume: BMBL ITUB SPAX CCC INSM DK AVTR GPRE MS VIAV
Increasing unusual put option volume: XP MUB AMRZ ABR GFL VFC BN IREX BFLY EIX APO