Daily IV Report
Pre-Market IV Report October 27, 2026
Pre-Market IV Report October 27, 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 27, 2026
Pre-Market IV Report October 27, 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: ANF NN CORD LXU KNSA AMBA PCAR BBY DKS YPF CBRL ARCO ITRN ETR ATAT VOD NFG BCH QGEN BCH CAPR CCXI
Stocks expected to have increasing option volume: GOOG GOOGL AMZN INTC MSFT LLY CART DASH UBER WHR
PSA RMBS JBLU NE NUE KO BA GLW STX FCX HOOD UPS SOFI PYPL NOW F CVNA CMG MRK CAT SNDK
Straddle prices into quarter results and outlook
Alphabet (GOOG) October 30 weekly 315 straddle priced for a move of 6%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results after the bell on October 28.
Microsoft (MSFT) October 30 weekly 532.50 straddle priced for a move of 5%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on October 28.
GE Vernova (GEV) October 30 weekly 855 straddle priced for a move of 8%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 28.
T-Mobile (TMUS) October 30 weekly 147 straddle priced for a move of 7.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 28.
ServiceNow (NOW) October 30 weekly 157.50 straddle priced for a move of 11%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results after the bell on October 28.
Movers
Tesla (TSLA) 30-day option implied volatility is at 40; compared to its 52-week range of 38 to 61. Call put ratio 1.2 calls to 1 put.
United States Oil Fund (USO) 30-day option implied volatility is at 54; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put.
CoreWeave (CRWV) 30-day option implied volatility is at 108; compared to its 52-week range of 68 to 124. Call put ratio 1.2 calls to 1 put.
Instacart (CART) 30-day option implied volatility is at 56; compared to its 52-week range of 33 to 67. Call put ratio 4.2 calls to 1 put with a focus on October 30 weekly 53, October 30 weekly 56 and November 55 calls.
DoorDash (DASH) 30-day option implied volatility is at 67; compared to its 52-week range of 34 to 78. Call put ratio 2.2 calls to 1 put with a focus on September 250 calls.
Lockheed Martin (LMT) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 41. Call put ratio 3.1 calls to 1 put with a focus on 1200 contracts of October 30 weekly 625 calls as share price up 4.3%.
FICO (FICO) 30-day option implied volatility is at 70; compared to its 52-week range of 34 to 78. Call put ratio 1 call to 1.4 puts as share price down 14.9%.
Dutch Bros Inc. (BROS) 30-day option implied volatility is at 69; compared to its 52-week range of 38 to 79. Call put ratio 1 call to 3.9 puts with a focus on 5K contracts of November 6 weekly 40 puts.
ViaSat (VSAT) 30-day option implied volatility is at 94; compared to its 52-week range of 66 to 116. Call put ratio 14.6 calls to 1 put with a focus on 4700 contracts of November 90 calls and 2100 contracts of December 90 calls.
Baker Hughes Company (BKR) 30-day option implied volatility is at 40; compared to its 52-week range of 28 to 45. Call put ratio 10.3 calls to 1 put with a focus on 4300 contracts of December 65 calls.
EQT Corp. (EQT) 30-day option implied volatility is at 37; compared to its 52-week range of 25 to 46. Call put ratio 1 call to 3.9 puts with a focus on 20,800 contracts of November 47 puts.
Options with decreasing option implied volatility: MRNA XP NFLX EWZ DECK SPOT ISRG PBR URI IBM TSCO DHR MMM SAP RTX
Increasing unusual option volume: LBTYA INTR NRGV XP INTR BRZE BBD ITUB BHP PBRA RPD IWF
Increasing unusual call option volume: INTR NRGV BRZE CORT DVA LBTYA PBRA BBD RPD PACB ZURA XP
Increasing unusual put option volume: XP BHP XRX ITUB GFL JCI CHKP BUG BORR TROW
Popular stocks with increasing option volume: CRWV INTC SOFI NU JBLU AVGO PCG PLTR GME
Active options: TSLA NVDA SPCX AAPL MU META AMZN CRWV NFLX AMD GOOGL INTC MSFT SOFI NU JBLU AVGO PCG PLTR GME
Global S&P Futures mixed in premarket, Nikkei up 1.5%, Germany mixed, WTI Crude oil recently at $101, natural gas mixed, gold at $4011