Daily IV Report
Pre-Market IV Report November 10, 2026
Pre-Market IV Report November 10, 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 · November 10, 2026
Pre-Market IV Report November 10, 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: PL BRZE SLS ACAD WGS PL HLF WIX KMB GOLF SGOV
Stocks expected to have increasing option volume: NVDA CRWV AMD AVGO INTC CEG KKR TTWO RKLB ASTS HRB PBR VG ONON CRWV QBTS FLY GRPN RKLB HIMS AMCX SKYD BABA PLUG TTD
Option IV movers
Nvidia (NVDA) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 63. Call put ratio 1.2 calls to 1 put amid headlines.
Broadcom (AVGO) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 66. Call put ratio 1.4 calls to 1 put amid wide price movement.
Intel (INTC) 30-day option implied volatility is at 66; compared to its 52-week range of 47 to 102. Call put ratio 1.7 calls to 1 put amid wide price movement.
Micron Technology (MU) 30-day option implied volatility is at 70; compared to its 52-week range of 45 to 108. Call put ratio 1.2 calls to 1 put amid wide price movement.
United States Oil Fund (USO) 30-day option implied volatility is at 53; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put as oil trends lower.
Straddle prices into quarter results and outlook
CoreWeave (CRWV) November 13 weekly 49 straddle priced for a move of 21%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell on November 10.
Cisco Systems (CSCO) November 13 weekly 99 straddle priced for a move of 9%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 11.
Applied Materials (AMAT) November 13 weekly 370 straddle priced for a move of 9%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November 12.
Nebius Group (NBIS) November 13 weekly 141 straddle priced for a move of 18%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on November 12.
Options with decreasing option implied volatility: PTIR MGNI APP FSLY SHOP SNAP INOD U COMP FOUR DDOG MNDY NET RUN HUBS PTON GEO SDGR TEAM SHAK BROS HNGE CELH WSC XYZ MTCH FIG ZTS CHTR ZVRA OSCR LYFT AKAM UPST NRG DT BILL CAVA
Increasing unusual option volume: IHI CMPX ZURA LKQ LION SGMT REPL REAL ULCC SGOV BRZE AZ PPG LFMD OLMA TGT DLR WGS ASX
Increasing unusual call option volume: LIOIN REPL TGT REAL PPG ASX CC BRZE ETOR ZURA
Increasing unusual put option volume: ZURA DLR WRBY WGS MNDY IONS ARR SN WIX WMB EWT IMXI FRVO
Popular stocks with increasing option volume: INTC PCG CRWV SOFI AVGO IREN RIOT HOOD PLTR TGT
Active options: NVDA TSLA AAPL SPCX AMD MU AMZN INTC GOOGL META PCG CRWV SOFI AVGO MSFT IREN RIOT HOOD PLTR TGT
Global S&P Futures mixed to up in premarket, Nikkei up 2.8%, Germany up 1%, WTI Crude oil recently at $84.86, natural gas mixed, gold at $4085