Daily IV Report
Pre-Market IV Report November 9, 2026
Pre-Market IV Report November 9, 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 9, 2026
Pre-Market IV Report November 9, 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: FPS SNDQ MUU FLNC SNDK MU PATH PCG AVGO NVDA BRUN LABD AADX IONS EWTX HE MMED BLX CIM ECH FEZ
Stocks expected to have increasing option volume: NVDA CRWV AMD AVGO INTC CEG KKR SKYD TTWO RKLB ASTS HRB MNDY PBR VG ONON CRWV QBTS FLY
Movers
Nvidia (NVDA) 30-day option implied volatility is at 58; compared to its 52-week range of 29 to 63. Call put ratio 1.3 calls to 1 put amid headlines.
Broadcom (AVGO) 30-day option implied volatility is at 57; compared to its 52-week range of 34 to 66. Call put ratio 1 call to 1 put amid wide price movement.
Intel (INTC) 30-day option implied volatility is at 74; compared to its 52-week range of 47 to 102. Call put ratio 1.5 calls to 1 put 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 77; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.4 puts amid wide price movement.
SK Hynix (SKHY) 30-day call option implied volatility is 81; compared to its 52-week range of 54 to 139. Call put ratio 1.4 calls to 1 put amid wide price movement.
Micron Technology (MU) 30-day option implied volatility is at 78; 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 101; compared to its 52-week range of 63 to 163. Call put ratio 1 call to 1 put amid wide price movement.
AMD (AMD) 30-day option implied volatility is at 70; compared to its 52-week range of 42 to 89. Call put ratio 1 call 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 1.3 calls to 1 put amid wide price movement.
CoreWeave (CRWV) 30-day option implied volatility is at 126; compared to its 52-week range of 68 to 134. Call put ratio 1 call to 1.1 puts amid wide price movement.
IREN Limited (IREN) 30-day option implied volatility is at 117; 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 120; compared to its 52-week range of 71 to 168. Call put ratio 1.2 calls to 1 put into expected quarter results on November 12.
Straddle prices into quarter results and outlook
Petrobras (PBR) November 13 weekly 18.50 straddle priced for a move of 8%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on November 10.
Venture Global (VG) November 13 weekly 11.50 straddle priced for a move of 13%. Call put ratio 3.6 calls to 1 put into the expected release of quarter results before the bell on November 10.
On Holding AG (ONON) November 13 weekly 37.50 straddle priced for a move of 12%. Call put ratio 3 calls to 1 put into the expected release of quarter results before the bell on November 10.
CoreWeave (CRWV) November 13 weekly 46.50 straddle priced for a move of 21%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results after the bell on November 10.
Options with decreasing option implied volatility: APP PTIR MGNI QURE INOD HLF FSLY SHOP U FOUR LMND FISV TEAM FIG PTON TOST SHAK MTCH ELF PLTR LYFT NET BROS HNGE DUOL EL WSC ZTS PZZA CPNG CVS SONY FIS CLX NVO UBER
Increasing unusual option volume: PPL CMPX MMED CIM CGON SGHC SARO INO
Increasing unusual call option volume: SGHC MMED HONA MTUM GCT WGMI VSAT
Increasing unusual put option volume: EWT MAT PTON WGS BUG TMDX DLR DNUT
Popular stocks with increasing option volume: HOOD SOFI MSTR ORCL
Active options: NVDA TSLA MU SPCX AMD INTC META IREN AMZN MSTR WULF GOOGL PLTR ORCL CRWV HOOD AVGO MSFT SOFI
Global S&P Futures mixed to up in premarket, Nikkei down 2%, Germany mixed, WTI Crude oil recently at $90.33, natural gas mixed, gold at $4106