Daily IV Report
Pre-Market IV Report October 28, 2026
Pre-Market IV Report October 28, 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 28, 2026
Pre-Market IV Report October 28, 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: CCXI ANF KSS DKS CCXI CAPR PICS CCXI AXGN EOLS LIFE CADL HAPN VOR RYZ INMD RIVN UNF ZVRA NEXT GIL WU
Stocks expected to have increasing option volume: CAT APH TMUS NOW F EBAY CMG GEHC M MRK BUD SBUX GOOG GOOGL AMZN INTC MSFT LLY CZR BA HOOD V STX MU SKHY WDC SNDK SMH DRAM RAM BXP STLA EDU CAKE BKR BBAI
Straddle prices into quarter results and outlook
Alphabet (GOOG) October 30 weekly 315 straddle priced for a move of 6%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results today after the bell.
Microsoft (MSFT) October 30 weekly 532.50 straddle priced for a move of 5%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
Amazon (AMZN) October 30 weekly 252.50 straddle priced for a move of 7%. Call put ratio 2.9 calls to 1 put into the expected release of quarter results after the bell on October 29.
Eli Lilly & Co. (LLY) October 30 weekly 1280 straddle priced for a move of 6.5%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on October 29.
Intel (INTC) October 30 weekly 94 straddle priced for a move of 10%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on October 29.
Caterpillar (CAT) October 30 weekly 712.50 straddle priced for a move of 7%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on October 29.
Starbucks (SBUX) October 30 weekly 103 straddle priced for a move of 7%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 29.
Coinbase (COIN) October 30 weekly 160 straddle priced for a move of 8%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on October 29.
Strategy (MSTR) October 30 weekly 141 straddle priced for a move of 6%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on October 29.
Movers
Moderna (MRNA) 30-day option implied volatility is at 88; compared to its 52-week range of 57 to 138. Call put ratio 1 call to 1.1 puts with a focus on January 210 and 240 calls amid wide price movement.
Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 46. Call put ratio 1.1 calls to 1 put as share price down 10%.
On Holding AG (ONON) 30-day option implied volatility is at 58; compared to its 52-week range of 37 to 66. Call put ratio 1 call to 1.8 puts as share price down 2.4%.
Equinix (EQIX) 30-day option implied volatility is at 39; compared to its 52-week range of 23 to 46 with a focus on 3500 contracts of November 1000 puts.
Lincoln Educational Services (LINC) 30-day option implied volatility is at 70; compared to its 52-week range of 31 to 75 with a focus on 2300 contracts of March 25 calls.
STAAR Surgical (STAA) 30-day option implied volatility is at 67; compared to its 52-week range of 41 to 100 with a focus on 2K contracts of November 30 calls as share price up 3.6%.
Insmed (INSM) 30-day option implied volatility is at 68; compared to its 52-week range of 34 to 88 with a focus on a spreader of 8100 contracts of January 100 and 130 calls.
CBRE Group (CBRE) 30-day option implied volatility is at 37; compared to its 52-week range of 22 to 63 with a focus on 3300 contracts of December 135 calls.
MercadoLibre (MELI) 30-day option implied volatility is at 46; compared to its 52-week range of 31 to 55. Call put ratio 1.3 calls to 1 put.
Options with decreasing option implied volatility: XP FUBO EWZ MRNA NFLX DECK SPOT NU PBR SOFI URI DHR GME ISRG TSCO IBM PYPL UPS
Increasing unusual option volume: AVTR PBRA LKQ ZURA OPTU WMB DNA LBRT WGMI CCCC INSM
Increasing unusual call option volume: WMB DNA WGMI ZURA LBRT AVTR INTR INSM GMAB TAN CC
Increasing unusual put option volume: XRX GFL MAGS CART REPL RCL CDNS CMG DLR Q GDS AMRZ JCI VFC
Popular stocks with increasing option volume: BA CRWV AVGO NFLX INTC HOOD CMG IREN ORCL PLTR
Active options: TSLA NVDA SOFI SPCX AAPL AMZN MU META BA AMD CRWV AVGO NFLX INTC GOOGL HOOD
Global S&P Futures mixed in premarket, Nikkei up 1%, Germany mixed, WTI Crude oil recently at $102, natural gas down 1%, gold at $4064