Daily IV Report
Mid-session IV Report October 6, 2026
Mid-session IV Report October 6, 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 w
By Market Rebellion · October 6, 2026
Mid-session IV Report October 6, 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: EL NVAX LQDA BROS AVBP
Popular stocks option volume leaders: INTC AVGO GME NFLX NU SOFI MSTR PLTR IREN NKE
Active options: NVDA TSLA SPCX AAPL MSFT MU AMZN INTC META GOOGL AMD AVGO GME NFLX NU SOFI MSTR PLTR IREN NKE
Option IV for stocks near record high
NVIDIA (NVDA) 30-day option implied volatility is at 29; compared to its 52-week range of 29 to 55. Call put ratio 2 calls to 1 put as share price near record high.
Apple (AAPL) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 33. Call put ratio 2.1 calls to 1 put as share price near record high.
Microsoft (MSFT) 30-day option implied volatility is at 34; compared to its 52-week range of 19 to 47. Call put ratio 2.4 calls to 1 put as share price trends higher.
Illumina (ILMN) 30-day option implied volatility is at 63; compared to its 52-week range of 38 to 73. Call put ratio 1 call to 5.9 puts with a focus on November 300 puts as share price trends higher.
AMD (AMD) 30-day option implied volatility is at 54; compared to its 52-week range of 42 to 89. Call put ratio 2.1 calls to 1 put as share price near record high.
CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 51; compared to its 52-week range of 32 to 74. Call put ratio 2.2 calls to 1 put as share price near record high.
Palo Alto Networks (PANW) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 78. Call put ratio 1 call to 1 put as share price near record high.
Valero Energy (VLO) 30-day option implied volatility is at 52; compared to its 52-week range of 30 to 55. Call put ratio 1.5 calls to 1 put as share price near record high.
Marathon Petroleum (MPC) 30-day option implied volatility is at 51; compared to its 52-week range of 28 to 54. Call put ratio 1 call to 1.1 puts as share price near record high.
Option implied volatility into quarter results and outlook
Applied Digital (APLD) October 9 weekly call option implied volatility is at 1455, October is at 107; compared to its 52-week range of 74 to 140. Call put ratio 4.5 calls to 1 put with a focus on October calls into the expected release of quarter results
after the bell on October 7.
PepsiCo (PEP) October 9 weekly call option implied volatility is at 54, October is at 33; compared to its 52-week range of 17 to 32. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on October 8.
Delta Air Lines (DAL) October 9 weekly call option implied volatility is at 82, October is at 53; compared to its 52-week range of 33 to 62. Call put ratio 2 calls to 1 put with a focus on October 9 weekly calls into the expected release of quarter results
before the bell on October 9.
Movers
Skydance (SKYD) 210 contracts of October 9.5 and 362 contracts of October 10 calls trade as share price down 2%.
Ishares Msci France Etf (EWQ) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 36 with a focus on 100 contracts of October 42 calls as share price up 0.45%.
Options with decreasing option implied volatility: MULL MUU RAM EWZ MU NKE JBL PBR
Increasing unusual option volume: INDA GMAB PACB RMD XP DNA UNM LION EXC
Increasing unusual call option volume: GMAB PACB XP DNA EXC LION SDGR FRVO SAN TRMD
Increasing unusual put option volume: ALHC BRUN BSOL NVAX TWST TXG AVL ILMN SYK GFL CMG BXSL WMB