Daily IV Report
Pre-Market IV Report October 23, 2026
Pre-Market IV Report October 23, 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 23, 2026
Pre-Market IV Report October 23, 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 FPS STNE TGT ROST DIS CORD IMXI TSAT IE TECL KSS QID CYRX LEU VICR HWM BBWI NVT NVDL LSCC CAMT FLEX SKHY ETN ZSL HVT ATI KEYS AHRT NVDA MTUM SCHG ABM AME BAM XLK VGT KVUE IEF
Stocks expected to have increasing option volume: AXP WDC SNDK SKHY MU BE SLB MRK MRNA HOOD JBLU CRWV META ORCL NVDA INTC AMD AVGO SMCI DELL QCOM ARM SAM DECK BYD RNG T TMUS VZ CHTR CMCSA AMT CCI
Movers
Moderna (MRNA) 30-day option implied volatility is at 92; compared to its 52-week range of 57 to 138. Call put ratio 1 call to 1.4 puts amid wide share price movement.
JetBlue Airways (JBLU) 30-day option implied volatility is at 172; compared to its 52-week range of 49 to 96. Call put ratio 1 call to 1.2 puts as share price down.
Power Solutions (PSIX) 30-day option implied volatility is at 100; compared to its 52-week range of 65 to 160. Call put ratio 1 call to 10.8 puts with a focus on 2500 contracts of November 45 puts.
Biohaven Pharma (BHVN) 30-day option implied volatility is at 86; compared to its 52-week range of 68 to 381. Call put ratio 2.6 call to 1 put with a focus on January 17.5 calls as share price up 23.9%.
Arcos Dorados (ARCO) 30-day option implied volatility is at 40; compared to its 52-week range of 26 to 53 with a focus on 5K contracts of November 7.5 puts.
Eaton (ETN) 30-day option implied volatility is at 51; compared to its 52-week range of 28 to 52. Call put ratio 9.1 calls to 1 put with the focus on spreaders of November 6 weekly 397.50, November 6 weekly 440, November 420 and November 470 calls as
share price down.
Capricor Therapeutics (CAPR) 30-day option implied volatility is at 351; compared to its 52-week range of 66 to 423. Call put ratio 1 call 2.9 puts with a focus on November 27 weekly puts.
Capri Holdings Limited (CPRI) 30-day option implied volatility is at 71; compared to its 52-week range of 41 to 79 with a focus on 7K contracts of November 17.50 calls.
Groupon (GRPN) 30-day option implied volatility is at 94; compared to its 52-week range of 55 to 133. Call put ratio 4.7 calls to 1 put with a focus on spreaders of November 22, December 22, January 20 calls.
Straddle prices into quarter results and outlook
Verizon Communications (VZ) October 30 weekly 45 straddle priced for a move of 5%. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on October 26.
Cadence Design Systems (CDNS) October 30 weekly 310 straddle priced for a move of 8%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on October 26.
Options with decreasing option implied volatility: NFLX GME SPOT URI ISRG DHR GM MMM TFC
Increasing unusual option volume: REAL MMED CWH ZURA BBD ETN MAT ITB LSCC
Increasing unusual call option volume: CWH ETN ITB LSCC NDAQ REAL CSX LBRT MAT
Increasing unusual put option volume: MAT SATL XP Q BORR CHKP JBLU NDAQ TSEM HWM
Popular stocks with increasing option volume: CRWV IREN ORCL MSTR PLTR AVGO JBLU HOOD
Active options: NVDA TSLA SPCX META AAPL MU INTC AMZN CRWV AMD MRNA NFLX GOOGL IREN ORCL MSTR PLTR AVGO JBLU HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $100.75, natural gas down 2%, gold at $4040