Daily IV Report
Pre-Market IV Report October 12, 2026
Pre-Market IV Report October 12, 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 · October 12, 2026
Pre-Market IV Report October 12, 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: EQPT DUOL PTON STRC ASTX LABD CCC ASTS TDAY TMUS ZYME T VZ AMT MUB
Stocks expected to have increasing option volume: JPM BAC C WFC MS GS PNC C
Movement
Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 33. Call put ratio 1.5 calls to 1 put into October 13 launch event title ‘Welcome Home’.
Oracle (ORCL) 30-day option implied volatility is at 54; compared to its 52-week range of 41 to 85. Call put ratio 1.2 calls to 1 put.
AT&T (T) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 37. Call put ratio 1.8 calls to 1 put amid price movement.
T-Mobile (TMUS) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 42. Call put ratio 1.3 calls to 1 put amid price movement.
Verizon (VZ) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 33. Call put ratio 1.1 calls to 1 put amid price movement.
Comcast (CMCSA) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 44. Call put ratio 1.9 calls to 1 put amid price movement.
Charter Communications (CHTR) 30-day option implied volatility is at 76; compared to its 52-week range of 39 to 83. Call put ratio 1.3 calls to 1 put amid price movement.
Straddle prices into quarter results and outlook
JPMorgan (JPM) October 330 straddle priced for a move of 4%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 13.
Johnson & Johnson (JNJ) October 262.50 straddle priced for a move of 3.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on October 13.
UnitedHealth Group (UNH) October 375 straddle priced for a move of 7.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 13.
Goldman Sachs (GS) October 887.50 straddle priced for a move of 6%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results before the bell on October 13.
Wells Fargo (WFC) October 80 straddle priced for a move of 7%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on October 13.
Citigroup (C) October 128 straddle priced for a move of 5%. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on October 13.
Domino's Pizza (DPZ) October 310 straddle priced for a move of 8%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 13.
Albertsons (ACI) October 12 straddle priced for a move of 6.5%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results before the bell on October 13.
Options with decreasing option implied volatility: PENG ALHC EWZ PBR STZ CZR HYG
Increasing unusual option volume: BEKE WMB CRBP QSI CCC ABR GDS
Increasing unusual call option volume: WMB BEKE QSI LKQ GFL CCC CHKP AI
Increasing unusual put option volume: BEKE ABR XP GDS SPXS MAT
Popular stocks with increasing option volume: PLTR INTC MSTR ORCL MRNA SOFI NFLX HOOD
Active options: TSLA NVDA AAPL SPCX MU AMZN PLTR INTC GME AMD MSTR META ASTS MSFT GOOGL ORCL MRNA SOFI NFLX HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $92.60, natural gas mixed, gold at $4201