Options Volume & IV

Where options traders are active today, which names are trading far above their normal volume, and whether that option premium is rich or cheap versus its own history.

Session 2026-11-04
Contracts traded
83.40M
across 400 most active names
vs 20-day average
+18.2%
total volume
Put/call ratio
0.7
nearest monthly expiration
Most active
13.09M contracts
Biggest surge
14.1× normal volume
Median IV rank
43
74 names at 2×+ normal volume

Options volume, last 60 sessions

400 most active names

Total contracts traded per day (bars) and the put/call volume ratio in the nearest monthly expiration (line). A rising put/call ratio means more hedging or bearish bets.

Most active

contracts today

Contracts traded today (bar) against the 20-day average (tick). Click a bar for the quote.

Unusual volume

today ÷ 20-day average

Names trading the most options relative to normal, among those averaging 5,000+ contracts a day. Surges often come before news, earnings or large institutional trades.

Premium vs attention

IV rank × volume surge

Right = options expensive vs the past year (high IV rank); up = unusually busy. Top-right names are expensive and in focus (premium-selling candidates); top-left are busy but still cheap (buyers may be early). Bubble size = contracts traded.

How expensive are options?

IV rank, liquid names

IV rank puts today's implied volatility on a 0–100 scale between its 52-week low and high. Most names bunched at the low end means cheap premium across the market.

Put/call extremes

nearest monthly expiration

Most put-heavy (right) and call-heavy (left) liquid names today, as puts ÷ calls traded, on a log scale.

Largest implied moves

ATM straddle ÷ price

How much the options market expects each liquid name to move by the nearest monthly expiration, from the at-the-money straddle.

Volatility for one symbol

Implied volatility by expiration today, and how it has moved.

IV term structure

At-the-money implied volatility for each expiration (line) and the expected move priced by that expiration's straddle (bars). Upward-sloping is normal; a front-end spike (inversion) usually means an event such as earnings.

IV over time

30-day and nearest-weekly implied volatility, with IV rank (0–100, right axis), over the last six months.

All symbols

Sort any column; filter by symbol, volume surge or IV rank.

#SymbolContractsvs 20d20 daysOpen interest Put/callIVIV 5d ΔIV rankIV rank 7dImplied move
1SPY State Street SPDR S&P 500 13.09M1.1×17.39M3.3413.6%+0.13739±3.1%
2QQQ Invesco QQQ Trust, Series 9.54M1.1×13.76M0.6222.4%+1.95253±5.1%
3SPX SPX5.94M1.1×24.32M5.0113.4%-0.13443±3.1%
4NVDA Nvidia Corp3.19M1.2×15.71M0.2746.8%+6.09156±10.7%
5TSLA Tesla, Inc. Common Stock2.54M1.2×5.72M0.6443.6%+6.65339±9.9%
6IWM iShares Russell 2000 ETF2.24M1.1×10.67M3.8517.5%-0.32540±4.0%
7AAPL Apple Inc.2.17M1.6×5.49M1.0322.9%-2.6816±5.2%
8MU Micron Technology, Inc.1.63M1.3×3.57M0.9060.6%+8.92631±13.8%
9AMZN Amazon.Com Inc1.57M1.7×4.76M0.6530.6%-14.21913±7.1%
10SPCX Space Exploration Technolo1.28M1.0×5.24M0.6953.7%+4.71514±12.3%
Showing the top 10 of 5,717 matches. Log in or sign up free to see the full list. Volume-surge, put/call, IV and implied-move columns cover the 400 most active names.

How to use this page

Volume surge compares today's contracts with the symbol's own 20-day average — 3× normal on a name that usually trades 50,000 contracts is a real event; the same on a thin name may be one trade. Put/call is puts ÷ calls traded in the nearest monthly expiration: above 1.5 leans bearish or hedged, below 0.7 leans bullish. IV rank places current 30-day implied volatility between its 52-week low (0) and high (100); IV rank 7d does the same for the nearest weekly options.

Ideas: high IV rank plus a volume surge flags premium-selling candidates — check them in the Iron Condor Screener. A surge with low IV rank often precedes a catalyst the market has not priced yet. Around earnings both numbers jump; use the Earnings IC Screener when a report is near.