Daily IV Report
Mid-session IV Report October 23, 2026
Mid-session IV Report October 23, 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 23, 2026
Mid-session IV Report October 23, 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 FUBO FPS HPK CCI
Popular stocks option volume leaders: CRWV MRNA SKHY
Active options: NVDA AAPL TSLA SPCX MU AMZN META PLTR CRWV AMD INTC BE CCJ MRNA IREN GOOGL MSFT SKHY NU WULF
Option IV into quarter results and FOMC meeting
Alphabet (GOOG) 30 weekly call option implied volatility is at 55, November is at 39; compared to its 52-week average of 25 to 43. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on October 28.
Microsoft (MSFT) 30 weekly call option implied volatility is at 50, November is at 34; compared to its 52-week average of 19 to 47. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on October 28.
GE Vernova (GEV) 30 weekly call option implied volatility is at 77, November is at 60; compared to its 52-week average of 42 to 72. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 28.
ServiceNow (NOW) 30 weekly call option implied volatility is at 92, November is at 63; compared to its 52-week average of 30 to 77. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on October 28.
Amazon (AMZN) October 30 weekly call option implied volatility is at 70, November is at 45; compared to its 52-week average of 24 to 50. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on October 29.
Eli Lilly & Co. (LLY) 30 weekly call option implied volatility is at 66, November is at 43; compared to its 52-week average of 28 to 49. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 29.
Options with decreasing option implied volatility: PGEN GME PPTA NFLX BNTX SPOT NG DECK TME URI ISRG IBM GM DHR ALLY MMM STWD
Increasing unusual option volume: DXC TNGX BKLN OMC RRC COO FVRR CCJ CDW GE ZURA
Increasing unusual call option volume: DXC FVRR GE RRC COO INTR IONS MSOX ZURA RNG PEP INMD AMT IMXI FIX CCI
Increasing unusual put option volume: BKLN JMKE CCJ CL EOSE FLG XLP HWM EGO RNG CCI ASHR EWZ DECK XP PWR XHB KMI