Daily IV Report
Mid-session IV Report October 26, 2026
Mid-session IV Report October 26, 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 26, 2026
Mid-session IV Report October 26, 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: FPS ANF CAPR LXU NTSK ARCO RRC
Popular stocks option volume leaders: PLTR AVGO INTC MSTR HOOD DAL MRNA SOFI SPCX CRWV
Active options: TSLA NVDA SPCX AAPL MU AMZN CRWV META AMD IREN NU GOOGL PLTR AVGO INTC MSTR HOOD DAL MRNA SOFI
Option IV into quarter results and outlook
Visa (V) October 30 weekly call option implied volatility is at 39, November is at 24; compared to its 52-week average of 16 to 33. Call put ratio 1.2 calls to 1. put into the expected release of quarter results after the bell on October 27.
Coca-Cola (KO) October 30 weekly call option implied volatility is at 39, November is at 23; compared to its 52-week average of 14 to 24. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 27.
Seagate Technology (STX) October 30 weekly call option implied volatility is at 126, November is at 84; compared to its 52-week average of 57 10 114. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on October
27.
Boeing (BA) October 30 weekly call option implied volatility is at 67, November is at 42; compared to its 52-week average of 25 to 46. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 27.
Corning (GLW) October 30 weekly call option implied volatility is at 105, November is at 67; compared to its 52-week average of 36 to 97. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 27.
HCA Holdings (HCA) November call option implied volatility is at 45, December is at 36; compared to its 52-week average of 23 to 52. Call put ratio 1 call to 6.5 puts into the expected release of quarter results before the bell on October 27.
Freeport-McMoran (FCX) October 30 weekly call option implied volatility is at 69, November is at 43; compared to its 52-week average of 33 to 63. Call put ratio 6.7 calls to 1 put into the expected release of quarter results before the bell on October
27.
WM (WM) November call option implied volatility is at 29, December is at 23; compared to its 52-week average of 16 to 28. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 27.
Robinhood (HOOD) October 30 weekly call option implied volatility is at 112, November is at 72; compared to its 52-week average of 50 to 93. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on October 27.
UPS (UPS) October 30 weekly call option implied volatility is at 74, November is at 40; compared to its 52-week average of 22 to 44. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on October 27.
Sherwin-Williams (SHW) November call option implied volatility is at 35, December is at 32; compared to its 52-week average of 19 to 36. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 27.
Hilton (HLT) October 30 weekly call option implied volatility is at 68, November is at 39; compared to its 52-week average of 19to 36. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 27.
Royal Caribbean (RCL) 30 weekly call option implied volatility is at 94, November is at 50; compared to its 52-week average of 35 to 65. Call put ratio 2.1s call to 1 put into the expected release of quarter results before the bell on October 27.
NXP Semiconductors (NXPI) 30 weekly call option implied volatility is at 94, November is at 53; compared to its 52-week average of 32 to 84. Call put ratio 2.7 calls to 1 put into the expected release of quarter results after the bell on October 27.
PayPal (PYPL) 30 weekly call option implied volatility is at 93, November is at 50; compared to its 52-week average of 26 to 56. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on October 27.
SoFi Technologies (SOFI) 30 weekly call option implied volatility is at 110, November is at 65; compared to its 52-week average of 43 to 79. Call put ratio 2.3 calls to 1 put into the expected release of quarter results before the bell on October 27.
NOV Inc (NOV) November call option implied volatility is at 59, December is at 50; compared to its 52-week average of 29 to 46 with a focus on a spreader of November and February 16 calls.
Options with decreasing option implied volatility: MRNA NFLX EWZ DECK SPOT ISRG TSCO URI DHR IBM MMM RTX STRC
Increasing unusual option volume: NRGV BHP INTR BRZE ITUB GMAB ZURA
Increasing unusual call option volume: NRGV BRZE INTR GMAB ZURA PBRA ITUB
Increasing unusual put option volume: BHP XP ITUB BUG STNE YPF AMKR GGAL EQT