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Daily IV Report

Mid-session IV Report October 29, 2026

Mid-session IV Report October 29, 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 29, 2026
Mid-session IV Report October 29, 2026
Mid-session IV Report October 29, 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 ANF STNE SCHD

Popular stocks option volume leaders: CRWV MU HOOD CVNA PLTR AVGO NOW CMG VFC CRWD

Active options: AAPL GOOG GOOGL AMZN TSLA MSFT NVDA SPCX AMD CRWV MU META HOOD CVNA PLTR AVGO NOW CMG VFC CRWD

Option IV into quarter results and outlook

Amazon (AMZN) October 30 weekly call option implied volatility is at 177, November is at 52; compared to its 52-week average of 24 to 50. Call put ratio 1.6 calls to 1 put with a focus on October 30 weekly 250 calls into the expected release of quarter results today after the bell.

Intel (INTC) October 30 weekly call option implied volatility is at 186, November is at 70; compared to its 52-week average of 47 to 101. Call put ratio 1.7 call to 1 put into the expected release of quarter results today after the bell.

Sandisk (SNDK) October 30 weekly call option implied volatility is at 167, November is at 80; compared to its 52-week average of 63 to 163. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.

Gilead Sciences (GILD) October 30 weekly call option implied volatility is at 115, November is at 40; compared to its 52-week average of 24 to 38. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Starbucks (SBUX) October 30 weekly call option implied volatility is at 120, November is at 40; compared to its 52-week average of 24 to 44. Call put ratio 1 call to 1.5 puts into the expected release of quarter results today after the bell.

Coinbase (COIN) October 30 weekly call option implied volatility is at 170, November is at 75; compared to its 52-week average of 49 to 96. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Strategy (MSTR) October 30 weekly call option implied volatility is at 122, November is at 72; compared to its 52-week average of 60 to 127. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.

Reddit (RDDT) October 30 weekly call option implied volatility is at 290, November is at 91; compared to its 52-week average of 54 to 98. Call put ratio 2.7 calls to 1 put into the expected release of quarter results today after the bell.

Rivian Automotive (RIVN) October 30 weekly call option implied volatility is at 230, November is at 80; compared to its 52-week average of 49 to 85. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.

First Solar (FSLR) October 30 weekly call option implied volatility is at 200, November is at 70; compared to its 52-week average of 45 to 85. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.

Roblox (RBLX) October 30 weekly call option implied volatility is at 340, November is at 100; compared to its 52-week average of 46 to 97. Call put ratio 1 call to 2.6 puts into the expected release of quarter results today after the bell.

Twilio (TWLO) October 30 weekly call option implied volatility is at 330, November is at 96; compared to its 52-week average of 32 to 85. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

ExxonMobil (XOM) October 30 weekly call option implied volatility is at 60, November is at 41; compared to its 52-week average of 18 to 37. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on October 30.

AbbVie (ABBV) October 30 weekly call option implied volatility is at 99, November is at 30; compared to its 52-week average of 22 to 36. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 30.

Chevron (CVX) October 30 weekly call option implied volatility is at 63, November is at 31; compared to its 52-week average of 18 to 33. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on October 30.

BP plc (BP) October 30 weekly call option implied volatility is at 130, November is at 38; compared to its 52-week average of 21 to 38. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 30.

Options with decreasing option implied volatility: XP FUBO EWZ MXL STNE RMBS NU PBR DECK CART CVNS VRT TER ENPH INSM ETSY GNRC SOFI ADP FDX RCL GEN CMG UPS BA MSFT WM STRC PYPL
Increasing unusual option volume: ADT RPD SGHC XRX BHC LTH AXSM CIBR
Increasing unusual call option volume: SCHC RPD BHC CIBR STNE SYF TDOC DB XRX
Increasing unusual put option volume: XRX RVMD VFC DLR NEXT SFM EGO MAGS FTNT