Daily IV Report
Pre-Market IV Report October 7, 2026
Pre-Market IV Report October 7, 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 7, 2026
Pre-Market IV Report October 7, 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 LQDA HLF BROS TPR TOST EL NVO SONY
Stocks expected to have increasing option volume: PEP KO DAL STZ PENG APLD LEVI NG TLRY UAA US
Straddle prices into quarter results and outlook
Applied Digital (APLD) October 9 weekly 25 straddle priced for a move of 12%. Call put ratio 2.5 calls to 1 put into the expected release of quarter results today after the bell.
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.
Delta Air Lines (DAL) October 9 weekly 84 straddle priced for a move of 6.5%. Call put ratio 3.3 calls to 1 put into the expected release of quarter results before the bell on October 9.
Constellation Energy Group, Inc. (CEG) 30-day option implied volatility is at 48; compared to its 52-week range of 39 to 62. Call put ratio 1.3 calls 1 put on 50K contracts as share price up 11.4%.
Procter & Gamble (PG) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 29 with a focus on 12250 contracts of October 148 calls as share price up 2%.
Brookfield Renewable (BEPC) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 49 with a focus on 2400 contracts of October 30 calls as share price up 3.9%.
Skyworks Solutions (SWKS) 30-day option implied volatility is at 60; compared to its 52-week range of 36 to 78. Call put ratio 1.5 calls 1 put with a focus on November 75 puts as share price down 1.8%.
Goosehead Insurance Inc. (GSHD) 30-day option implied volatility is at 82; compared to its 52-week range of 45 to 92. Call put ratio 1 call 11 puts as share price down 5.5%.
Woodward (WWD) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 59 with a focus on 1650 contracts of November 310 puts.
Certara, Inc. (CERT) 30-day option implied volatility is at 67; compared to its 52-week range of 47 to 132 with a focus on a spreader of 1500 contracts of November 7.5 calls and 4500 contracts of November 12.50 calls share price down 7.3%.
Unum Group (UNM) 30-day option implied volatility is at 32; compared to its 52-week range of 18 to 40 with a focus on 12K contracts of December 100 calls as share price up 2.6%.
Boost Run (BRUN) 30-day option implied volatility is at 118; compared to its 52-week range of 29 to 190. Call put ratio 1.2 calls 1 put as share price up 8.9%.
Options with decreasing option implied volatility: MULL MUU RAM EWZ MU NKR JBL DRAM PBR
Increasing unusual option volume: ABUS PACB DNA GMAB TWST HHH
Increasing unusual call option volume: PACB ABUS DNA GMAB TWST SDGR MAT YPF MAT
Increasing unusual put option volume: BRUN ALHC GFL TWST BSOL TXG ARKG NVAX
Popular stocks with increasing option volume: INTC MRVL WMT NBIS NU PLTR CRWV MSTR ORCL
Active options: NVDA TSLA SPCX INTC AAPL AMZN AVGO AMD MU MSFT MRVL WMT NBIS NU META GOOGL PLTR CRWV MSTR ORCL
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $89.89, natural gas mixed, gold at $4143