Daily IV Report
Pre-Market IV Report October 26, 2026
Pre-Market IV Report October 26, 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 26, 2026
Pre-Market IV Report October 26, 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 WGS HPK CORT TBCH RYZ CRI KURA UCO MTIK PENN MITK PENN CGNT CART CIBR BUR AXSM UGA BUG BY KVUE FXY
Stocks expected to have increasing option volume: GOOG GOOGL AMZN INTC MSFT LLY CART FICO EWZ CRWV BE NBIS VZ KO STX BA GLW HCA FCX WM HOOD UPS SHW HLT
Movers
United States Oil Fund (USO) 30-day option implied volatility is at 55; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put into oil down 2.2%.
CoreWeave (CRWV) 30-day option implied volatility is at 108; compared to its 52-week range of 68 to 124. Call put ratio 1.3 calls to 1 put in share price lower before the bell.
Brazil stock option implied volatility into share prices lower before the bell
iShares MSCI Brazil (EWZ) 30-day option implied volatility is at 64; compared to its 52-week range of 22 to 68. Call put ratio 2.2 calls to 1 put with a focus on November 339 and 41 calls options into share price lower after elections.
Vale S.A. (VALE) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 45. Call put ratio 2.8 calls to 1 put into Brazil elections.
Petrobras (PBR) 30-day option implied volatility is at 59; compared to its 52-week range of 21 to 60 with a focus on a spreader of 10K contracts of November 21 and 24 calls into elections.
Itau Unibanco Banco Multiplo S.a. (ITUB) 30-day option implied volatility is at 64; compared to its 52-week range of 27 to 69. Call put ratio 1 call to 1.9 puts.
Ambev S.A. (ABEV) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 51 with a focus on January 3.5 calls.
Banco Bradesco (BBD) 30-day option implied volatility is at 77; compared to its 52-week range of 29 to 77. Call put ratio 1.6 calls to 1 put into share price lower before the bell.
Straddle prices into quarter results and outlook
Visa (V) October 30 weekly 407.50 straddle priced for a move of 3.5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on October 27.
Coca-Cola (KO) October 30 weekly 93 straddle priced for a move of 4%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 27.
Seagate Technology (STX) October 30 weekly 630 straddle priced for a move of 11%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 27.
Boeing (BA) October 30 weekly 190 straddle priced for a move of 6.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on October 27.
Corning (GLW) October 30 weekly 124 straddle priced for a move of 12%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on October 27.
Instacart (CART) 30-day option implied volatility is at 57; compared to its 52-week range of 33 to 67. Call put ratio 36 calls to 1 put with a focus on October 30 weekly 56 calls into the bell.
Options with decreasing option implied volatility: PGEN ALHC GME NG BNTX PPTA NFLX DECK TME SPOT SKM ISRG URI ALLY IBM MMM GM DHR STWD
Increasing unusual option volume: SHGC DAR OLED DXC ZURA NDAQ NSC TNGX NSC
Increasing unusual call option volume: OLED SGHC NDAQ DXC DAR SAIL AI STNE BRZE CART PBRA
Increasing unusual put option volume: XP SG XRX FLG WGS BKLN TMDX XPL NDAQ Q
Popular stocks with increasing option volume: MU MSTR INTC CRWV PLTR SOFI NFLX MRNA HOOD
Active options: TSLA NVDA AAPL SPCX MU MSTR AMZN META AMD INTC CRWV PLTR IREN BE SOFI MSFT NFLX GOOGL MRNA HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $101.25, natural gas down 4.2%, gold at $4028