Daily IV Report
Pre-Market IV Report October 30, 2026
Pre-Market IV Report October 30, 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 30, 2026
Pre-Market IV Report October 30, 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: SLS CCXI ANF SEZL BHF REAL SHOE PURR ZBRA BEAM GDYN GDDY GAP UNM BBIO COLM CZR MKTX STRC UAA
Stocks expected to have increasing option volume: AMZN INTC SNDK GILD SBUX COIN MSTR RDDT RIVN FSLR RBLX TWLO XOM CVX ABBV BP MDLZ FDXF RKT DVA COLM SNDR PINS EIX CPRI BP
Movement
United States Oil Fund (USO) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put into WTI Crude Oil at $103.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 22; compared to4 its 52-week range of 15 to 30. Call put ratio 1 call to 1.2 puts.
SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 11; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.1 puts.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 16. Call put ratio 2.9 calls to 1 put with a focus on January 83 calls.
NVIDIA (NVDA) 30-day option implied volatility is at 41; compared to its 52-week range of 29 to 55. Call put ratio 1.2 calls to 1 put.
Alphabet (GOOGL) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 43. Call put ratio 1.6 calls to 1 put as share price down 13.4%.
Marvell Technology (MRVL) 30-day option implied volatility is at 64; compared to its 52-week range of 45 to 111. Call put ratio 1 call to 1 put as share price down 13%.
Lumentum Holdings (LITE) 30-day option implied volatility is at 76; compared to its 52-week range of 69 to 116. Call put ratio 1.2 calls to 1 put on 64K contracts as share price up 1.8%.
Fortinet (FTNT) 30-day option implied volatility is at 45; compared to its 52-week range of 25 to 77. Call put ratio 1 call to 1.2 put as share price down 21%.
Royal Caribbean (RCL) 30-day option implied volatility is at 41; compared to its 52-week range of 34 to 65. Call put ratio 1.3 calls to 1 put as share price up 4.6%.
Norwegian Cruise Line (NCLH) 30-day option implied volatility is at 48; compared to its 52-week range of 38 to 71. Call put ratio 5.7 calls to 1 put with a focus on November 17, December 18 and January 20 calls as share price up 13.7% after quarter results.
ServiceNow (NOW) 30-day option implied volatility is at 51; compared to its 52-week range of 30 to 77. Call put ratio 1.7 calls to 1 put as share price down 27%.
eBay (EBAY) 30-day option implied volatility is at 31; compared to its 52-week range of 25 to 55. Call put ratio 5.4 calls to 1 put with a focus on 10K contracts of November 123 calls as share price up 3.8%.
Bullish (BLSH) 30-day option implied volatility is at 87; compared to its 52-week range of 64 to 99. Call put ratio 10.3 calls to 1 put with a focus on November 6 weekly 32 calls.
Circle Internet Group (CRCL) 30-day option implied volatility is at 82; compared to its 52-week range of 64 to 102. Call put ratio 2.9 calls to 1 put with a focus on a spreader of 4K contracts of October 30 weekly 88 and 92 calls.
Eastman Chemical (EMN) 30-day option implied volatility is at 38; compared to its 52-week range of 29 to 51 with a focus on 5K contracts of November 70 calls.
Carrier Global (CARR) 30-day option implied volatility is at 72; compared to its 52-week range of 38 to 275. Call put ratio 3.4 calls to 1 put with a focus on October 110 weekly 110 and 115 calls as share price up 5%.
Steve Madden (SHOO) 30-day option implied volatility is at 50; compared to its 52-week range of 36 to 67 with a focus on a spreader of 4600 contracts of November 43 and 48 calls as share price up 5.1%.
Newell Brands (NWL) 30-day option implied volatility is at 79; compared to its 52-week range of 47 to 89 with a focus on a spreader of 31250 contracts of November 5 and 6 calls.
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.
Straddle prices into quarter results and outlook
Apple (AAPL) November 6 weekly 350 straddle priced for a move of 4.5%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on November 2.
Palantir (PLTR) November 6 weekly 195 straddle priced for a move of 12.50%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on November 2.
AMD (AMD) November 6 weekly 567 straddle priced for a move of 8%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results after the bell on November 3.
Amgen (AMGN) November 6 weekly 460 straddle priced for a move of 6.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on November 3.
Shopify (SHOP) November 6 weekly 167.50 straddle priced for a move of 13%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on November 3.
Options with decreasing option implied volatility: EWZ CART EWZ FUBO MXL STNE NU RMBS CVNA INSM PBR DECK FTNT ETSY TER VRT SOFI CLS PGY BAX CAT GOOGL BA ORLY RCL EBAY CMG CTSH UPS BSX EBAY FDX PWR CAKE GEN CMG KO WM
Increasing unusual option volume: PAGP ADT NWL PAA GXO XFOR XRX XYL MNRO EMN SGHC
Increasing unusual call option volume: NWL PAGP XFOR GXO XYL EMN MNRO SGHC MIR SHOO SOLS
Increasing unusual put option volume: XRX BORR CART FLG XP CROX SFM NXE CARR FTNT TMDX DLR BHC
Popular stocks with increasing option volume: NOW ORCL INTC SOFI NFLX CRWV HOOD AMD MRVL PLTR
Active options: GOOGL NVDA TSLA AMZN GOOG AAPL MSFT META MU SPCX NOW ORCL INTC SOFI NFLX CRWV HOOD AMD MRVL PLTR
Global S&P Futures lower in premarket, Nikkei down 2%, Germany lower, WTI Crude oil recently at $104, natural gas down 1%, gold at $3995