Daily IV Report
Pre-Market IV Report October 9, 2026
Pre-Market IV Report October 9, 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 9, 2026
Pre-Market IV Report October 9, 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: BROS EQPT TPR EL MANE OGN DUOL GME CRCL ETHA RVMD ZTS SBUX BITO ESNT REM FEZ DGRO
Stocks expected to have increasing option volume: DAL UAL AAL LUV JBLU T VZ CMCSA TMUS UNH HUM AET CVS CI ALHC CNC ELV MOH
Movement
Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 33. Call put ratio 1.8 calls to 1 put into October 13 launch event title ‘Welcome Home’.
Oracle (ORCL) 30-day option implied volatility is at 55; compared to its 52-week range of 41 to 85. Call put ratio 2 calls to 1 put as share price down.
Nvidia (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 75. Call put ratio 1.4 calls to 1 put.
Broadcom (AVGO) 30-day option implied volatility is at 39; compared to its 52-week range of 34 to 66. Call put ratio 1.8 calls to 1 put.
CoreWeave (CRWV) 30-day option implied volatility is at 72; compared to its 52-week range of 68 to 124. Call put ratio 1 call to 1 put.
Alibaba (BABA) 30-day option implied volatility is at 36; compared to its 52-week range of 33 to 55. Call put ratio 3.1 calls to 1 put.
Arm Holdings (ARM) 30-day option implied volatility is at 74; compared to its 52-week range of 42 to 113. Call put ratio 1.6 calls to 1 put.
Super Micro Computer (SMCI) 30-day option implied volatility is at 80; compared to its 52-week range of 56 to 107. Call put ratio 1.6 calls to 1 put.
IREN Limited (IREN) 30-day option implied volatility is at 76; compared to its 52-week range of 73 to 141. Call put ratio 1.8 calls to 1 put as share price down.
Nebius Group (NBIS) 30-day option implied volatility is at 74; compared to its 52-week range of 73 to 168. Call put ratio 1 calls to 1 put.
Bloom Energy Corp. (BE) 30-day option implied volatility is at 82; compared to its 52-week range of 76 to 181. Call put ratio 1.2 calls to 1 put.
Cerebras Systems (CBRS) 30-day option implied volatility is at 69; compared to its 52-week range of 67 to 128. Call put ratio 1 call to 1.4 puts.
AT&T (T) 30-day option implied volatility is at 29; compared to its 52-week range of 19 to 37. Call put ratio 8.8 calls to 1 put into SpaceX (SPCX) announcement of spectrum license.
T-Mobile (TMUS) 30-day option implied volatility is at 36; compared to its 52-week range of 23 to 40. Call put ratio 1.1 calls to 1 put into SpaceX (SPCX) announcement of spectrum license.
Verizon (VZ) 30-day option implied volatility is at 27; compared to its 52-week range of 16 to 33. Call put ratio 16 calls to 1 put into SpaceX (SPCX) announcement of spectrum license.
Comcast (CMCSA) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 44. Call put ratio 1 call to 3.6 puts into SpaceX (SPCX) announcement of spectrum license.
SpaceX (SPCX) 30-day option implied volatility is at 50; compared to its 52-week range of 43 to 116. Call put ratio 1 calls to 1 put as share price above $166.
Humana (HUM) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 81. Call put ratio 1 call to 1.2 puts into CMS release of latest Star ratings.
CVS Health (CVS) 30-day option implied volatility is at 41; compared to its 52-week range of 25 to 44. Call put ratio 1 call to 1 put into CMS release of latest Star ratings.
Centene (CNC) 30-day option implied volatility is at 54; compared to its 52-week range of 37 to 68. Call put ratio 1 call to 2.4 puts into CMS release of latest Star ratings.
Cigna (CI) 30-day option implied volatility is at 36; compared to its 52-week range of 25 to 42. Call put ratio 3.3 calls to 1 put into CMS release of latest Star ratings.
Elevance Health (ELV) 30-day option implied volatility is at 38; compared to its 52-week range of 28 to 48. Call put ratio 2.9 calls to 1 put into CMS release of latest Star ratings.
Humana (HUM) 30-day option implied volatility is at 71; compared to its 52-week range of 36 to 81. Call put ratio 1 call to 1.2 puts into CMS release of latest Star ratings.
Molina Healthcare (MOH) 30-day option implied volatility is at 53; compared to its 52-week range of 38 to 72. Call put ratio 5.8 calls to 1 put into CMS release of latest Star ratings.
UnitedHealth (UNH) 30-day option implied volatility is at 43; compared to its 52-week range of 25 to 55. Call put ratio 1.3 calls to 1 put into CMS release of latest Star ratings.
Alignment Healthcare (ALHC) 30-day option implied volatility is at 102; compared to its 52-week range of to 37 to 108. Call put ratio 10 calls to 1 put with a focus on October 10 calls into CMS release of latest Star ratings.
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 5.5 calls to 1 put with a focus on a spreader of October 33 and 34 calls.
Starbucks (SBUX) 30-day option implied volatility is at 40; compared to its 52-week range of 24 to 47. Call put ratio 1.2 calls to 1 put.
Avantor (AVTR) 30-day option implied volatility is at 24; compared to its 52-week range of 32 to 88 with a focus on 4K contracts of January 16 calls.
AngioDynamics (ANGO) 30-day option implied volatility is at 50; compared to its 52-week range of 34 to 80 with a focus on October 12.50 calls.
Great Basin Gold Ltd. (BN) 30-day option implied volatility is at 31; compared to its 52-week range of 23 to 41. Call put ratio 1 call to 6.6 puts with focus on 6K contracts of November 36 puts.
Straddle prices into quarter results and outlook
JPMorgan (JPM) October 330 straddle priced for a move of 4%. Call put ratio 3 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 1.5 calls to 1 put into the expected release of quarter results before the bell on October 13.
Options with decreasing option implied volatility: PENG EWZ NKE PBR STZ
Increasing unusual option volume: KNX MAT EWC LEVI BBD VSAT
Increasing unusual call option volume: KNX HMY VSAT GFL LEVI ERAS
Increasing unusual put option volume: EWC MGM MUB BHC DT XP IBB GFL GDS
Popular stocks with increasing option volume: INTC PLTR SPCX MU IREN MSTR ORCL GME NFLX CRWV SBUX CMG AVGO
Active options: NVDA TSLA INTC PLTR SPCX MU AAPL IREN MSTR ORCL AMZN GOOGL AMD GME NFLX CRWV MSFT WULF META AVGO
Global S&P Futures mixed to up in premarket, Nikkei mixed, Germany up 1%, WTI Crude oil recently at $90.60, natural gas down 1%, gold at $4210