Daily IV Report
Pre-Market IV Report October 6, 2026
Pre-Market IV Report October 6, 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 wi
By Market Rebellion · October 6, 2026
Pre-Market IV Report October 6, 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: NVAX PTON ZVRA TPR EL SONY XNCR LABD APT MRP JANX EBS CGON LASR ZVRA OUST BROS APP ODD TOST AKAM SHAK ELF LMND EXPE SHOP TDOC CMPS TTD U SONY AXON NVO CELH ILMN CHRW UBER ADT BABA ECHO CAH CARR RACE
VRTX XOVR BKLN
Stocks expected to have increasing option volume: USO MRVL PEP KO DAL OPCH BZAI ABBV LW LEVI APLD STZ RPM AEHR NG DAL
Movers
SpaceX (SPCX) 30-day option implied volatility is at 50; compared to its 52-week range of 43 to 116. Call put ratio 1.6 calls to 1 put as share price above $170.
Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 33; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 2.6 puts with a focus on with a focus on 27K contracts of October 12 weekly 460 puts.
Marvell Technology (MRVL) 30-day option implied volatility is at 61; compared to its 52-week range of 45 to 111. Call put ratio 1 call to 1 put into investor day.
United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1.5 puts amid energy price movement.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 34. Call put ratio 1.4 calls to 1 put amid energy price movement.
Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 50. Call put ratio 1 call to 1.3 puts amid energy price movement.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 16; compared to its 52-week range of 9 to 17. Call put ratio 1.4 calls to 1 put as US 10-year yields near a 24-year high.
PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 1.5 puts as share price near all-time high.
Ishares Msci Emerging Markets Etf (EEM) 30-day option implied volatility is at 22; compared to its 52-week range of 14 to 41. Call put ratio 1 call to 5 puts with a focus on December 59 puts, January 60 puts, March 58 puts and June 85 calls.
Microsoft (MSFT) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 47. Call put ratio 2.2 calls 1 put with a focus on a spreader of 5700 contracts of December 540 and 570 calls.
Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 74; compared to its 52-week range of 67 to 347. Call put ratio 9.4 calls to 1 put with a focus on a spreader of 4747 contracts of January 4.5 and 5 calls.
Chipotle Mexican Grill (CMG) 30-day option implied volatility is at 51; compared to its 52-week range of 28 to 57. Call put ratio 1 call to 2 puts with a focus on a spreader of 47500 contracts of October 30 weekly 28 puts and December 25 puts.
Harley-Davidson (HOG) 30-day option implied volatility is at 48; compared to its 52-week range of 35 to 58. Call put ratio 1 call 4.5 puts with a focus on October 26.50 puts as share price up 7.9%.
Bath & Body Works, Inc. (BBWI) 30-day option implied volatility is at 51; compared to its 52-week range of 42 to 74. Call put ratio 1.5 calls 1 put with a focus on October 9 weekly 17 calls and 17.50 puts as share price up 8.3%.
Nu Holdings (NU) 30-day option implied volatility is at 50; compared to its 52-week range of 28 to 57. Call put ratio 3.6 calls 1 put with a focus on 22K contracts of October 9 weekly 15.5 calls as share price up 13.3%.
Alcoa (AA) 30-day option implied volatility is at 50; compared to its 52-week range of 43 to 78. Call put ratio 7.5 calls 1 put with a focus on November 45 and 50 calls as share price up 4.7%.
AutoNation (AN) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 43. Call put ratio 1 call 1.9 puts.
Align Technology (ALGN) 30-day option implied volatility is at 57; compared to its 52-week range of 30 to 70. Call put ratio 1 call 2.9 puts with a focus on November 140 puts.
Lennar Corp. (LEN) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 51. Call put ratio 1 call 1.3 puts as share price down 7.4%.
Five9 (FIVN) 30-day option implied volatility is at 73; compared to its 52-week range of 49 to 96. Call put ratio 1 call 6.8 puts with a focus on 3500 contracts of January 32.50 puts.
CRH plc (CRH) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 42. Call put ratio 4.4 calls 1 put with a focus on 2K contracts of November 95 calls.
GRAIL, Inc. (GRAL) 30-day option implied volatility is at 87; compared to its 52-week range of 70 to 119. Call put ratio 1.8 calls to 1 put into medical conferences presentations.
Option Care Health (OPCH) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 69. Call put ratio 3.7 calls to 1 put into McKesson (MCK) near deal, FT says.
Straddle prices into quarter results and outlook
Applied Digital (APLD) October 9 weekly 25 straddle priced for a move of 13%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results after the bell on October 7.
PepsiCo (PEP) October 9 weekly 126 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 8.
Options with decreasing option implied volatility: SMMT QURE MULL MUU KMX JBL MU NKE EWZ CCL CZR WBD
Increasing unusual option volume: EWC PACB MRP GFL BBD DNA NYT PBRA GMAB
Increasing unusual call option volume: PACB DNA CWH XP PAGS PUSA NXH
Increasing unusual put option volume: GFL LW DT JXN IHI XP EWZ AVL LEN IEF AVEX
Popular stocks with increasing option volume: AVGO NU NFLX SOFI PLTR MSTR NKE
Active options: NVDA TSLA SPCX AAPL MSFT META MU INTC AMZN AMD AVGO GOOGL GME NU NFLX SOFI PLTR MSTR NKE IREN
Global S&P Futures mixed in premarket, Nikkei up 1%, Germany mixed, WTI Crude oil recently at $87.76, natural gas mixed, gold at $4184