Daily IV Report
Pre-Market IV Report November 4, 2026
Pre-Market IV Report November 4, 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 4, 2026
Pre-Market IV Report November 4, 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 JANX OKTA MDB DJT DFTX RBRK SNOW HPE ZS IOT S ULTA DOCU JEPQ IMXI VRDN ZVRA ENOV LIVN QFIN IOT OFG
Stocks expected to have increasing option volume: ARM AMGN BKNG MCD KURA ZVRA OUST TOST ALAB XYZ KHC NVO CRCL UBER KHC CVS DDOG SWKS DOX QDEL USNA DUOL CVS MMM
Movers
Oracle (ORCL) 30-day option implied volatility is at 60; compared to its 52-week range of 41 to 85. Call put ratio 1.8 calls to 1 put with a focus on December 140 puts amid Texas elections.
Apple (AAPL) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 33. Call put ratio 1 call to 1 put after quarter results and outlook.
Palantir (PLTR) 30-day option implied volatility is at 52; compared to its 52-week range of 41 to 72. Call put ratio 1.2 calls to 1 put after quarter results.
Eaton (ETN) 30-day option implied volatility is at 42; compared to its 52-week range of 28 to 52. Call put ratio 3.3 calls to 1 put with a focus on a spreader of 2248 contracts November 6 weekly 397.50 and 420 calls as share price up.
Cloudflare (NET) 30-day option implied volatility is at 88; compared to its 52-week range of 40 to 90. Call put ratio 1.4 calls to 1 put with a focus on March 165 puts as share price up 3.2%.
Adient (ADNT) 30-day option implied volatility is at 65; compared to its 52-week range of 37 to 67 with a focus on 4300 contracts of November 17.50 calls.
Molson Coors Brewing (TAP) 30-day option implied volatility is at 39; compared to its 52-week range of 24 to 39 with a focus on 2K contracts of December 42.50 puts.
Janus Living (JAN) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 53 with a focus on 2800 contracts of November 35 calls as share price up 4.4%.
Kyndryl (KD) 30-day option implied volatility is at 81; compared to its 52-week range of 34 to 108. Call put ratio 1.2 calls to 1 put with a focus on a spreader of 4207 contracts of November 14 calls and January 11 puts.
Rayonier Advanced Materials (RYAM) 30-day option implied volatility is at 101; compared to its 52-week range of 45 to 10 with the focus on a spreader of 16K contracts of January 9 and 12 calls.
CVS Health (CVS) 30-day option implied volatility is at 42; compared to its 52-week range of 25 to 44. Call put ratio 1 call to 1 put with a focus on November 93 calls.
Straddle prices into quarter results and outlook
Arm Holdings (ARM) November 6 weekly 202.50 straddle priced for a move of 11.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results today after the bell.
Airbnb (ABNB) November 6 weekly 167.50 straddle priced for a move of 8.5%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results after the bell on November 5.
Moderna (MRNA) November 6 weekly 230 straddle priced for a move of 9%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on November 6.
Options with decreasing option implied volatility: CART CVNA AMZU CPRI PINS INSM RIVN RDDT RBLX SFM TNT GEN BAX ETSY NOW AMN CAKE WEN EL CTSH CMG MTCH EBAY FDX
Increasing unusual option volume: RYAM NYT GXO SRAD TAN MDLN CDW ACB KD
Increasing unusual call option volume: GXO RYAM TAN SRAD IMXI KD Q WMB
Increasing unusual put option volume: EL EWT XIFR RIG KD DT XLB SN TOST GILD DNN FIS XP
Popular stocks with increasing option volume: INTC MU ORCL IREN RIOT MRVL HOOD NFLX CRWV WULF
Active options: AAPL NVDA TSLA PLTR SPCX INTC MU AMD ORCL MSFT AMZN GOOGL META IREN RIOT MRVL HOOD NFLX CRWV WULF
Global S&P Futures up in premarket, Nikkei lower, Germany mixed, WTI Crude oil recently at $95.21, natural gas mixed, gold at $4005