Daily IV Report
Mid-session IV Report October 16, 2026
Mid-session IV Report October 16, 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 16, 2026
Mid-session IV Report October 16, 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 CCXI IREN CRWV SEI JMIA FMC EWZ VCX SE CSCO OMER
Popular stocks option volume leaders: PBR CRWV INTC PLTR NFLX SOFI MSTR NBIS IREN GME AVGO
Active options: AAPL NVDA TSLA SPCX MU PBR MSFT CRWV INTC PLTR AMD NFLX SOFI MSTR META NBIS IREN AMZN GME AVGO
Option IV into quarter results and outlook
Meta Platforms (META) October 23 weekly call option implied volatility is at 61, November is at 42; compared to its 52-week average of 24 to 57. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October
21.
Tesla (TSLA) October 23 weekly call option implied volatility is at 66, November is at 45; compared to its 52-week average of 38 to 62. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on October 21.
IBM (IBM) October 23 weekly call option implied volatility is at 65, November is at 41; compared to its 52-week average of 23 to 63. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October 21.
Option IV
CoreWeave (CRWV) 30-day option implied volatility is at 94; compared to its 52-week range of 68 to 124. Call put ratio 1.6 calls to 1 put as share price down 7.6%.
IREN Limited (IREN) 30-day option implied volatility is at 104; compared to its 52-week range of 73 to 141. Call put ratio 2.1 calls to 1 put as share price down 5.3%.
Nebius Group (NBIS) 30-day option implied volatility is at 90; compared to its 52-week range of 71 to 168. Call put ratio 1.5 calls to 1 put as share price down 6.4%.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 85; compared to its 52-week range of 76 to 181. Call put ratio 1.4 calls to 1 put as share price down 2.9%.
Cerebras Systems (CBRS) 30-day option implied volatility is at 81; compared to its 52-week range of 66 to 128. Call put ratio 1 call to 3 puts as share price down 5%.
Oracle (ORCL) 30-day option implied volatility is at 57; compared to its 52-week range of 41 to 85. Call put ratio 1.3 calls to 1 put as share price down 1.8%.
Nvidia (NVDA) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 55 Call put ratio 1.5 calls to 1 put with a focus on October 23 weekly 155 puts and October 23 weekly 222.50 calls.
Broadcom (AVGO) 30-day option implied volatility is at 38; compared to its 52-week range of 34 to 66. Call put ratio 1.9 calls to 1 put with a focus on 650 contracts of March 360 calls as share price down 2.1%.
Intel (INTC) 30-day option implied volatility is at 65; compared to its 52-week range of 47 to 102. Call put ratio 1.6 calls to 1 put as share price down 3.1%.
Alibaba (BABA) 30-day option implied volatility is at 39; compared to its 52-week range of 33 to 55. Call put ratio 1.3 calls to 1 put with a focus on October 105 and 108 calls.
Arm Holdings (ARM) 30-day option implied volatility is at 74; compared to its 52-week range of 42 to 113. Call put ratio 1.9 calls to 1 put as share price down 3.6%.
SK Hynix (SKHY) 30-day call option implied volatility is 61; compared to its 52-week range of 54 to 139. Call put ratio 1.3 calls to 1 put as share price down 4.7%.
Micron Technology (MU) 30-day call option implied volatility is 50; compared to its 52-week range of 46 to 108. Call put ratio 1.6 calls to 1 put amid share price down 3%.
Sandisk (SNDK) 30-day call option implied volatility is 71; compared to its 52-week range of 63 to 163. Call put ratio 1.4 calls to 1 put as share price down 3.8%.
Western Digital (WDC) 30-day call option implied volatility is 70; compared to its 52-week range of 61 to 117. Call put ratio 1.3 calls to 1 put as share price down 3.6%.
Options with decreasing option implied volatility: LQDA FAST UNH BNY
Increasing unusual option volume: BBD OLED CCC FOXA VRNS FLG EGY PBRA ADTN BORR JBHT PLAY PBR
Increasing unusual call option volume: FOXA VRNS CCC FLG EGY PBRA PLAY PBR
Increasing unusual put option volume: XP MAT OMER APH PLAY AQST KMI BIRK LW NVAX IBKR PGY CAMT