Daily IV Report
Pre-Market IV Report October 22, 2026
Pre-Market IV Report October 22, 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 22, 2026
Pre-Market IV Report October 22, 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 CCXI EWZ ROST TGT DIS WMT FMC KYIV FPI ETR HGER CDNA DNLI USE STNE BETR ANAB
Stocks expected to have increasing option volume: META TSLA QS LUV TXN PG LRCX VLO AAL CMCSA NEM BE PCG LVS IBM USO QQQ SPY RUT IWM SAP SON KMI RGTI QBTS QUBT IONQ
Option IV into movement
United States Oil Fund (USO) 30-day option implied volatility is at 49; compared to its 52-week range of 26 to 128. Call put ratio 1.1 calls to 1 put into WTI Crude Oil at $99.80.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22; compared to4 its 52-week range of 15 to 30. Call put ratio 1 call to 1 put.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1 put.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 16. Call put ratio 1.3 calls to 1 put.
Straddle prices into quarter results and outlook
Western Digital (WDC) October 23 weekly 365 straddle priced for a move of 8%. Call put ratio 2.5 calls put ratio 2.5 call to 1 put into the expected release of quarter results today after the bell.
American Express (AXP) October 23 weekly 325 straddle priced for a move of 4.5%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on October 23.
Movers
Galaxy Digital (GLXY) 30-day option implied volatility is at 50; compared to its 52-week range of 24 to 61. Call put ratio 3.8 calls to 1 put with a focus on November 27 weekly 18 and December 16 calls.
Inovio Pharma (INO) 30-day option implied volatility is at 355; compared to its 52-week range of 40 to 290. Call put ratio 1.4 calls to 1 put with a focus on November 0.5 calls as share price down 18.7%.
Thermo Fisher Scientific (TMO) 30-day option implied volatility is at 30; compared to its 52-week range of 23 to 41. Call put ratio 1 call to 1.9 puts with a focus on November 610 puts.
Danaher (DHR) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 43. Call put ratio 1 call to 1 put with a focus on 3500 contracts of November 200 puts.
Options with decreasing option implied volatility: CLF NFLX ISRG MMM DHR CZR GM BNY TFC TMO PLD KVUE FXY
Increasing unusual option volume: FHN OPTU SGHC XEL ANNX HAS ZURA FMC DXC
Increasing unusual call option volume: FHN SGHC XEL CENX NDAQ AM DXC GTM
Increasing unusual put option volume: FMC XP VELO ROL PAGS XEL GPN FLR AVEX
Popular stocks with increasing option volume: MU CRWV SMCI META MSTR INTC PLTR WULF HOOD AVGO IREN
Active options: SPCX NVDA AAPL NFLX MU TSLA AMZN GOOGL AMD CRWV SMCI META MSTR INTC PLTR MSFT WULF HOOD AVGO IREN
Global S&P Futures lower in premarket, Nikkei down 2.5%, Germany down 1%, WTI Crude oil recently at $99.35, natural gas down 1%, gold at $4102