Daily IV Report
Pre-Market IV Report November 13, 2026
Pre-Market IV Report November 13, 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 13, 2026
Pre-Market IV Report November 13, 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 KMB SMCX DNLI BZ SMCI KMB NVDL ALKS FRSH SRPT UNF BRZE
Stocks expected to have increasing option volume: CSCO AMAT LLY NVDA PANW AVGOMOD CBRS NMAX
Option IV movement
Nvidia (NVDA) 30-day option implied volatility is at 61; compared to its 52-week range of 29 to 63. Call put ratio 1.1 calls to 1 put into share price up 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 57; compared to its 52-week range of 34 to 66. Call put ratio 2 calls to 1 put into share price lower before the bell.
AMD (AMD) 30-day option implied volatility is at 65; compared to its 52-week range of 42 to 89. Call put ratio 1.7 calls to 1 put.
Microsoft (MSFT) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 47. Call put ratio 1 call to 1 put amid global service outage.
Eli Lilly & Co. (LLY) 30-day option implied volatility is at 33; compared to its 52-week range of 28 to 49. Call put ratio 1 call to 1 put as share price near all-time high.
Johnson & Johnson (JNJ) 30-day option implied volatility is at 26; compared to its 52-week range of 17 to 31. Call put ratio 2 calls to 1 put as share price near all-time high.
Apple (AAPL) 30-day option implied volatility is at 22; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 1 put as share price near upper end of range.
Alibaba (BABA) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 53. Call put ratio 1.8 calls to 1 put.
United Airlines (UAL) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 78. Call put ratio 18.4 call to 1.2 puts with a focus on a spreader of 78K contracts of December 125 and 140 calls.
Delta Air Lines (DAL) October 9 weekly call option implied volatility is at 38, November is at 55; compared to its 52-week range of 33 to 62. Call put ratio 17.9 calls to 1 put with a focus on a spreader of 137K contracts of December 95 and 105 calls.
JetBlue Airways (JBLU) 30-day option implied volatility is at 79; compared to its 52-week range of 49 to 173. Call put ratio 1 call to 1.3 puts.
Southwest Airlines (LUV) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 66. Call put ratio 1.2 calls to 1 put.
American Airlines (AAL) 30-day option implied volatility is at 46; compared to its 52-week range of 39 to 68. Call put ratio 1 call to 1.6 puts.
Allegiant Travel (ALGT) 30-day option implied volatility is at 57; compared to its 52-week range of 51 to 79. Call put ratio 2.1 calls to 1 put.
Modine Manufacturing (MOD) 30-day option implied volatility is at 81; compared to its 52-week range of 60 to 104. Call put ratio 3.1 calls to 1 put into Samsung in discussions to buy MOD, Bloomberg reports.
Alibaba (BABA) 30-day option implied volatility is at 50; compared to its 52-week range of 33 to 53. Call put ratio 1.8 calls to 1 put with a focus on January 115 calls, January 140 puts and January 145 puts.
Coinbase (COIN) 30-day option implied volatility is at 68; compared to its 52-week range of 49 to 96. Call put ratio 2.2 calls to 1 put as share price trends lower.
Nebius Group (NBIS) 30-day option implied volatility is at 97; compared to its 52-week range of 71 to 168. Call put ratio 2.1 calls to 1 put as share price down 17%.
Zevra Therapeutics (ZVRA) 30-day option implied volatility is at 60; compared to its 52-week range of 47 to 113 with a focus on a spreader of 4500 contracts of December 10 2027 and January 10 2028 puts as share price down 4.7%.
Alkermes (ALKS) 30-day option implied volatility is at 52; compared to its 52-week range of 36 to 69 with a focus on 3K contracts of December 50 calls.
GXO Logistics, Inc. (GXO) 30-day option implied volatility is at 35; compared to its 52-week range of 30 to 55 with a focus on 1GXO0,500 contracts of November 57.50 calls.
MPLX LP (MPLX) 30-day option implied volatility is at 17; compared to its 52-week range of 14 to 21 with a focus on a spreader of 14K contracts of December 60 and March 60 calls.
CG Oncology (CGON) 30-day option implied volatility is at 177; compared to its 52-week range of 63 to 167 with a focus on 3700 contracts of November 80 calls trading at $7.30.
Straddle prices into quarter results and outlook
Trip.com Group (TCOM) November 42.50 straddle priced for a move of 6.5%. Call put ratio 1 call to 5.6 puts with a focus on March 25 puts into the expected release of quarter results on November 16.
Options with decreasing option implied volatility: APPS MNDY AGLT CRWV JANX FPS IBRX IREN INOD COMP SG SRPT BILL ONON KTOS STUB WEN WYNN LYV OXY NDX VGT MAGS XSP XLI
Increasing unusual option volume: PLCE DVA CMPX GXO FRSH CYTK ED SLI MSCI SJM XTND SGOV KRMN HTFL CTVA ETR
Increasing unusual call option volume: GXO CMPX DVA CYTK FRSH OTIS XTND UL GMAB MPLX
Increasing unusual put option volume: UAA AS KRMN EWT WGS GPN XP RITM IONS DLR STNG
Popular stocks with increasing option volume: MU SPCX CRWV MSTR NBIS SMCI AVGO INTC RIOT DAL IREN SOFI BABA
Active options: NVDA AMD AAPL TSLA MU SPCX CRWV GOOGL MSTR NBIS AMZN SMCI AVGO INTC RIOT DAL META IREN SOFI BABA
Global S&P Futures mixed to up in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $88.33, natural gas down 2%, gold at $3895