Daily IV Report
Mid-session IV Report October 22, 2026
Mid-session IV Report October 22, 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 22, 2026
Mid-session IV Report October 22, 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: FUBO CAPR CCXI ROST DIS JETS SLV
Popular stocks option volume leaders: SPCX MU INTC CRWV MSTR PLTR ORCL NBIS AAL AVGO HOOD
Active options: TSLA NVDA META SPCX AAPL AMZN MU INTC CRWV AMD NFLX MSTR PLTR ORCL IREN GOOGL NBIS AAL AVGO HOOD
Movement
United States Oil Fund (USO) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put as share price up 1.2%.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 1.7 puts as share price down 4.4%.
Ishares Msci South Korea Capped Etf (EWY) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 91. Call put ratio 1.1 calls to 1 put as share price down 3.6%.
Option IV into quarter results
Western Digital (WDC) October 23 weekly call option implied volatility is at 170, November is at 72; compared to its 52-week average of 61 to 117. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
Bloom Energy Corp. (BE) October 23 weekly call option implied volatility is at 200, November is at 87; compared to its 52-week average of 76 to 181. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
American Express (APX) October 23 weekly call option implied volatility is at 88, November is at 33; compared to its 52-week average of 21 to 43. Call put ratio 1.9 calls to 1 put into the expected
release of quarter results before the bell on October 23.
SLB (SLB) October 23 weekly call option implied volatility is at 100, November is at 38; compared to its 52-week average of 29 to 47. Call put ratio 6 calls to 1 put with a focus on 2800 contracts of October 50 calls as share price down 4% into the expected
release of quarter results before the bell on October 23.
Brazil stock option implied volatility
iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 65; compared to its 52-week range of 22 to 62 with a focus on October 30 weekly options into elections.
Vale S.A. (VALE) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 45. Call put ratio 1.2 calls to 1 put into Brazil elections.
Petrobras (PBR) 30-day option implied volatility is at 56; compared to its 52-week range of 21 to 60 with a focus on a spreader of 10K contracts of November 21 and 24 calls into elections and energy price movements.
Itau Unibanco Banco Multiplo S.a. (ITUB) 30-day option implied volatility is at 67; compared to its 52-week range of 27 to 69. Call put ratio 10.2 calls to 1 put with a focus on November 11 calls.
Ambev S.A. (ABEV) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 51 with a focus on January 3 calls.
Gerdau SA (GGB) 30-day option implied volatility is at 45; compared to its 52-week range of 35 to 63 into elections.
Options with decreasing option implied volatility: CLF GME NFLX SPOT ISRG DHR GM MMM TFC
Increasing unusual option volume: BHVN MAT CHGG TBT QGEN GFL ALLY LION GTM ZURA LBRT FITB OPTU KNX
Increasing unusual call option volume: BHVN ALLY TBT MAT CHGG GFL FITB QGEN GTM LION ASO BETR TTMI
Increasing unusual put option volume: BUG BORR APO SECZ DB EWZ