Daily IV Report
Pre-Market IV Report November 11, 2026
Pre-Market IV Report November 11, 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 11, 2026
Pre-Market IV Report November 11, 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 NVDL NVDX PL IMXI ORKA CLX URGN NVDY LFST CL NAT VALE OTTR WUAL VICI HYG SLN BIL
Stocks expected to have increasing option volume: NVDA CRWV QBTS SLAB RGTI PBR FLY WIX STUB SONO CAPR CSCO AMAT NBIS CBRS SPCE SPIR
Straddle prices into quarter results and outlook
Cisco Systems (CSCO) November 13 weekly 98 straddle priced for a move of 9%. Call put ratio 3.4 calls to 1 put into the expected release of quarter results after the bell on November 12.
Applied Materials (AMAT) November 13 weekly 372.50 straddle priced for a move of 10%. 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 134 straddle priced for a move of 19%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on November 12.
Movers
Nvidia (NVDA) 30-day option implied volatility is at 59; compared to its 52-week range of 29 to 63. Call put ratio 1.1 calls to 1 put amid headlines.
Qualcomm (QCOM) 30-day option implied volatility is at 51; compared to its 52-week range of 27 to 93. Call put ratio 1.9 calls to 1 put with a focus on a spreader of 1200 contracts of December 170 calls and puts.
ExxonMobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 37. Call put ratio 2.2 calls to 1 put amid wide price movement.
Chevron (CVX) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 33. Call put ratio 2.3 calls to 1 put amid wide price movement.
Valero Energy (VLO) 30-day option implied volatility is at 50; compared to its 52-week range of 30 to 56. Call put ratio 3.2 calls to 1 put amid wide price movement.
Sea Ltd. (SE) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 76. Call put ratio 2.3 calls to 1 put with a focus on January 90 and 97.50 calls.
Embraer (EMBJ) 30-day option implied volatility is at 42; compared to its 52-week range of 32 to 52. Call put ratio 3.5 calls to 1 put with a focus on November 70 and 80 calls as share price up 7.5%.
Sagimet Biosciences (SGMT) 30-day option implied volatility is at 85; compared to its 52-week range of 59 to 108 with a focus on 5K contracts of January 10 calls.
Dropbox (DBX) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 52 with a focus on 6500 contracts of April 25 puts.
On Holding AG (ONON) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 66. Call put ratio 1.1 calls to 1 put as share price down 7%.
Bristow Group (VTOL) 30-day option implied volatility is at 43; compared to its 52-week range of 30 to 65 with a focus on 3100 contracts of November 45 calls as share price up 5.7%.
Summit Midstream Corporation (SMC) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 74 with a focus on 4K contracts of November 35 calls as share price up 7.3%.
BellRing Brands (BRBR) 30-day option implied volatility is at 90; compared to its 52-week range of 43 to 111 with a focus on 4800 contracts of November 12.50 calls.
Options with decreasing option implied volatility: APPS MGNI AGLT FSLY MNDY JANX APP COMP ZVRA SNAP WYFI INOD U HUBS FOUR RUN TEAM SDGR SRPT LMND TGTX W LYFT CHTR FIG ZTS CAVA BILL HIMX FLUT WSC SE CPNG XYZ PZZA AKAM OSCR ONON NRG Z ABNB CVS EXPE MNST
BKNG HUM CI SONY UBER WU FIS MELI NVO AIG
Increasing unusual option volume: LFMD CLBT ALC YELP MUX MXEF BRBR WGS GFL SGMT GO IRON
Increasing unusual call option volume: GFL MUX ALC SGMT C SGHC FXY GPN PAGP SANM HROW
Increasing unusual put option volume: GPRO WGS DBX EWT CARR MXEF XYL KOS GRPN LCID SG XRX CL CNC
Popular stocks with increasing option volume: MU CRWV INTC GFL AVGO IREN SOFI HIMS MARA MSTR LCID
Active options: NVDA TSLA AMD SPCX AAPL MU AMZN MSFT CRWV INTC GFL AVGO IREN SOFI GOOGL HIMS MARA MSTR LCID META
Global S&P Futures up in premarket, Nikkei up 2%, Germany up, WTI Crude oil recently at $87, natural gas mixed, gold at $4058