Trade Date
Oct 16, 2026
Underlyings
4

MU

IV Rank 6%
Call OI / Put OI 1,566,885 / 1,496,036
Call Vol / Put Vol 138,031 / 161,608
Net Δ (Call / Put) 629,253 / 315,953
Avg IV (Call / Put) 89.0% / 86.3%

QQQ

IV Rank 10%
Call OI / Put OI 4,787,252 / 6,748,185
Call Vol / Put Vol 991,577 / 1,196,048
Net Δ (Call / Put) 1,445,658 / 1,406,539
Avg IV (Call / Put) 30.8% / 32.1%

SPX

IV Rank 2%
Call OI / Put OI 8,681,404 / 12,411,891
Call Vol / Put Vol 522,448 / 929,558
Net Δ (Call / Put) 4,215,553 / 2,033,046
Avg IV (Call / Put) 27.8% / 40.9%

SPY

IV Rank 4%
Call OI / Put OI 5,011,992 / 10,956,569
Call Vol / Put Vol 985,324 / 1,754,770
Net Δ (Call / Put) 1,471,976 / 1,211,703
Avg IV (Call / Put) 48.7% / 37.1%