Daily IV Report
Mid-session IV Report October 27, 2026
Mid-session IV Report October 27, 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 27, 2026
Mid-session IV Report October 27, 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: NN CAPR KSS ANF DKS
Popular stocks option volume leaders: SOFI NVDA AVGO FSLR MU BE CRWV SPCX PLTR BA INTC HOOD NFLX JBLU MSTR
Active options: TSLA AMZN SOFI AMD NVDA AVGO AAPL FSLR MU META BE CRWV SPCX PLTR BA INTC HOOD NFLX JBLU MSTR BA
Option IV into quarter results and outlook
Seagate Technology (STX) October 30 weekly call option implied volatility is at 126, November is at 77; compared to its 52-week average of 57 to 114. Call put ratio 2.9 calls to 1 put into the expected release of quarter results today after the bell.
Robinhood (HOOD) October 30 weekly call option implied volatility is at 117, November is at 72; compared to its 52-week average of 50 to 93. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.
Alphabet (GOOG) October 30 weekly call option implied volatility is at 79, November is at 42; compared to its 52-week average of 25 to 43. Call put ratio 2.8 calls to 1 put into the expected release of quarter results after the bell on October 28.
Microsoft (MSFT) October 30 weekly call option implied volatility is at 71, November is at 36; compared to its 52-week average of 19 to 47. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October 28.
GE Vernova (GEV) October 30 weekly call option implied volatility is at 88, November is at 58; compared to its 52-week average of 42 to 72. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 28.
Chipotle Mexican Grill (CMG) October 30 weekly call option implied volatility is at 103, November is at 53; compared to its 52-week average of 28 to 57. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on
October 28.
ServiceNow (NOW) 30 weekly call option implied volatility is at 135, November is at 69; compared to its 52-week average of 30 to 77. Call put ratio 1 call to 1.8 puts into the expected release of quarter results after the bell on October 28.
Chipotle Mexican Grill (CMG) October 30 weekly call option implied volatility is at 103, November is at 53; compared to its 52-week average of 28 to 57. Call put ratio 1.3 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 103, November is at 48; compared to its 52-week average of 24 to 50. Call put ratio 4.6 calls to 1 put with a focus on October 30 weekly calls 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 90, November is at 47; compared to its 52-week average of 28 to 49. Call put ratio 1 call to 1.8 puts into the expected release of quarter results before the bell on October 29.
Intel (INTC) October 30 weekly call option implied volatility is at 130, November is at 73; compared to its 52-week average of 47 to 101. Call put ratio 2.2 call to 1 put into the expected release of quarter results after the bell on October 29.
Movers
IREN Limited (IREN) October 30-day option implied volatility is at 111; compared to its 52-week range of 73 to 140. Call put ratio 2.6 calls to 1 put as share price up 7.7%.
Bloom Energy Corp. (BE) October 30-day option implied volatility is at 82; compared to its 52-week range of 76 to 181. Call put ratio 2.2 calls to 1 put as share price up 7.9%.
Options with decreasing option implied volatility: FUBO XP MRNA EWZ NFLX SPOT DECK ISRG URI DHR GME
Increasing unusual option volume: PBRA ISNM RCL EVGO TRV PPG BA
Increasing unusual call option volume: ISNM EVGO FVRR NTSK XLC RCL ITUB IMSR MRP BA
Increasing unusual put option volume: RCL GT CART LNC FSLR RYN FIS SPYM INOD TROW BUG BA