Daily IV Report
Pre-Market IV Report November 6, 2026
Pre-Market IV Report November 6, 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 6, 2026
Pre-Market IV Report November 6, 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: NEBX BEX MULL FPS TECL CRDO NBIS SNDK MU MXL BE MDB MAT RBRK PL SMH AMAT TSLA XLK DG PCG ULTA ASO TXN NXPI GEV PWR TTMI VRT STX DELL MRVL GLXY HPE CLS DFTX MAT RBRK SKHY TTMI
Stocks expected to have increasing option volume: ABNB TEAM HUM MRNA BAM OKLO CHTR STWD CRWV NVDA TSLA SPCX MRNA SRPT LOCO SVV FROG FIGS TXRH DKNG FLUT NET AFRM SOLV DBX IREN AKAM MU
Option IV
United States Oil Fund (USO) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 128. Call put ratio 1.5 calls to 1 put amid wide price movement.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 34; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 1 put.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 22; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.4 puts.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 17. Call put ratio 1.5 calls to 1 put.
Financial Select Sector SPDR ETF (XLF) 30-day option implied volatility is at 20; compared to its 52-week range of 13 to 29. Call put ratio 1 call to 3.1 puts with focus on 1OK contracts of January 60 calls.
SpaceX (SPCX) 30-day option implied volatility is at 67; compared to its 52-week range of 43 to 116. Call put ratio 1.1 calls to 1 put amid wide price movement.
Tesla (TSLA) 30-day option implied volatility is at 57; compared to its 52-week range of 37 to 61. Call put ratio 1.1 calls to 1 put amid wide price movement.
Nvidia (NVDA) 30-day option implied volatility is at 63; compared to its 52-week range of 29 to 63. Call put ratio 1 call to 1 put amid wide price movement.
Broadcom (AVGO) 30-day option implied volatility is at 61; compared to its 52-week range of 34 to 66. Call put ratio 1 call to 1.3 puts amid wide price movement.
Intel (INTC) 30-day option implied volatility is at 77; compared to its 52-week range of 47 to 102. Call put ratio 1 call to 1.1 puts amid wide price movement.
Alibaba (BABA) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 53. Call put ratio 2.7 calls to 1 put with a focus on December 120 calls.
Arm Holdings (ARM) 30-day option implied volatility is at 85; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 2.4 puts amid wide price movement.
SK Hynix (SKHY) 30-day call option implied volatility is 85; compared to its 52-week range of 54 to 139. Call put ratio 1.2 calls to 1 put amid wide price movement.
Micron Technology (MU) 30-day option implied volatility is at 83; compared to its 52-week range of 45 to 108. Call put ratio 1 calls to 1 put amid wide price movement.
Sandisk (SNDK) 30-day option implied volatility is at 104; compared to its 52-week range of 63 to 163. Call put ratio 1 call to 1.1 puts amid wide price movement.
AMD (AMD) 30-day option implied volatility is at 75; compared to its 52-week range of 42 to 89. Call put ratio 1.1 calls to 1 put amid wide price movement.
Western Digital (WDC) 30-day option implied volatility is at 88; compared to its 52-week range of 61 to 117. Call put ratio 1 call to 1.1 puts amid wide price movement.
CoreWeave (CRWV) 30-day option implied volatility is at 134; compared to its 52-week range of 68 to 134. Call put ratio 1 call to 1 put amid wide price movement.
IREN Limited (IREN) 30-day option implied volatility is at 145; compared to its 52-week range of 73 to 145. Call put ratio 1.4 calls to 1 put amid wide price movement.
Nebius Group (NBIS) 30-day option implied volatility is at 130; compared to its 52-week range of 71 to 168. Call put ratio 1 call to 1.2 puts amid wide price movement.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 105; compared to its 52-week range of 76 to 181. Call put ratio 1.1 calls to 1 put amid wide price movement.
Cerebras Systems (CBRS) 30-day option implied volatility is at 120; compared to its 52-week range of 67 to 128. Call put ratio 1 call to 1.1 puts amid wide price movement.
Oracle (ORCL) 30-day option implied volatility is at 67; compared to its 52-week range of 41 to 85. Call put ratio 1.2 calls to 1 put amid wide price movement.
Wolfspeed (WOLF) 30-day option implied volatility is at 100; compared to its 52-week range of 79 to 205. Call put ratio 3 calls to 1 put amid wide price movement.
TeraWulf (WULF) 30-day option implied volatility is at 128; compared to its 52-week range of 76 to 128. Call put ratio 1.4 calls to 1 put amid wide price movement.
Qualcomm (QCOM) 30-day option implied volatility is at 58; compared to its 52-week range of 27 to 93. Call put ratio 1 call to 1 put amid wide price movement.
