Daily IV Report
Pre-Market IV Report November 12, 2026
Pre-Market IV Report November 12, 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 12, 2026
Pre-Market IV Report November 12, 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 PL EYE AXTX ERAS CART DBA
Stocks expected to have increasing option volume: NVDA AVGO AMD INTC QCOM GLW GOOG MSFT CSCO AMAT NBIS CRWV IREN YETI NMAX CLX JBLU
Option IV, NVDA share price lower before the bell, AVGO up before the bell
Nvidia (NVDA) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 63. Call put ratio 1.7 calls to 1 put into share price lower before the bell and the expected release of quarter results before the bell on November 20.
Broadcom (AVGO) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 66. Call put ratio 1.5 calls to 1 put into share price up before the bell.
Taiwan Semi (TSM) 30-day option implied volatility is at 39; compared to its 52-week range of 31 to 57. Call put ratio 1.9 calls to 1 put with a focus on a spreader of 15K contracts of February 420 and 500 calls.
Corning (GLW) 30-day option implied volatility is at 61; compared to its 52-week range of 36 to 97. Call put ratio 1.4 calls to 1 put.
Intel (INTC) 30-day option implied volatility is at 64; compared to its 52-week range of 47 to 102. Call put ratio 2.3 calls to 1 put with focus on February 50 calls.
Arm Holdings (ARM) 30-day option implied volatility is at 70; compared to its 52-week range of 42 to 113. Call put ratio 2.2 calls to 1 put with a focus on December 180 puts.
AMD (AMD) 30-day option implied volatility is at 62; compared to its 52-week range of 42 to 89. Call put ratio 1.5 calls to 1 put with a focus on a spreader of 12498 contracts of February 590 and 650 calls.
Qualcomm (QCOM) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 93. Call put ratio 2.6 calls to 1 put with a focus on January 250 calls.
Straddle prices into quarter results and outlook
Cisco Systems (CSCO) November 13 weekly 101 straddle priced for a move of 9%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Applied Materials (AMAT) November 13 weekly 395 straddle priced for a move of 8.5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.
Nebius Group (NBIS) November 13 weekly 155 straddle priced for a move of 17%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today before the bell.
Movers
Clorox (CLX) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 47. Call put ratio 4.7 calls to 1 put with a focus on November 110 calls.
Noble Corp (NE) 30-day option implied volatility is at 48; compared to its 52-week range of 33 to 53 with a focus on 2K contracts of March 45 calls.
Rigetti Computing (RGTI) 30-day option implied volatility is at 78; compared to its 52-week range of 65 to 122. Call put ratio 1 call to 1 put.
Kinross Gold (KGC) 30-day option implied volatility is at 49; compared to its 52-week range of 44 to 66 with a focus on December 25 and January 22 calls.
Alamos Gold (AGI) 30-day option implied volatility is at 47; compared to its 52-week range of 43 to 64 with a focus on a spreader of 1995 contracts of January 32 and April 30 puts.
Advance Auto Parts (AAP) 30-day option implied volatility is at 47; compared to its 52-week range of 43 to 82 with a focus on a spreader of 3380 contracts of November 41 and 45 puts.
Options with decreasing option implied volatility: APPS AGLT MNDY MGNI JANX FSLY U HUBS CRWV IBRX GRPN SNAP APP INOD BROS GFL FOUR COMP TEAM OSCR STUB ZTS CHTR LYFT BILL AKAM HIMS HIMX WSC SE GEO CHYM PZZA ONON NRG FICO EXPE AFRM SONY SO AFL WEN CG
Increasing unusual option volume: AWK LFMD VTRS URNM EMN UMC ZION ARDX LSCC
Increasing unusual call option volume: AWK URNM UMC EMN SOLS LSCC SAIL BGS DUOT
Increasing unusual put option volume: EWT FVRR MSFU LEGN TME AFL MPT MMED WGS FROG TMDX
Popular stocks with increasing option volume: CRWV INTC AVGO WULF IREN ORCL NBIS SOFI SNDK MSTR
Active options: NVDA TSLA MU AMD AAPL SPCX CRWV MSFT INTC AMZN META GOOGL AVGO WULF IREN ORCL NBIS SOFI SNDK MSTR
Global S&P Futures mixed to up in premarket, Nikkei mixed, Germany up, WTI Crude oil recently at $85.60, natural gas up 2%, gold at $3952