Daily IV Report
Pre-Market IV Report November 3, 2026
Pre-Market IV Report November 3, 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 3, 2026
Pre-Market IV Report November 3, 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 CMPS OKTA DJT RBRK SNOW S IEP ULTA JEPQ CRWG CCOI CMPS IREN OFRM CRWV AAOI OKTA HELP CBRS AVR CRDO HPE CHPT SNOW MDB DFTX CRM UNH RYN XHB ISRG BBT AVTR FLO DNLI LKQ HYG BOOM AES RSG
Stocks expected to have increasing option volume: AAPL PLTR AMD AMGN ANET SHOP PFE ETN MPC BKNG APO TEVA XYZ TOST VSNT ARM ON SMCI TOST APO ARM MCD XYZ BKNG MPC ETN PFE NVO DDOG KHC UBER MNST ABNV
United States Oil Fund (USO) 30-day option implied volatility is at 58; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.2 puts amid wide price movement.
Straddle prices into quarter results and outlook
AMD (AMD) November 6 weekly 465 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results today after the bell.
Amgen (AMGN) November 6 weekly 465 straddle priced for a move of 5%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results today after the bell.
Block, Inc (XYZ) November 6 weekly 77 straddle priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell on November 3.
Super Micro Computer (SMCI) November 6 weekly straddle priced for a move of 14%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.
Arm Holdings (ARM) November 6 weekly 197.50 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 4.
McDonald's (MCD) November 6 weekly 265 straddle priced for a move of 4.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on November 4.
Movers
Mohawk Industries (MHK) 30-day option implied volatility is at 44; compared to its 52-week range of 32 to 57. Call put ratio 1 call to 9.4 puts with a focus on a spreader of 2K contracts of November 125 and 3K contracts of February 150 puts.
Marriott (MAR) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 39. Call put ratio 1.6 calls to 1 put with a focus on November 6 weekly calls as share price down 3.6%.
Pinduoduo (PDD) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 51. Call put ratio 6.5 calls to 1 put with a focus on January 95 calls as share price up 4.7%.
Check Point Software Technology (CHKP) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 68. Call put ratio 1.2 calls to 1 put with a focus on November puts as share price down 6.2%.
Marvell Technology (MRVL) 30-day option implied volatility is at 77; compared to its 52-week range of 45 to 111. Call put ratio 1 call to 1 put as share price down 12.5%.
Neogen Corp. (NEOG) 30-day option implied volatility is at 44; compared to its 52-week range of 35 to 72. Call put ratio 1 call to 1 put with a focus on a spreader of 5K contracts of April 10 puts and April 15 calls.
BB&T Corp. (BBT) 30-day option implied volatility is at 37; compared to its 52-week range of 18 to 68 with a focus on 4200 contracts of December 35 calls as share price up 2.7%.
Upwork Inc. (UPWK) 30-day option implied volatility is at 88; compared to its 52-week range of 45 to 105. Call put ratio 1 call to 1 put a share price up 8.3%.
360 Finance, Inc. (QFIN) 30-day option implied volatility is at 58; compared to its 52-week range of 44 to 73 with a focus on 2K contracts of January 2029 7.5 calls as share price up 3.7%.
Options with decreasing option implied volatility: CART AMZU CPRI INSM CVNA WEN DASH FTNT GEN PINS PYPL SFM TDOC BAX VFC CMG CTSH FDX UPS GEHC EBAY AMZN UPS
Increasing unusual option volume: LKQ UPWK INO XYL GXO MLYS SGI XFOR LSCC SGHC REAL TROW
Increasing unusual call option volume:: XYL GXO ITB SGI MYLS UPWK INO XFOR LSCC REAL SGHC SEV
Increasing unusual put option volume: EWT TROW ICHR USAS XP ALL PAGP ROKU XRX DT LAES IYR
Popular stocks with increasing option volume: MU INTC SPCX ORCL PLTR MRVL HOOD RIOT SOFI BSX CRWV RIVN
Active options: TSLA NVDA MU AMZN AAPL INTC SPCX AMD GOOGL META ORCL PLTR MSFT MRVL HOOD RIOT SOFI BSX CRWV RIVN
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $97.47, natural gas up 1%, gold at $3914