Daily IV Report
Pre-Market IV Report October 21, 2026
Pre-Market IV Report October 21, 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 21, 2026
Pre-Market IV Report October 21, 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 FUBO IREN EWZ KLAR ROST TGT DIS WMT STRC MYGN ERAS LRN LZ PEGA UNG APOG EIDO BKR OMC PEB AVTX DYN OMAH
Stocks expected to have increasing option volume: SPCX NFLX UAL ALK ISRG SMCI CB
Straddle prices into quarter results and outlook
Meta Platforms (META) October 23 weekly 695 straddle priced for a move of 8%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.
Tesla (TSLA) October 23 weekly 375.50 straddle priced for a move of 6.5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
IBM (IBM) October 23 weekly 240 straddle priced for a move of 8%. Call put ratio 1.9 call to 1 put into the expected release of quarter results today after the bell.
Texas Instruments (TXN) October 23 weekly 277.50 straddle priced for a move of 8%. Call put ratio 1.8 call to put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Western Digital (WDC) October 23 weekly 365 straddle priced for a move of 8%. Call put ratio 2 calls put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 22.
Movers
CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 54; compared to its 52-week range of 32 to 74. Call put ratio 1.3 calls to 1 put amid wide price movement.
Palo Alto Networks (PANW) 30-day option implied volatility is at 57; compared to its 52-week range of 25 to 78. Call put ratio 1 call to 1 put amid wide price movement.
Novo Nordisk (NVO) 30-day option implied volatility is at 39; compared to its 52-week range of 29 to 64. Call put ratio 1.9 calls to 1 put amid price movement.
Cleveland-Cliffs (CLF) 30-day option implied volatility is at 62; compared to its 52-week range of 53 to 85. Call put ratio 1.8 calls to 1 put amid price movement.
MSCI (MSCI) 30-day option implied volatility is at 27; compared to its 52-week range of 20 to 38. Call put ratio 1 call to 1.3 puts with a focus on November options as share price up 4.6%.
Teladoc (TDOC) 30-day option implied volatility is at 74; compared to its 52-week range of 46 to 96 with a focus on 11600 contracts of October 23 weekly 6.5 calls as share price up 7.9%.
Revolve Group (RVLV) 30-day option implied volatility is at 65; compared to its 52-week range of 41 to 77 with a focus on 3269 contracts of November 20 puts.
Voya Financial (VOYA) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 48 with the focus on a spreader of 10K contracts of November 110 and December 105 calls.
Corcept Therapeutics (CORT) 30-day option implied volatility is at 65; compared to its 52-week range of 40 to 144 with the focus on a spreader of 2500 contracts of January 120 and 160 calls.
Mitsubishi UFJ Financial Group Inc (MUFG) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 47 with a focus on 2K contracts of November 22.50 calls.
Options with decreasing option implied volatility: LQDA CZR FAST GM BLK BNY KVUE
Increasing unusual option volume: ADMA BBD HAS BETR TRI DRTS BRZE
Increasing unusual call option volume: BBD QFIN GPRO CORT FLR HAS XP MAT
Increasing unusual put option volume: BORR INSM AQST XP QQQM GPRO BUG FDS GFL
Popular stocks with increasing option volume: CRWV NFLX INTC IREN HOOD SOFI MSTR AVGO MSFT PLTR ORCL NBIS
Active options: NVDA CRWV AAPL TSLA SPCX MU AMZN NFLX INTC IREN AMD HOOD SOFI MSTR META AVGO MSFT PLTR ORCL NBIS
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $99, natural down 1%, gold at $4138