Daily IV Report
Mid-session IV Report October 15, 2026
Mid-session IV Report October 15, 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 15, 2026
Mid-session IV Report October 15, 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: IREN CAPR CCXI CRWV GRRR FMC JMIA SE VCX ONON CSCO FMC NBIG SNDQ GRRR KORU BYND GFL MLYS FIG WSC IEP EWY NEXT CPRT QQQQI XLP JEPQ
Popular stocks option volume leaders: AVGO DELL ASTS NBIS INTC
Active options: AAPL CRWV NVDA TSLA AMD BAC SPCX META AMZN GOOGL GME AVGO INTC MU DELL ASTS SOFI NBIS MSFT CIFR
Option IV movers
CoreWeave (CRWV) 30-day option implied volatility is at 100; compared to its 52-week range of 68 to 124. Call put ratio 1 call to 1.2 puts as share price down 7.8%.
IREN Limited (IREN) 30-day option implied volatility is at 112; compared to its 52-week range of 73 to 141. Call put ratio 1 call to 1.1 puts as share price down 11.6%.
Nebius Group (NBIS) 30-day option implied volatility is at 95; compared to its 52-week range of 71 to 168. Call put ratio 1 call to 1 put as share price down 11.1%.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 90; compared to its 52-week range of 76 to 181. Call put ratio 1 call to 1.4 puts as share price down 8%.
Dell Technologies (DELL) 30-day option implied volatility is at 66; compared to its 52-week range of 39 to 100. Call put ratio 1 call to 1.3 puts as share price down 7.8%.
Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 78; compared to its 52-week range of 64 to 112. Call put ratio 1.2 calls to 1 put as share price down 10.3%.
Option implied volatility into quarter results and outlook
Alcoa (AA) October call option implied volatility is at 138, November is at 50; compared to its 52-week range of 42 to 72. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
Travelers (TRV) October call option implied volatility is at 80, November is at 27; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on October 16.
Citizens Financial Group (CFG) October call option implied volatility is at 85, November is at 35; compared to its 52-week range of 22 to 41. Call put ratio 4.8 calls to 1 put into the expected release of quarter results before the bell on October 16.
M&T Bank Corp. (MTB) October call option implied volatility is at 85, November is at 27; compared to its 52-week range of 18 to 38. Call put ratio 1 call to 3.1 puts into the expected release of quarter results before the bell on October 16.
Regions Financial (RF) October call option implied volatility is at 89, November is at 34; compared to its 52-week range of 19 to 50. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on October 16.
Options with decreasing option implied volatility: LQDA ALHC HUM UNH FAST
Increasing unusual option volume: JBS CCC AIPO INDA CMBT ERIC ALC
Increasing unusual call option volume: CCC JBS INDA ALC CMBT ERIC OPK BJ KEYS UNIT ROKU
Increasing unusual put option volume: SBLK TGB WOLF CCJ SBET SHAZ NB CAMT