Daily IV Report
Pre-Market IV Report October 15, 2026
Pre-Market IV Report October 15, 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 15, 2026
Pre-Market IV Report October 15, 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 CCXI EQPT CRWV IREN SEI JMIA SE VCX CSCO ONON CZR DFH IREX
CRWG CWVX BSP SEI IREN SOXS CCOI WULF CIFR PRGO VCX KURA ALB ETN MMM KSA TPG ZTO PSQ GDX KBE VGT VLY MPLX BZH BRKB
Stocks expected to have increasing option volume: QCOM ARM MU SNDK WDC SKHY INTC AMD MRVL AVGO NVDA BE IBKR SCHW AA CRWV RKLB PCG EIX USB PNC
Movement
Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 75. Call put ratio 1.2 calls to 1 put.
Broadcom (AVGO) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 66. Call put ratio 1.22 calls to 1 put.
Alibaba (BABA) 30-day option implied volatility is at 40; compared to its 52-week range of 33 to 55. Call put ratio 2.7 calls to 1 put with a focus on October 118 puts.
CoreWeave (CRWV) 30-day option implied volatility is at 94; compared to its 52-week range of 68 to 124. Call put ratio 1 call to 1.3 puts amid wide price movement.
Arm Holdings (ARM) 30-day option implied volatility is at 74; compared to its 52-week range of 42 to 113. Call put ratio 1 call to 1.2 puts.
Super Micro Computer (SMCI) 30-day option implied volatility is at 85; compared to its 52-week range of 56 to 107. Call put ratio 2.1 calls to 1 put.
IREN Limited (IREN) 30-day option implied volatility is at 99; compared to its 52-week range of 73 to 141. Call put ratio 1.2 calls to 1 put amid wide price movement.
Nebius Group (NBIS) 30-day option implied volatility is at 88; compared to its 52-week range of 71 to 168. Call put ratio 1.2 calls to 1 put amid wide price movement.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 85; compared to its 52-week range of 76 to 181. Call put ratio 1 call to 1 put amid wide price movement.
Cerebras Systems (CBRS) 30-day option implied volatility is at 79; compared to its 52-week range of 66 to 128. Call put ratio 1.5 calls to 1 put amid wide price movement.
Oracle (ORCL) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 85. Call put ratio 1.3 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 2.9 calls to 1 put.
TeraWulf (WULF) 30-day option implied volatility is at 101; compared to its 52-week range of 76 to 121. Call put ratio 2.1 calls to 1 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 1.6 puts.
Caterpillar (CAT) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 56. Call put ratio 1 call to 1.5 puts.
Venture Global (VG) 30-day option implied volatility is at 63; compared to its 52-week range of 54 to 97. Call put ratio 1 call to 3.4 puts.
DigitalOcean (DOCN) 30-day option implied volatility is at 103; compared to its 52-week range of 49 to 114. Call put ratio 1.3 calls to 1 put.
Block, Inc (XYZ) 30-day option implied volatility is at 56; compared to its 52-week range of 34 to 73. Call put ratio 1 call to 1.7 puts.
Bending Spoons (BSP) 30-day option implied volatility is at 138; compared to its 52-week range of 65 to 138. Call put ratio 1 call to 1.7 puts.
Toast (TOST) 30-day option implied volatility is at 59; compared to its 52-week range of 37 to 74. Call put ratio 1 call to 1.1 puts.
Straddle prices into quarter results and outlook
Alcoa (AA) October 40 straddle priced for a move of 8.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Travelers (TRV) October 380 straddle priced for a move of 3.5%. Call put ratio 3.4 calls to 1 put into the expected release of quarter results before the bell on October 16.
Options with decreasing option implied volatility: LQDA ALHC HUM UNH FAST
Increasing unusual option volume: CMPX UTHR AIPO BSP UNIT CRVS UMC
Increasing unusual call option volume: UMC MCHP GFL GLNG CMPX VWO SAIL BMBL
Increasing unusual put option volume: XP BSP LAES BKLN APO MAGS PTLO ITB BN
Popular stocks with increasing option volume: CRWV MU SPCX INTC SOFI ORCL IREN BAC NBIS GME PLTR MSTR