Microsoft (MSFT) 30-day option implied volatility is at 31; compared to its 52-week range of 19 to 47. Call put ratio 1.4 calls to 1 put amid wide price movement.
Alphabet (GOOGL) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 43. Call put ratio 1.3 calls to 1 put amid wide price movement.
Dell Technologies (DELL) 30-day option implied volatility is at 101; compared to its 52-week range of 39 to 100. Call put ratio 1 call to 1.5 puts amid wide price movement.
Meta Platforms (META) 30-day call option implied volatility is 45; compared to its 52-week range of 24 to 57. Call put ratio 1.7 calls to 1 put amid wide price movement.
Marvell Technology (MRVL) 30-day option implied volatility is at 93; compared to its 52-week range of 45 to 111. Call put ratio 1 call to 1.3 puts amid wide price movement.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 59; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 3 puts amid wide price movement.
Ishares Phlx Sox Semiconductor Sector Index Fund (SOXX) 30-day option implied volatility is at 62; compared to its 52-week range of 28 to 67. Call put ratio 1 call to 9.3 puts amid wide price movement.
Direxion Daily Semiconductor Bull 3x Shares (SOXL) 30-day option implied volatility is at 187; compared to its 52-week range of 81 to 196. Call put ratio 2 calls to 1 put amid wide price movement.
Dataram (DRAM) 30-day option implied volatility is at 83; compared to its 52-week range of 47 to 107. Call put ratio 1 call to 1.3 put amid wide price movement.
GE Vernova (GEV) 30-day option implied volatility is at 54; compared to its 52-week range of 42 to 72. Call put ratio 1 call to 1.7 puts amid wide price movement.
Caterpillar (CAT) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 56. Call put ratio 1 call to 1.3 puts.
Corning (GLW) 30-day option implied volatility is at 74; compared to its 52-week range of 36 to 97. Call put ratio 1.1 calls to 1 put amid wide price movement.
BorgWarner (BWA) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 61 with a focus on a spreader of January 55 and 60 calls.
TPG (TPG) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 60 with a focus on a spreader of 5K contracts of December 52.50 and 55 calls as share price down 6.8%.
Teradata Corp. (TDC) 30-day option implied volatility is at 75; compared to its 52-week range of 32 to 112. Call put ratio 1 call to 1.2 puts as share price down 4.4%.
MercadoLibre (MELI) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 55. Call put ratio 1 call to 1 put as share price down 13%.
Yelp (YELP) 30-day option implied volatility is at 71; compared to its 52-week range of 26 to 72 with a focus on 3K contracts of November 23 puts.
monday.com Ltd. (MNDY) 30-day option implied volatility is at 108; compared to its 52-week range of 48 to 113. Call put ratio 2.1 calls to 1 with a focus on 1500 contracts of November 130 calls as share price down 3.5%.
Straddle prices into quarter results and outlook
Constellation Energy Group, Inc. (CEG) November 13 weekly 240 straddle priced for a move of 14%. Call put ratio 1 call to 1.9 puts into the expected release of quarter results before the bell on November 9.
KKR & Co. (KKR) November 13 weekly 98 straddle priced for a move of 8%. Call put ratio 1 call to 3.3 puts into the expected release of quarter results before the bell on November 9.
SkyDance (SKYD) November 13 weekly 8 straddle priced for a move of 13%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results after the bell on November 9.
Take-Two Interactive Software (TTWO) November 13 weekly 212.50 straddle priced for a move of 9%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on November 9.
Rocket Lab USA, Inc. (RKLB) November 13 weekly 46 straddle priced for a move of 18%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 9.
AST SpaceMobile (ASTS) November 13 weekly 30 straddle priced for a move of 19%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on November 9.
Options with decreasing option implied volatility: HLF RBLX PINS CPRI MGNI FOUR APP PTON
Increasing unusual option volume: MIR CIM ANNX ADMA FE BWA ADMA FE BWA TECH
Increasing unusual call option volume: FE ANNX MTUM TECH SIRI CHKP SGHC URA
Increasing unusual put option volume: EWT PAA LAES PAGP GG OWL CSGP TROW
Popular stocks with increasing option volume: CRWV IREN SOFI HOOD ORCL AVGO RIOT NBIS MRVL
Active options: NVDA TSLA MU SPCX INTC AAPL AMD AMZN PLTR GOOGL CRWV META IREN SOFI HOOD ORCL AVGO RIOT NBIS MRVL
Global S&P Futures mixed in premarket, Nikkei down 5.5%, Germany mixed, WTI Crude oil recently at $91.40, natural gas up 1%, gold at $4058