Daily IV Report
Pre-Market IV Report October 29, 2026
Pre-Market IV Report October 29, 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 29, 2026
Pre-Market IV Report October 29, 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: NN CAPR ANF BURL SLS VSAT LIFE ALTG HPK TWST GENB ODD ADT GRND ECHO ITUB ZM USFD AIG DJX SLN
Stocks expected to have increasing option volume: GOOG GOOGL AMZN INTC MSFT LLY FDX CMG CVNA FDX F EBAY NOW CRM WDAY MDNY HONA KLAC TMUS MRK BUD BMY ICE ARES RBLX TWLO RKT HSY RDDT EIX TROW BG FSLR RIVN H OWL GDDY SIRI MBLY EIX CROX DIN MGM TDOC SFM
MRVL LITE MSTR COIN ORLY
Straddle prices into quarter results and outlook
Amazon (AMZN) October 30 weekly 255 straddle priced for a move of 7.5%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.
Intel (INTC) October 30 weekly 96 straddle priced for a move of 10%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.
Coinbase (COIN) October 30 weekly 162.50 straddle priced for a move of 8%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results after the bell on October 29.
ExxonMobil (XOM) October 30 weekly 182.50 straddle priced for a move of 3.5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on October 30.
Chevron (CVX) October 30 weekly 230 straddle priced for a move of 3.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results before the bell on October 30.
Movers
ServiceNow (NOW) 30-day option implied volatility is at 65; compared to its 52-week range of 30 to 77. Call put ratio 1 call to 1 put into share price lower after quarter results and outlook.
Salesforce (CRM) 30-day option implied volatility is at 44; compared to its 52-week range of 25 to 61. Call put ratio 1 call to 1.4 puts.
monday.com Ltd. (MNDY) 30-day option implied volatility is at 97; compared to its 52-week range of 48 to 113. Call put ratio 1 call to 1.5 puts.
Workday (WDAY) 30-day option implied volatility is at 50; compared to its 52-week range of 26 to 77. Call put ratio 2.1 calls to 1 put.
Oracle (ORCL) 30-day option implied volatility is at 56; compared to its 52-week range of 41 to 85. Call put ratio 1.7 calls to 1 put with a focus on October 30 weekly 112 and 120 puts.
SK Hynix (SKHY) 30-day option implied volatility is at 60; compared to its 52-week range of 54 to 139. Call put ratio 1.6 calls to 1 put with a focus on a spreader of 4160 contracts of November 6 weekly 155 and November 170 puts.
Wendy's (WEN) 30-day option implied volatility is at 43; compared to its 52-week range of 35 to 141. Call put ratio 1.8 calls to 1 put with a focus on January 15 calls as share price up 14.7%.
Boston Scientific (BSX) 30-day option implied volatility is at 41; compared to its 52-week range of 21 to 55. Call put ratio 1 call to 1.2 puts with a focus on 25K contracts of December 35 puts.
Expand Energy Corporation (EXE) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 38. Call put ratio 1 call to 2.3 puts with a focus on 9500 contracts of November 80 puts.
Enovix (ENVX) 30-day option implied volatility is at 114; compared to its 52-week range of 76 to 127 with a focus on November 3, January 14 and January 20 calls as share price up 2.9%.
Dine Brands Global (DIN) 30-day option implied volatility is at 60; compared to its 52-week range of 38 to 77. Call put ratio 4.2 calls to 1 put with focus on November 40 calls into rally into close.
Options with decreasing option implied volatility: XP FUBO STNE EWZ MRNA NU DECK ENPH ETSY SPOT PBR SPOF URI PYPL TSCO VFC IBM NXPI TXN
Increasing unusual option volume: ZURA GMAB MIR REAL ADT XRX XYL DAR TAN
Increasing unusual call option volume: GMAB ZURA MIR DAR TENB TAN ETN REAL UNM
Increasing unusual put option volume: USAS GMAB MAT TSEM BIIB SLS XP REPL ICE INDI
Popular stocks with increasing option volume: SOFI HOOD SKHY INTC NFLX AVGO CRWV SLS BA PLTR
Active options: TSLA NVDA SPCX MU AAPL META SOFI HOOD AMZN SKHY AMD GOOG MSFT GOOGL MSFT INTC NFLX AVGO CRWV SLS BA PLTR
Global S&P Futures mixed in premarket, Nikkei up 1%, Germany up 1.1%, WTI Crude oil recently at $101.40, natural gas down 1%, gold at $4042