Daily IV Report
Mid-session IV Report October 7, 2026
Mid-session IV Report October 7, 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 7, 2026
Mid-session IV Report October 7, 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: BULL AKAM BROS ELF TPR EL TOST XYZ SONY NVO BULL HESM NLY
Popular stocks option volume leaders: MU INTC SPCX MSTR AVGO HOOD GOOGL PLTR NBIS NFLX SOFI SMCI
Active options: TSLA NVDA AAPL MU INTC SPCX AMZN META AMD BULL MSTR AVGO MSFT HOOD GOOGL PLTR NBIS NFLX SOFI SMCI
Option IV and volume amid Bitcoin price lower
Strategy (MSTR) 30-day option implied volatility is at 64; compared to its 52-week range of 58 to 127. Call put ratio 1.6 calls to 1 put with a focus on October 9 weekly 175 and 180 calls as share price down 5.7%.
Coinbase (COIN) 30-day option implied volatility is at 65; compared to its 52-week range of 49 to 96. Call put ratio 1.8 calls to 1 put with a focus on October 9 weekly calls as share price down 3.6%.
Robinhood (HOOD) 30-day option implied volatility is at 61; compared to its 52-week range of 50 to 93. Call put ratio 2.1 calls to 1 put with a focus on a spreader of November 85 and 105 puts as share price down 3.6%.
Space option IV
SpaceX (SPCX) 30-day option implied volatility is at 49; compared to its 52-week range of 43 to 116. Call put ratio 1.3 calls to 1 put as share price down 1.9%.
Iridium Communications (IRDM) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 92. Call put ratio 1.8 calls to 1 put with a focus on November 50 calls as share price down 1.3%.
Rocket Lab (RKLB) 30-day option implied volatility is at 66; compared to its 52-week range of 64 to 112. Call put ratio 2.9 calls to 1 put with a focus on October 23 weekly 90 calls as share price down 3.9%.
AST SpaceMobile (ASTS) 30-day option implied volatility is at 72; compared to its 52-week range of 70 to 129. Call put ratio 2 calls to 1 put with a focus on October 9 weekly 50 and 65 calls as share price down 5.9%.
Intuitive Machines (LUNR) 30-day option implied volatility is at 81; compared to its 52-week range of 77 to 134. Call put ratio 3.9 calls to 1 put as share price down 5.5%.
Planet Labs (PL) 30-day option implied volatility is at 69; compared to its 52-week range of 63 to 142. Call put ratio 2.8 calls to 1 put with a focus on November calls as share price down 4.6%.
Redwire (RDW) 30-day option implied volatility is at 84; compared to its 52-week range of 74 to 159. Call put ratio 1 call to 1 put with a focus on October 30 weekly 10 and 10.5 puts as share price down 5%.
Spire Global (SPIR) 30-day option implied volatility is at 82; compared to its 52-week range of 65 to 140. Call put ratio 1 call to 1.3 puts with a focus on January puts as share price down 3.2%.
Joby Aviation (JOBY) 30-day option implied volatility is at 62; compared to its 52-week range of 56 to 104. Call put ratio 2.1 calls to 1 put with a focus on April 11 calls as share price down 2.3%.
Archer Aviation (ACHR) 30-day option implied volatility is at 66; compared to its 52-week range of 59 to 112. Call put ratio 3.5 calls to 1 put with a focus on January 5 calls as share price down 2.2%.
Option implied volatility into quarter results and outlook
Applied Digital (APLD) October 9 weekly call option implied volatility is at 174, October is at 107; compared to its 52-week range of 74 to 140. Call put ratio 1 call to 1 put with a focus on October 9 weekly 24.50 and 25 calls into the expected release
of quarter results today after the bell.
PepsiCo (PEP) October 9 weekly call option implied volatility is at 60, October is at 35; compared to its 52-week range of 17 to 32. Call put ratio 1.3 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 90, October is at 58; compared to its 52-week range of 33 to 62. Call put ratio 1.9 calls to 1 put with a focus on October 9 weekly 90 calls into the expected release of quarter
results before the bell on October 9.
Options with decreasing option implied volatility: MULL MUU RAM VIX PENG EWZ MU NKE DRAM PBR STRC
Increasing unusual option volume: EWG ARDX AZ TWST PENG FEZ DNA SLG BMNU
Increasing unusual call option volume: AZ TWST PENG DNA BMNU LEVI AGI CTVA ANNX WOOF KC STZ
Increasing unusual put option volume: EWG FEZ MTUM TWST CMPS IYR ABCL PENG BXSL NTSK ARKG