Daily IV Report
Pre-Market IV Report November 2, 2026
Pre-Market IV Report November 2, 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 · November 2, 2026
Pre-Market IV Report November 2, 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: CAPR SLS ANF TECL APPX BEX CCOI JANX ABTC APP BTDR USD NVDL NVDX DT GMED UGL SVM NXE AAPU PLTR PL KTB KEYS VGT VRT TSM GBTC VTI LAND MAGS MSEX MTUM
Stocks expected to have increasing option volume: AAPL PLTR AMGN ANET SHOP AMD PFE ARM
Straddle prices into quarter results and outlook
Apple (AAPL) November 6 weekly 345 straddle priced for a move of 4.5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results today after the bell.
Palantir (PLTR) November 6 weekly 185 straddle priced for a move of 13%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 2.
AMD (AMD) November 6 weekly 505 straddle priced for a move of 10%. Call put ratio 1 calls to 1 put into the expected release of quarter results after the bell on November 3.
Amgen (AMGN) November 6 weekly 465 straddle priced for a move of 6.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on November 3.
Shopify (SHOP) November 6 weekly 157.50 straddle priced for a move of 13%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on November 3.
Pfizer (PFE) November 6 weekly 30 straddle priced for a move of 4.5%. Call put ratio 3.9 calls to 1 put into the expected release of quarter results before the bell on November 3.
Movement
Wendy's (WEN) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 141. Call put ratio 3.5 calls to 1 put with a focus on a spreader of 2K contracts of December 7 and January 8 calls.
Mattel (MAT) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 65. Call put ratio 2.1 calls to 1 put with a focus on March 18 calls.
Viking Therapeutics (VKTX) 30-day option implied volatility is at 60; compared to its 52-week range of 55 to 133. Call put ratio 4.1 calls to 1 put with a focus on October 30 weekly 25 and 30 calls.
Global Payments (GPN) 30-day option implied volatility is at 60; compared to its 52-week range of 33 to 66. Call put ratio 1.4 calls to 1 put with focus on November 85 calls.
Xponential Fitness, Inc. (XPOF) 30-day option implied volatility is at 103; compared to its 52-week range of 55 to 123 with a focus on November 2.5 calls.
Regeneron (REGN) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 49. Call put ratio 2.2 calls to 1 put.
Inter&Co (INTR) 30-day option implied volatility is at 68; compared to its 52-week range of 35 to 87. Call put ratio 5.3 calls to 1 put.
Equinox Gold Corp. (EQX) 30-day option implied volatility is at 54; compared to its 52-week range of 51 to 76 with a focus on a spreader of 19186 contracts of November 9 and 10 calls.
Galaxy Digital (GLXY) 30-day option implied volatility is at 96; compared to its 52-week range of 74 to 110. Call put ratio 1 call to 4.3 puts with a focus on a spreader of 9K contracts of November 6 weekly 6 and 13 puts.
Gorilla Technology Group (GRRR) 30-day option implied volatility is at 136; compared to its 52-week range of 77 to 137. Call put ratio 1 call to 4.5 puts with a focus on January 7.5 and March 2.5 puts.
Options with decreasing option implied volatility: XP CART EWZ STNE AMZU TWLO INSM CVNA PBR PGY CPRI FTNT NU RBLX WEN ETSY TDOC BAX PINS NOW RCL GEHC FDX F AZN GEN AMZN PYPL NOW
Increasing unusual option volume: UAA CCOI SHOE SGHC COUR XFOR INTR MXEF MMED EW UTHR
Increasing unusual call option volume: SGHC COUR XFOR MMED INTR MPT EW WES MIR EQX AI LSCC
Increasing unusual put option volume: UAA XIFR BBD QQQM REPL BUG CART GPN RSP GGAL CHKP ITUB MXEF XRX TROW IMXI MAGS VIK
Popular stocks with increasing option volume: MSTR CRWV PLTR HOOD NFLX SOFI ORCL
Active options: NVDA INTC TSLA AMZN AAPL MU SPCX GOOGL MSTR AMD META CRWV PLTR GOOG MSFT HOOD NFLX MARA SOFI ORCL
Global S&P Futures up in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $99.77, natural gas up 1%, gold at $3906