Daily IV Report
Mid-session IV Report October 30, 2026
Mid-session IV Report October 30, 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 30, 2026
Mid-session IV Report October 30, 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: SLS ANF BITX HMY SLV GLD CPER VOO
Popular stocks option volume leaders: INTC TSLA MSTR MU SPCX CRWV MSFT COIN HOOD PLGR CCJ SOFI NFLX
Active options: AMZN INTC TSLA NVDA MSTR AAPL MU SPCX AMD GOOGL CRWV MSFT COIN HOOD META PLGR GOOG CCJ SOFI NFLX
Option IV into quarter results and outlook
Apple (AAPL) November 6 weekly call option implied volatility is at 42, November is at 32; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 1.1 puts into the expected release of quarter results after the bell on November 2.
Palantir (PLTR) November 6 weekly call option implied volatility is at 114, November is at 79; compared to its 52-week range of 41 to 70. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on November 2.
AMD (AMD) November 6 weekly call option implied volatility is at 87, November is at 70; compared to its 52-week range of 42 to 89. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on November 3.
Amgen (AMGN) November 6 weekly call option implied volatility is at 45, November is at 38; compared to its 52-week range of 22 to 37. Call put ratio 5.4 calls to 1 put with a focus on November 505 calls into the expected release of quarter results after
the bell on November 3.
Arista Networks (ANET) November 6 weekly call option implied volatility is at 97, November is at 70; compared to its 52-week range of 41 to 78. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November
3.
Shopify (SHOP) November 6 weekly call option implied volatility is at 120, November is at 85; compared to its 52-week range of 41 to 80. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on November 3.
Pfizer (PFE) November 6 weekly call option implied volatility is at 39, November is at 35; compared to its 52-week range of 19 to 30. Call put ratio 2.8 calls to 1 put with a focus on November 13 weekly 33 and November 32 calls into the expected release
of quarter results before the bell on November 3.
Arm Holdings (ARM) November 6 weekly call option implied volatility is at 104, November is at 82; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on November 4.
NVIDIA (NVDA) 30-day option implied volatility is at 43; compared to its 52-week range of 29 to 55. Call put ratio 1.3 calls to 1 put with a focus on 37800 contracts of January 100 puts as share price down 3.3%.
Broadcom (AVGO) 30-day option implied volatility is at 42; compared to its 52-week range of 34 to 66. Call put ratio 1.2 calls to 1 put as share price down 5.3%.
Dell Technologies (DELL) 30-day option implied volatility is at 77; compared to its 52-week range of 39 to 100. Call put ratio 1 call to 2.2 puts with a focus on November 500 calls as share price down 9.1%.
CoreWeave (CRWV) 30-day option implied volatility is at 104; compared to its 52-week range of 68 to 124. Call put ratio 1.3 calls to 1 put as share price down 8.4%.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 41; compared to its 52-week range of 26 to 59. Call put ratio 1 call to 1.8 puts with a focus on December 500 puts as share price down 5.8%.
Options with decreasing option implied volatility: XP CART STNE EWZ TWLO AMZU FTNT CVNA RMBS RBLX PBR INSM RDDT NU ETSY SOFI NOW PYPL AMZN SFM VFC GEN PWR HWM RCL EBAY CMG CAKE UPS FDX F DXCM BAX GEHC WM SBUX
Increasing unusual option volume: EQX ADT MMED HOG RSI COUR NRXP ITB PACB
Increasing unusual call option volume: EQX XFOR RSI MMED HOG GGAL NRXP COUR BHC GMAB DNA SGHC GEVO LION
Increasing unusual put option volume: GLXY ITB ABR HMY IBKR TROW CCJ XRX INTW DLR HOG BUD BW RSP CART TRMD EWJ