Daily IV Report
Pre-Market IV Report October 16, 2026
Pre-Market IV Report October 16, 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 16, 2026
Pre-Market IV Report October 16, 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 GRRR IREN JMIA CRWV FMC EWZ SE CSCO STRC IREX IMNM AVAH FMC YSS EWZS EWZ GFL CRVS RPD BZ KOD FIG STLN SAIL ITUB FLO
Stocks expected to have increasing option volume: CRWV BE NBIS ORCL NFIX CFG MTB RF TRV AA VRNS
Movers
Oracle (ORCL) 30-day option implied volatility is at 58; compared to its 52-week range of 41 to 85. Call put ratio 1.2 calls to 1 put into a company hosted investor meeting on October 28.
CoreWeave (CRWV) 30-day option implied volatility is at 93; compared to its 52-week range of 68 to 124. Call put ratio 1.3 calls to 1 put amid wide price movement.
Arm Holdings (ARM) 30-day option implied volatility is at 75; compared to its 52-week range of 42 to 113. Call put ratio 1.4 calls to 1 put.
IREN Limited (IREN) 30-day option implied volatility is at 103; 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 89; compared to its 52-week range of 76 to 181. Call put ratio 1.6 calls to 1 put amid wide price movement.
Nvidia (NVDA) 30-day option implied volatility is at 35; compared to its 52-week range of 29 to 75. Call put ratio 1.8 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 1.5 calls to 1 put.
Straddle prices into quarter results and outlook
Fifth Third Bancorp (FITB) November 50 straddle priced for a move of 4.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on October 19.
Steel Dynamics (STLD) November 240 straddle priced for a move of 8.5%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results after the bell on October 19.
Option movers
Marsh (MRSH) 30-day option implied volatility is at 24; compared to its 52-week range of 19 to 33. Call put ratio 1 calls 2 puts with a focus on October 175 and 185 puts as share price up 5%.
Walmart (WMT) 30-day option implied volatility is at 25; compared to its 52-week range of 19 to 37. Call put ratio 1.6 calls 1 put with a focus on October 116 and 118 puts.
Cameco Corp. (CCJ) 30-day option implied volatility is at 49; compared to its 52-week range of 43 to 68. Call put ratio 1 call to 7.4 puts with a focus on a spreader of 26486 contracts of October 80 puts and 10906 contracts of November 90 puts.
Roku (ROKU) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 84 with a focus on 8K contracts of October 157.50 calls.
JBS (JBS) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 44 with a focus on 84K contracts of January 15 calls.
AstraZeneca (AZN) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 42 with a focus on a spreader of 11694 contracts of October 170, January 180 and January 210 calls as share price up 3.2%.
Eaton (ETN) 30-day option implied volatility is at 45; compared to its 52-week range of 28 to 52 with a focus on a spreader of 22500 contracts of November 420 and 470 calls as share price down 2.7%.
Options with decreasing option implied volatility: LQDA ALHC HUM UNH FAST DAL ACI
Increasing unusual option volume: JBS NYT KNX OLLI CCC BIRK EH CRBP
Increasing unusual call option volume: JBS KNX CMBT CCC DEO INDA UNIT AZN
Increasing unusual put option volume: UAA BIRK BEKE ARKG TGB XP PTLO SBLK IYR
Popular stocks with increasing option volume: CRWV SPCX INTC MU IREN WULF NBIS PLTR MSTR SOFI NFLX HOOD ORCL
Active options: NVDA CRWV SPCX TSLA INTC MU AAPL IREN AMD AMZN WULF NBIS PLTR MSTR META SOFI NFLX HOOD ORCL MSFT
Global S&P Futures mixed in premarket, Nikkei up 1%, Germany mixed, WTI Crude oil recently at $97.50, natural gas down 1%, gold at $4196