Daily IV Report
Pre-Market IV Report November 5, 2026
Pre-Market IV Report November 5, 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 5, 2026
Pre-Market IV Report November 5, 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: JANX OKTA MDB HPE SNOW IOT S ULTA RYTM BLLN PRCT CGON PGEN PSIX EROC FPS MAT MWA FLO RELY LB KGS MNR ETN PWR DOX SRE
Stocks expected to have increasing option volume: USO ARM SNAP COP ABNB TEAM RL U LYFT SQ MRNA SHAK RUN FSLR ENPH CSIQ ARRY SEDG MNST COP SONY PH CNQ SO DUK NET EOG SPG CI TRGP CAH SRE NTRA BDX AXON IRM MTD PBA ECHO DTE AFRM TPR RL GH VTRS CG AKAM QXO
FROG DKNG CPT VIRT DBX CELH TAP OKLO STWD CHTR STRL FIG QCOM EXPE RYTM FIG WOLF CAVA LEU MSI UIS Z ZQ BYND ELF SOC DJT
ExxonMobile (XOM) & Chevron (CVX) option IV movement
ExxonMobil (XOM) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 37. Call put ratio 1.2 calls to 1 put amid wide price movement.
Chevron (CVX) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 33. Call put ratio 1.6 calls to 1 put amid wide price movement.
Card option IV amid price movement
MasterCard (MA) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 33. Call put ratio 1 call to 1 put amid price movement.
Visa (V) 30-day option implied volatility is at 23; compared to its 52-week range of 16 to 33. Call put ratio 1.3 calls to 1 put with a focus on November 200 puts.
American Express (AXP) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 43. Call put ratio 1.6 calls to 1 put with a focus on January 350 calls.
Capital One Financial (COF) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 49. Call put ratio 1 call to 1.3 puts with a focus on November options.
Straddle prices into quarter results and outlook
Airbnb (ABNB) November 6 weekly 176.50 straddle priced for a move of 8.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.
Atlassian (TEAM) November 6 weekly 190 straddle priced for a move of 14%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.
Lyft (LYFT) November 6 weekly 19 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.
Sweetgreen (SG) November 6 weekly 190 straddle priced for a move of 14%. put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.
Moderna (MRNA) November 6 weekly 260 straddle priced for a move of 8.5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 6.
Brookfield Asset Management (BAM) November 6 weekly 55 straddle priced for a move of 5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results before the bell on November 6.
Humana (HUM) November 6 weekly 417.50 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on November 6.
TeraWulf (WULF) November 6 weekly 12 straddle priced for a move of 12%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on November 6.
Starwood Property Trust (STWD) November 13 straddle priced for a move of 6%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on November 6.
Oklo Inc (OKLO) November 6 weekly 22 straddle priced for a move of 13.5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on November 6.
Under Armour Inc (UAA) November 6 straddle priced for a move of 16%. Call put ratio 8.9 calls to 1 put into the expected release of quarter results before the bell on November 6.
Options with decreasing option implied volatility: AMZU CART PTIR INSM CVNA HLF RBLX CPRI RDDT W ZVRA PINS SHOP GGLL SFM TOST
Increasing unusual option volume: GXO SWK MDLN UNM TAN XFOR EGY HESM CODI LBRT ADT
Increasing unusual call option volume: SWK GXO MDLN UNM TAN UAL XFOR OLLI VNET CGON KD DAL AR
Increasing unusual put option volume: BHC BEKE EXE VTRS XME SOC MAT FIS PAGP NRG TRIP CG SONY
Popular stocks with increasing option volume: INTC SPCX RIOT PLTR CRWV NFLX SMCI SOFI IREN HOOD
Active options: AAPL NVDA TSLA AMZN MU INTC SPCX AMD GOOGL MSFT META RIOT PLTR CRWV NFLX SMCI SOFI GOOG IREN HOOD
Global S&P Futures mixed in premarket, Nikkei down 1.5%, Germany mixed, WTI Crude oil recently at $88, natural gas mixed, gold at $4139