Daily IV Report
Pre-Market IV Report October 13, 2026
Pre-Market IV Report October 13, 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 13, 2026
Pre-Market IV Report October 13, 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: CAPR EQPT CSCO JMIA SE IMXI SE PRGO TDOC LION FIGS TTD BHC TRMD IMVT RGR FICO DHT ROIV CSCO ONON AES FXE PAGP BKLN EWY
Stocks expected to have increasing option volume: JPM BAC C WFC MS GS PNC C MS ASML FUN
Option IV into SEMICON West conference
Ishares Phlx Sox Semiconductor Sector Index Fund (SOXX) 30-day option implied volatility is at 35; compared to its 52-week range of 28 to 67. Call put ratio calls 1 put with a focus on a spreader of 1K contracts of October 23 weekly 550 calls and puts
into Semicon West 2026.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 59. Call put ratio 1 call 2.2 puts with a focus on February and May puts into Semicon West 2026.
Straddle prices into quarter results and outlook
ASML Holdings (ASML) October 1750 straddle priced for a move of 7%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on October 14.
Bank of America (BAC) October 55 straddle priced for a move of 4.5%. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on October 14.
Morgan Stanley (MS) October 190 straddle priced for a move of 4.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on October 14.
Movers
Salesforce (CRM) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 61. Call put ratio 1.4 with a focus as share price up 1.6%.
Adobe Systems (ADBE) 30-day option implied volatility is at 41; compared to its 52-week range of 24 to 63. Call put ratio 1 call 1.8 puts as share price down 1.9%.
Enterprise Products Partners (EPD) 30-day option implied volatility is at 20; compared to its 52-week range of 11 to 23 with a focus on 2500 contracts of October 36.50 calls.
Palo Alto Networks (PANW) 30-day option implied volatility is at 50; compared to its 52-week range of 25 to 78. Call put ratio 1.1 calls 1 put as share price down 4.7%.
Alamos Gold (AGI) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 64. Call put ratio 1 call 1 put as share price down 1.7%.
Canadian Solar (CSIQ) 30-day option implied volatility is at 74; compared to its 52-week range of 70 to 112 with a focus on 6K contracts of January 5 puts.
GE HealthCare (GEHC) 30-day option implied volatility is at 38; compared to its 52-week range of 24 to 44 with a focus a spreader of 2K contracts of October 68 and 72 calls, share price up 2.9%.
Fiserv Inc (FISV) 30-day option implied volatility is at 53; compared to its 52-week range of 34 to 72. Call put ratio 6.4 calls 1 put with a focus on 20K contracts of November 50 calls.
Teucrium Corn Fund (CORN) 30-day option implied volatility is at 17; compared to its 52-week range of 15 to 43. Call put ratio 1.4 calls 1 put with a focus on amid wide price movement.
Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 22; compared to its 52-week range of 19 to 58. Call put ratio 5.5 calls 1 put with a focus on amid wide price movement.
Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 16; compared to its 52-week range of 11 to 27. Call put ratio 1 call 1.8 puts with a focus on amid wide price movement.
Syndax Pharmaceuticals (SNDX) 30-day option implied volatility is at 101; compared to its 52-week range of 53 to 120. Call put ratio 1 call 1.3 puts into share price lower before the bell.
Kroger (KR) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 39. Call put ratio 1.2 calls 1 put amid headlines.
Six Flags (FUN) 30-day option implied volatility is at 72; compared to its 52-week range of 60 to 100. Call put ratio 1 call 1 put.
Options with decreasing option implied volatility: PENG ALHC CCXI STZ PEP HYG
Increasing unusual option volume: GFL CCC OLLI MAT NBIZ ASX ARDX
Increasing unusual call option volume: GFL BMBL CCC QSI ASX MAT DAC ADM
Increasing unusual put option volume: BUG MAT BORR ABSI FXE FRO XLP ABR XP
Popular stocks with increasing option volume: SOFI CRWV IREN AVGO ORCL GME MSTR NBIS
Active options: NVDA TSLA META AAPL MU SPCX INTC AMZN MSFT AMD PLTR GOOGL SOFI CRWV IREN AVGO ORCL GME MSTR NBIS
Global S&P Futures mixed in premarket, Nikkei down 1%, Germany mixed, WTI Crude oil recently at $92, natural gas mixed, gold at $4211