Daily IV Report
Mid-session IV Report October 14, 2026
Mid-session IV Report October 14, 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 14, 2026
Mid-session IV Report October 14, 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 SE CSCO ONON BSP CCXI CRWV MESO
Popular stocks option volume leaders: CRWV BAC SPCX GME AVGO INTC MU DELL ASTS SOFI NBIS
Active options: AAPL CRWV NVDA TSLA AMD BAC SPCX META AMZN GOOGL GME AVGO INTC MU DELL ASTS SOFI NBIS MSFT CIFR
Option IV amid SEMICON West conference
Nvidia (NVDA) 30-day option implied volatility is at 32; compared to its 52-week range of 29 to 75. Call put ratio 1.5 calls to 1 put.
Broadcom (AVGO) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 66. Call put ratio 2 calls to 1 put with a focus on 1K contracts of March 450 calls.
CoreWeave (CRWV) 30-day option implied volatility is at 89; compared to its 52-week range of 68 to 124. Call put ratio 1 call to 1.5 puts as share price down 14.9%.
Alibaba (BABA) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 55. Call put ratio 4.3 calls to 1 put with a focus on October 115 calls.
Arm Holdings (ARM) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 113. Call put ratio 1.1 calls to 1 put as share price down 4.8%.
Super Micro Computer (SMCI) 30-day option implied volatility is at 84; compared to its 52-week range of 56 to 107. Call put ratio 4 calls to 1 put with a focus on October calls share price down 6.6%.
IREN Limited (IREN) 30-day option implied volatility is at 91; compared to its 52-week range of 73 to 141. Call put ratio 1.6 calls to 1 put as share price down 9%.
Nebius Group (NBIS) 30-day option implied volatility is at 85; compared to its 52-week range of 71 to 168. Call put ratio 1.3 calls to 1 put as share price down 9.7%.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 79; compared to its 52-week range of 76 to 181. Call put ratio 1.1 calls to 1 put as share price down 4.2%.
Cerebras Systems (CBRS) 30-day option implied volatility is at 77; compared to its 52-week range of 66 to 128. Call put ratio 1.7 calls to 1 put as share price down 5.5%.
Oracle (ORCL) 30-day option implied volatility is at 57; compared to its 52-week range of 41 to 85. Call put ratio 1.2 calls to 1 put as share price down 6.8%.
Netflix (NFLX) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 53. Call put ratio 2.2 calls to 1 put amid headlines.
Option implied volatility into quarter results and outlook
Taiwan Semi (TSM) October call option implied volatility is at 61, November is at 34; compared to its 52-week range of 31 to 57. Call put ratio 1.5 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 68, November is at 33; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on October 15.
Increasing unusual option volume: UTHR VSTM BSP ARDX MUB
Options with decreasing option implied volatility: LQDA ALHC HUM U
Increasing unusual call option volume: PBRA BMBL STLA ITB ALB
Increasing unusual put option volume: CMPS MUB BN EQPT CCXI BSP BORR STT