Daily IV Report
Pre-Market IV Report October 8, 2026
Pre-Market IV Report October 8, 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 8, 2026
Pre-Market IV Report October 8, 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 BROS BULL TPR TOST EL XYZ NVO SONY LIFE XRPN BSP CAPR CECO FIGS SHOE PAG HESM ROIV GLIBK NEW CSV ZTO UTHR KRE CGBD EWC
Stocks expected to have increasing option volume: PEP KO DAL APLD NG LEVI LULU
Straddle prices into quarter results and outlook
Delta Air Lines (DAL) October 9 weekly 83 straddle priced for a move of 6.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on October 9.
JPMorgan (JPM) October 330 straddle priced for a move of 4%. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on October 13.
Johnson & Johnson (JNJ) October 257.50 straddle priced for a move of 3.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on October 13.
UnitedHealth Group (UNH) October 375 straddle priced for a move of 7.5%. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on October 13.
Goldman Sachs (GS) October 887.50 straddle priced for a move of 5.5%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on October 13.
Wells Fargo (WFC) October 80 straddle priced for a move of 7%. Call put ratio 1 call to 1.7 puts into the expected release of quarter results before the bell on October 13.
Citigroup (C) October 128 straddle priced for a move of 6%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results before the bell on October 13.
Movers
Skydance (SKYD) 30-day option implied volatility is at 69; compared to its 52-week range of 42 to 74.
Brighthouse Financial (BHF) 30-day option implied volatility is at 67; compared to its 52-week range of 6 to 106. Call put ratio 1 call to 1.6 puts.
Penguin Solutions (PENG) 30-day option implied volatility is at 81; compared to its 52-week range of 43 to 165. Call put ratio 3.9 calls 1 put with a focus on a spreader of 1K contracts of March 70 and 110 calls as share price up 12.2%.
NetApp (NTAP) 30-day option implied volatility is at 48; compared to its 52-week range of 25 to 66. Call put ratio 1.5 calls 1 put with a focus on October 210 puts.
Dauch Corporation (DCH) 30-day option implied volatility is at 60; compared to its 52-week range of 47 to 108 with a focus on 9500 contracts of January 7 calls.
Worthington Steel (WS) 30-day option implied volatility is at 56; compared to its 52-week range of 35 to 82 with a focus on 998 contracts of October 35 calls.
Mohawk Industries (MHK) 30-day option implied volatility is at 40; compared to its 52-week range of 32 to 52. Call put ratio 1.5 calls 1 put as share price down 5.4%.
Hercules Capital (HTGC) 30-day option implied volatility is at 23; compared to its 52-week range of 15 to 48. Call put ratio 1 call to 6 puts with a focus on 3358 contracts of November 15 puts.
PROG Holdings Inc (PRG) 30-day option implied volatility is at 49; compared to its 52-week range of 33 to 65 with a focus on a spreader of 8620 contracts of November 25 and 30 puts.
Alamos Gold (AGI) 30-day option implied volatility is at 48; compared to its 52-week range of 43 to 64. Call put ratio 7.1 calls 1 put with a focus on a spreader of 1990 contracts of January 60 and April 40 calls as share price down 3.1%.
Amrize (AMRZ) 30-day option implied volatility is at 39; compared to its 52-week range of 22 to 51 with a focus on 2500 contracts of June 32.50 puts.
Hertz Global (HTZ) 30-day option implied volatility is at 134; compared to its 52-week range of 67 to 181. Call put ratio 12 calls 1 put with a focus on October 2.5 calls.
Options with decreasing option implied volatility: PENG MULL MUU EWZ NKE PBR MU CZR STRC
Increasing unusual option volume: BBD LEVI EWC GFL CPSH XP TWST MTN AZ MAT TVTX
Increasing unusual call option volume: GFL LEVI MTN CPSH AZ TWST PRME MAT MGNI CTVA PENG
Increasing unusual put option volume: XP CZR GFL RUN TWST EWG VIXY FEZ ABSI BILL ATI RITM MTUM PENG BSP STLA
Popular stocks with increasing option volume: MSTR SOFI AVGO PLTR NFLX HOOD
Active options: NVDA TSLA MU AAPL AMZN SPCX INTC META AMD MSTR GOOGL MSFT SOFI BULL AVGO IREN PLTR MARA NFLX HOOD
Global S&P Futures mixed to lower in premarket, Nikkei down 1%, Germany mixed, WTI Crude oil recently at $91.80, natural gas up 1.9%, gold at $4152