Daily IV Report
Mid-session IV Report October 21, 2026
Mid-session IV Report October 21, 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 21, 2026
Mid-session IV Report October 21, 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 FUBO EWZ KLAR TGT ROST DIS STRC AVEX
Popular stocks option volume leaders: RKT MS XOM RTX NEE HPE NET RDDT CVX NLY IREN SPCX AVGO
Active options: NVDA NFLX RKT MS TSLA XOM AMZN AAPL AMD RTX NEE HPE GOOGL NET RDDT CVX NLY IREN SPCX AVGO
Option IV into quarter results and outlook
Meta Platforms (META) October 23 weekly call option implied volatility is at 110, November is at 46; compared to its 52-week average of 24 to 57. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.
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 today after the bell.
IBM (IBM) October 23 weekly call option implied volatility is at 115, November is at 45; compared to its 52-week average of 23 to 63. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Texas Instruments (TXN) October 23 weekly call option implied volatility is at 120, November is at 51; compared to its 52-week average of 29 to 71. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
Lam Research (LRCX) October 23 weekly call option implied volatility is at 124, November is at 64; compared to its 52-week average of 43 to 101. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.
Southwest Airlines (LUV) October 23 weekly call option implied volatility is at 116, November is at 43; 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 today after the bell.
Procter & Gamble (PG) October 23 weekly call option implied volatility is at 49, November is at 22; compared to its 52-week average of 17 to 29. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on October
22.
Western Digital (WDC) October 23 weekly call option implied volatility is at 140, November is at 70; compared to its 52-week average of 61 to 117. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on October
22.
Valero Energy (VLO) October 23 weekly call option implied volatility is at 90, November is at 57; compared to its 52-week average of 30 to 55. Call ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 22.
Lockheed Martin (LMT) October 23 weekly call option implied volatility is at 89, November is at 34; compared to its 52-week average of 20 to 41. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 22.
American Airlines (AAL) October 23 weekly call option implied volatility is at 104, November is at 43; compared to its 52-week average of 39 to 68. Call put ratio 1 call to 7.1 puts into the expected release of quarter results before the bell on October
22.
Newmont (NEM) October 23 weekly call option implied volatility is at 89, November is at 40; compared to its 52-week average of 39 to 63. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 22.
Comcast (CMCSA) October 23 weekly call option implied volatility is at 105, November is at 40; compared to its 52-week average of 27 to 44. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 22.
Bloom Energy Corp. (BE) October 23 weekly call option implied volatility is at 162, November is at 86; compared to its 52-week average of 76 to 181. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October
22.
PG&E Corp. (PCG) October 23 weekly call option implied volatility is at 67, November is at 53; compared to its 52-week average of 24 to 61. Call put ratio 5.1 calls to 1 put with a focus on 3200 contracts of October 23 weekly 13.50 calls into the expected
release of quarter results before the bell on October 22.
Options with decreasing option implied volatility: NFLLX MMM ISRG CZR GM BNY TFC PLD
Increasing unusual option volume: OPTU GTM BRZE CRL MNRO DXC PAGS PAXS INTR STLD INTR
Increasing unusual call option volume: GTM BRZE MNRO DXC SGHC STLX SPAX PAGS
Increasing unusual put option volume: PBF EXE PAGS USAS DHR TMO ELV CMG KOS