Daily IV Report
Mid-session IV Report October 20, 2026
Mid-session IV Report October 20, 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 20, 2026
Mid-session IV Report October 20, 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: CCXI CAPR FUBO IREN KLAR ROST TGT DIS WMT STRC ITGR MYGN
Popular stocks option volume leaders: CRWV MU INTC IREN HTZ NBIS PLTR SOFI AVGO NFLX HOOD
Active options: NVDA CRWV AAPL AMZN TSLA SPCX MU AMD INTC IREN META GME MSFT HTZ NBIS PLTR SOFI AVGO NFLX HOOD
United States Oil Fund (USO) short duration puts active, WTI crude oil reverses lower
United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 2.6 put with a focus on October 30 weekly 130 puts as WTI crude oil reverses lower.
Option IV into quarter results
SpaceX (SPCX) October 21 weekly call option implied volatility is at 155, November is at 57; compared to its 52-week average of 43 to 115. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Netflix (NFLX) October 23 weekly call option implied volatility is at 127, November is at 49; compared to its 52-week average of 28 to 53. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today after the bell.
Capital One Financial (COF) October 23 weekly call option implied volatility is at 74, November is at 37; compared to its 52-week average of 25 to 49. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
United Airlines (UAL) October 23 weekly call option implied volatility is at 89, November is at 51; compared to its 52-week average of 39 to 78. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Alaska Air Group (ALK) November call option implied volatility is at 64, December is at 55; compared to its 52-week average of 43 to 80. Call put ratio 1.4 calls to 1 put with a focus on November calls into the expected release of quarter results today
after the bell.
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 today after the bell.
Meta Platforms (META) October 23 weekly call option implied volatility is at 110, November is at 49; 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 88, November is at 46; compared to its 52-week average of 38 to 62. Call put ratio 1.7 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.
Texas Instruments (TXN) October 23 weekly call option implied volatility is at 100, November is at 46; compared to its 52-week average of 29 to 71. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on October
21.
Lam Research (LRCX) October 23 weekly call option implied volatility is at 110, November is at 64; compared to its 52-week average of 43 to 101. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 21.
Philip Morris (PM) October 23 weekly call option implied volatility is at 62, November is at 32; compared to its 52-week average of 21 to 39. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on October 21.
Abbott (ABT) October 23 weekly call option implied volatility is at 77, November is at 37; compared to its 52-week average of 19 to 38. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 21.
NextEra Energy (NEE) October 23 weekly call option implied volatility is at 50, November is at 29; compared to its 52-week average of 19 to 38. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on October
21.
Southwest Airlines (LUV) October 23 weekly call option implied volatility is at 86, November is at 48; compared to its 52-week average of 32 to 65. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on October
21.
Options with decreasing option implied volatility: LQDA CZR FAST BNY KVUE
Increasing unusual option volume: BBD BORR HAS FLR CORT BRZE GLAS FLG
Increasing unusual call option volume: BBD CORT FLR BORR GLAS FLG HAS BRZE INDA QCMO
Increasing unusual put option volume: BORR BUG AQST XP DJT ETN ALL CAMT MMM TEVA ACI PWR