Daily IV Report
Mid-session IV Report October 28, 2026
Mid-session IV Report October 28, 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 28, 2026
Mid-session IV Report October 28, 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 NN ANF DKS SLS VSAT GMAB
Popular stocks option volume leaders: SOFI HOOD SKHY AVGO SLS NFLX CRWV BA PLTR INTC
Active options: TSLA NVDA MU SPCX SOFI AAPL META HOOD SKHY AMD AMZN AVGO SLS NFLX CRWV BA GOOGL MSFT PLTR INTC
Option IV into quarter results and outlook
Alphabet (GOOG) October 30 weekly call option implied volatility is at 94, November is at 42; compared to its 52-week average of 25 to 43. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.
Microsoft (MSFT) October 30 weekly call option implied volatility is at 81, November is at 36; compared to its 52-week average of 19 to 47. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.
KLA Corporation (KLAC) October 30 weekly call option implied volatility is at 135, November is at 69; compared to its 52-week average of 38 to 105. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.
T-Mobile (TMUS) October 30 weekly call option implied volatility is at 135, November is at 69; compared to its 52-week average of 23 to 43. Call put ratio 4.5 calls to 1 put with a focus on October 30 weekly calls and January 210 calls into the expected
release of quarter results today after the bell.
ServiceNow (NOW) October 30 weekly call option implied volatility is at 130, November is at 63; compared to its 52-week average of 30 to 77. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.
FedEx (FDX) October 30 weekly call option implied volatility is at 106, November is at 43; compared to its 52-week average of 20 to 47. Call put ratio 1 call to 2.4 puts into the expected release of quarter results today after the bell.
Ford Motor (F) October 30 weekly call option implied volatility is at 97, November is at 46; compared to its 52-week average of 23 to 48. Call put ratio 2.3 calls to 1 put into the expected release of quarter results today after the bell.
eBay (EBAY) October 30 weekly call option implied volatility is at 126, November is at 53; compared to its 52-week average of 25 to 55. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.
Carvana (CVNA) October 30 weekly call option implied volatility is at 200, November is at 88; compared to its 52-week average of 46 to 103. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.
Chipotle Mexican Grill (CMG) October 30 weekly call option implied volatility is at 127, November is at 53; compared to its 52-week average of 28 to 57. Call put ratio 3.7 calls to 1 put with a focus on October 30 weekly 29 calls into the expected release
of quarter results today after the bell.
Amazon (AMZN) October 30 weekly call option implied volatility is at 123, November is at 50; compared to its 52-week average of 24 to 50. Call put ratio 2.5 calls to 1 put with a focus on October 30 weekly calls 29 and 29.50 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 108, November is at 47; compared to its 52-week average of 28 to 49. Call put ratio 1 call to 2 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 145, November is at 70; 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.
Merck (MRK) October 30 weekly call option implied volatility is at 81, November is at 39; compared to its 52-week average of 34 to 38. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on October 29.
Caterpillar (CAT) October 30 weekly call option implied volatility is at 110, November is at 58; compared to its 52-week average of 29 to 56. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 29.
Anheuser-Busch InBev (BUD) October 30 weekly call option implied volatility is at 95, November is at 35; compared to its 52-week average of 17 to 35. Call put ratio 6.8 calls to 1 put with a focus on October 30 weekly 88 calls into the expected release
of quarter results before the bell on October 29.
Bristol-Myers Squibb (BMY) October 30 weekly call option implied volatility is at 80, November is at 37; compared to its 52-week average of 22 to 41. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October
29.
Starbucks (SBUX) October 30 weekly call option implied volatility is at 97, November is at 40; compared to its 52-week average of 24 to 44. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on October 29.
Coinbase (COIN) October 30 weekly call option implied volatility is at 136, November is at 75; compared to its 52-week average of 49 to 96. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on October 29.
Strategy (MSTR) October 30 weekly call option implied volatility is at 107, November is at 75; compared to its 52-week average of 60 to 127. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on October 29.
Options with decreasing option implied volatility: XP FUBO EWZ STNE MRNA DECK NU PBR SPOT SOFI ETSY URI IBM NXPI PYPL TSCO UPS CSX
Increasing unusual option volume: MIR GMAB ADT XYL UNM GRMN FSM XFOR
Increasing unusual call option volume: GMAB MIR UNM FSM EWT PRME XFOR DASH SGHC XYL FRSH PACB ENVX UCTT TOYO
Increasing unusual put option volume: MAT INDI SLS XP EXE BIIB ICE TOST GMAB GEHC GFL WEN TWST ITUB XLP