Daily IV Report
Mid-session IV Report October 19, 2026
Mid-session IV Report October 19, 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 19, 2026
Mid-session IV Report October 19, 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 CRWV IREN XP EWZ KLAR ROST TGT WMT STRC DIS XRPN
Popular stocks option volume leaders: CRWV CLF MU SPCX AVGO INTC IREN GME MSTR SMCI SOFI PLTR
Active options: AAPL TSLA NVDA AMZN CRWV CLF MU AMD SPCX AVGO GOOGL INTC IREN META GME MSTR SMCI MSFT SOFI PLTR
Option IV into quarter results
SpaceX (SPCX) October 23 weekly call option implied volatility is at 96, November is at 59; compared to its 52-week average of 43 to 115. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on October 20.
GE Aerospace (GE) October 23 weekly call option implied volatility is at 75, November is at 39; compared to its 52-week average of 27 to 48. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 20.
Chubb Corp. (CB) November call option implied volatility is at 24, December is at 22; compared to its 52-week average of 14 to 26. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on October 20.
Capital One Financial (COF) October 23 weekly call option implied volatility is at 60, November is at 34; compared to its 52-week average of 25 to 49. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on October
20.
3M Co. (MMM) October 23 weekly call option implied volatility is at 71, November is at 32; compared to its 52-week average of 21 to 40. Call put ratio 2.6 calls to 1 put with a focus on November 175 calls into the expected release of quarter results
before the bell on October 20.
General Motors (GM) October 23 weekly call option implied volatility is at 70, November is at 40; compared to its 52-week average of 25 to 47. Call put ratio 1 call to 2 puts into the expected release of quarter results before the bell on October 20.
Northrop Grumman (NOC) November call option implied volatility is at 39, December is at 35; compared to its 52-week average of 20 to 38. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on October 20.
RTX (RTX) October 23 weekly call option implied volatility is at 63, November is at 34; compared to its 52-week average of 20 to 39. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 20.
United Airlines (UAL) October 23 weekly call option implied volatility is at 77, November is at 50; compared to its 52-week average of 39 to 78. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on October
20.
Halliburton (HAL) October 23 weekly call option implied volatility is at 63, November is at 43; compared to its 52-week average of 30 to 48. Call put ratio 3.1 calls to 1 put with a focus on October 23 weekly 33.50 calls into the expected release of
quarter results before the bell on October 20.
Capital One Financial (COF) October 23 weekly call option implied volatility is at 63, November is at 35; compared to its 52-week average of 25 to 49. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on October
20.
KeyCorp (KEY) November call option implied volatility is at 32, December is at 30; compared to its 52-week average of 20 to 40. Call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on October 20.
Annaly Capital Management (NLY) October 23 weekly call option implied volatility is at 40, November is at 29; compared to its 52-week average of 15 to 30. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on
October 20.
Hasbro (HAS) November call option implied volatility is at 44, December is at 41; compared to its 52-week average of 24 to 46. Call put ratio 12 calls to 1 put with a focus on March 115 calls into the expected release of quarter results before the bell
on October 20.
Alaska Air Group (ALK) November call option implied volatility is at 57, December is at 50; compared to its 52-week average of 43 to 80. Call put ratio 2.5 calls to 1 put with a focus on November 37.50 calls into the expected release of quarter results
after the bell on October 20.
ArcelorMittal (MT) October 23 weekly call option implied volatility is at 57, November is at 47; compared to its 52-week average of 31 to 63. Call put ratio 5.1 calls to 1 put with a focus on November 65 calls into the expected release of quarter results
on October 20.
Intuitive Surgical (ISRG) October 23 weekly call option implied volatility is at 97, November is at 48; compared to its 52-week average of 25 to 49. Call put ratio 1 call to 2.3 puts into the expected release of quarter results after the bell on October
20.
Options with decreasing option implied volatility: LQDA FAST UNH ACI CZR
Increasing unusual option volume: BBD ADTN EYPT TBBB SBLK CRWG EVC RMD SARO
Increasing unusual call option volume: EPT SBLK TBBB EVC VRNS CHKP RNG QMCO
Increasing unusual put option volume: BRUN CRWG CCJ RITM TIGR ARR HSAI