Daily IV Report
Pre-Market IV Report October 14, 2026
Pre-Market IV Report October 14, 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 14, 2026
Pre-Market IV Report October 14, 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 SE CZR ONON CSCO IMXI LIFE AZ RAM FUN CIFR WULF RIOT GTB APT ALHC CCC IEP DRAM WU TX MUB UUP
Stocks expected to have increasing option volume: ASML BAC MS BLK FAST STT TSM SCHW AMAT GME T NOW LQDA
Option IV into SEMICON West conference
AMD (AMD) 30-day call option implied volatility is 56; compared to its 52-week range of 42 to 89. Call put ratio 1.4 calls to 1 put amid SEMICON West conference.
Intel (INTC) 30-day call option implied volatility is 65; compared to its 52-week range of 47 to 102. Call put ratio 1.9 calls to 1 put amid SEMICON West conference.
Qualcomm (QCOM) 30-day option implied volatility is at 54; compared to its 52-week range of 27 to 93. Call put ratio 2.9 calls to 1 put amid SEMICON West conference.
Marvell Technology (MRVL) 30-day option implied volatility is at 60; compared to its 52-week range of 45 to 111. Call put ratio 1.6 calls to 1 put amid SEMICON West conference.
Straddle prices into quarter results and outlook
Taiwan Semi (TSM) October 445 straddle priced for a move of 4.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 15.
Charles Schwab (SCHW) October 96 straddle priced for a move of 5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 15.
Prologis (PLD) October 135 straddle priced for a move of 4%. Call put ratio 3.3 calls to 1 put into the expected release of quarter results before the bell on October 15.
Bank of New York Mellon (BNY) October 140 straddle priced for a move of 5%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on October 15.
Infosys Limited (INFY) October 11 straddle priced for a move of 9%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results before the bell on October 15.
Interactive Brokers (IBKR) October 88 straddle priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 15.
Alcoa (AA) October 41.50 straddle priced for a move of 7.5%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on October 15.
Movers
Walt Disney (DIS) 30-day option implied volatility is at 25; compared to its 52-week range of 20 to 40. Call put ratio 1 call to 2.6 puts with a focus on 21K contracts of October 23 weekly 106 puts.
Apollo Global Management (APO) 30-day option implied volatility is at 43; compared to its 52-week range of 26 to 56 with a focus on a spreader of 9K contracts of November 95 puts and 9K contracts of November 105 puts.
Warner Music Group Corp. (WMG) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 55 with a focus on 3100 contracts of April 35 calls.
AST SpaceMobile (ASTS) 30-day option implied volatility is at 86; compared to its 52-week range of 70 to 129. Call put ratio 1.7 calls 1 put as share price down 7.5%.
Viking (VIK) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 58 with a focus on October 85 calls.
Six Flags (FUN) 30-day option implied volatility is at 83; compared to its 52-week range of 60 to 100. Call put ratio 1 call to 4.1 puts with a focus on October 10 puts amid wide price movement.
Liquidia Technologies (LQDA) 30-day option implied volatility is at 127; compared to its 52-week range of 74 to 183. Call put ratio 1.6 calls to 1 put into and United Therapeutics (UTHR) reached a global settlement agreement that resolves all pending
litigation between the companies.
United Therapeutics (UTHR) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 67. Call put ratio 6.2 calls to 1 put with a focus on October and January 580 calls into Liquidia (LQDA) and United Therapeutics reached a global
settlement agreement that resolves all pending litigation between the companies.
Green Plains (GPRE) 30-day option implied volatility is at 61; compared to its 52-week range of 45 to 94 with a focus on 1900 contracts of October 15 calls.
Options with decreasing option implied volatility: ALHC PENG HUM UNH STZ
Increasing unusual option volume: BMBL MAT ZURA CCC KRMN ERIC FUN FDXF REI FLG
Increasing unusual call option volume: MAT BMBL FLG CCC REI QSR MUX GTM GMAB ITB DK ITUB LVS
Increasing unusual put option volume: MAT XP ABR DLLL FEZ GFL MUB GTLB AMRZ EIX GEN
Popular stocks with increasing option volume: WMT IREN SOFI CRWV PLTR SKYX ORCL WULF
Active options: NVDA AAPL MU SPCX META TSLA INTC MSFT AMD AMZN CIFR GOOGL WMT IREN SOFI CRWV PLTR SKYX ORCL WULF
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $94.53, natural gas mixed, gold at $4172