Daily IV Report
Pre-Market IV Report October 20, 2026
Pre-Market IV Report October 20, 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 20, 2026
Pre-Market IV Report October 20, 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 FUBO IREN CRWV XP KLAR ROST TGT WMT AS TJX ES ARCC
Stocks expected to have increasing option volume: SPCX NFLX GE COF UAL HAL KEY HAS ALK ISRG MT MMM NOC RTX EWZ PBR ZION STLD
United States Oil Fund (USO) 30-day option implied volatility is at 45; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.1 put as share price up before the bell.
Straddle prices into quarter results and outlook
SpaceX (SPCX) October 23 weekly 148 straddle priced for a move of 8%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results today after the bell.
Netflix (NFLX) October 23 weekly 70 straddle priced for a move of 11%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Meta Platforms (META) October 23 weekly 705 straddle priced for a move of 7%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on October 21.
Tesla (TSLA) October 23 weekly 367.50 straddle priced for a move of 6.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 21.
IBM (IBM) October 23 weekly 237.50 straddle priced for a move of 7.5%. Call put ratio 1.8 call to 1 put into the expected release of quarter results after the bell on October 21.
Movers
Cleveland-Cliffs (CLF) 30-day option implied volatility is at 67; compared to its 52-week range of 53 to 85. Call put ratio 2.6 calls to 1 put with a focus on 23K contracts of October 23 weekly 14 calls and 21K contracts of October 23 weekly 15 calls
as share price up 15.7%.
Genius Sports Limited (GENI) 30-day option implied volatility is at 77; compared to its 52-week range of 34 to 100 with a focus on 3700 contracts of April 10 calls.
Ameriprise Financial (AMP) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 39 with a focus on November calls as share price down 3.5%.
Whirlpool (WHR) 30-day option implied volatility is at 70; compared to its 52-week range of 38 to 78. Call put ratio 3.4 calls to 1 put with a focus on January 30 calls as share price down 5.4%.
Macy's (M) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 74 with a focus on 62K contracts of January 25 puts.
Rentokil Initial (RTO) 30-day option implied volatility is at 45; compared to its 52-week range of 24 to 57 with a focus on 6300 contracts of November 2.50 calls.
Masco Corp. (MAS) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 46. Call put ratio 8.3 calls to 1 put with a focus on 2K contracts of January 80 calls.
GEO Group (GEO) 30-day option implied volatility is at 69; compared to its 52-week range of 42 to 70. Call put ratio 10 calls to 1 put with a focus on a spreader of 6250 contracts of December 26 and 33 calls.
Options with decreasing option implied volatility: LQDA FAST UNH ACI BNY CZR
Increasing unusual option volume: CIM PBRA HAS DXC MMED GLAS
Increasing unusual call option volume: PBRA EL CGON GLAS FLG DYN KNX FE HAS SBLK
Increasing unusual put option volume: EWC VNET M ROL ITUB TSEM EWZ BRUN
Popular stocks with increasing option volume: CRWV PLTR SOFI AVGO IREN CLF ORCL NFLX MSTR
Active options: TSLA AMZN AAPL MU SPCX META INTC AMD CRWV GOOGL PLTR SOFI AVGO IREN MSFT CLF ORCL NFLX MSTR
Global S&P Futures mixed in premarket, Nikkei down 1%, Germany down 1%, WTI Crude oil recently at $108, natural down 2%, gold at $4147