SharpeIQ Research Desk · data as of 7 Oct 2026 close
A close-to-close read on the latest session across US equity indices, rates, commodities, the semiconductor complex and options volatility, with notable insider filings and headlines.
1Movers. PENG led gainers at +13.08%
2Vol. 3 semis are realizing above implied (HV/IV > 1).
3Laggards. BULL led decliners at -19.09%.
1 Global Dashboard
Close-to-close moves across US equity indices, rates and crypto. Front-month contracts: Brent Crude +1.00%; WTI Crude +0.86%; Copper +0.62%.
Index / ContractLast1 Day1 Wk1 MoYTD52-Wk RangeTrend
Table 1. Close-to-close through 7 Oct. Rate changes in basis points; crypto is 24-hour; commodities are front-month contracts. Trend = trailing two weeks.
2 Semiconductors & Technology
Semiconductor and megacap-tech price action by horizon.
Table 2. Price by horizon + at-the-money implied vol (≈30-day, annualized), 52-week IV percentile, trailing 30-session realized vol and HV/IV. HV/IV > 1.0 (highlighted) = realizing more than implied. Memory/storage tickers highlighted.
MEGACAP TECHNOLOGY
TickerNameSpot1 DayYTDTrend
AAPLApple336.67+0.91%+24.18%
MSFTMicrosoft529.76+0.09%+10.24%
GOOGLAlphabet350.50+0.81%+12.20%
AMZNAmazon259.92+1.42%+12.61%
METAMeta Platforms721.31-2.38%+9.47%
TSLATesla377.81-0.75%-15.99%
NFLXNetflix69.70+1.47%-25.66%
Table 3. Same conventions as Table 2 (price only).
IMPLIED VS REALIZED — SEMIS
Figure 1. Above the dashed parity line = realizing more than options imply. Memory/storage highlighted.
3 Session Movers
The session's largest one-day moves in the liquid optionable universe.
TOP GAINERS
TickerNameLast1 Day
PENGPenguin Solutions, Inc.72.61+13.08%
BRZEBraze, Inc.28.46+8.05%
BKVBkv Corp23.68+7.39%
NWENorthwestern Energy Group, Inc.73.97+7.33%
BKHBlack Hills Corp /Sd/75.84+7.21%
GKOSGlaukos Corp172.18+6.55%
TOP LOSERS
TickerNameLast1 Day
BULLWebull Corp5.89-19.09%
HESMHess Midstream Lp33.03-14.63%
IESCIes Holdings, Inc.308.83-9.66%
FSMFortuna Mining Corp.10.12-9.48%
UUUUEnergy Fuels Inc10.26-8.88%
BBBlackberry Ltd8.77-8.46%
Table 4. Largest one-day moves, liquid U.S. optionable universe (known market cap ≥ $2B). Bars scaled within each panel.
4 Options & Implied Volatility
ATM implied-volatility movers and the semiconductor vol board.
ATM IV RISERS
TickerNameATM IVΔ 1 DayIV %ile
AMATApplied Materials Inc /De53%+2.38%45th
ATM IV CRUSH
TickerNameATM IVΔ 1 DayIV %ile
STXSeagate Technology Holdings Plc68%-7.46%36th
SNDKSandisk Corp62%-4.60%0th
MUMicron Technology Inc46%-3.33%1st
TXNTexas Instruments Inc46%-1.11%78th
WDCWestern Digital Corp67%-0.95%23rd
Table 5. ATM implied-volatility movers across the semiconductor complex — Δ in vol points vs. prior close; percentile over 52 weeks.
5 Insider Filings, Desk Briefing & Week Ahead
Form 4 flow today: 33 buy / 7 sell prints (buy/sell ratio 4.71), led by TSM.
Insider buy/sell ratiotoday 4.71parity 1.00
FORM 4 FILINGS
FiledInsider · TitleTickerNameSideSharesValue
10-08Yuan Lipen · VPTSMTaiwan Semiconductor Manufacturing Co LtdBUY40$3K
10-08Yeap Choh Fei · SVPTSMTaiwan Semiconductor Manufacturing Co LtdBUY52$4K
10-08Zhang Kevin Xiaoqiang · SVP and Deputy Co-COOTSMTaiwan Semiconductor Manufacturing Co LtdBUY59$5K
10-08Yoo Chue-San · VPTSMTaiwan Semiconductor Manufacturing Co LtdBUY50$4K
10-08Wu Shien-Yang · SVPTSMTaiwan Semiconductor Manufacturing Co LtdBUY53$4K
10-08Wei Che-Chia · Director, Chairman and CEOTSMTaiwan Semiconductor Manufacturing Co LtdBUY144$11K
Table 6. Notable Form 4 filings; value = reported transaction value.
DESK BRIEFING
•PENG — Penguin Solutions appoints Stephen Cumming as Senior Vice President and Chief Financial Officer and raises full year fiscal 2027 outlook. reported results of operations (SEC 8-K).
•PENG — Penguin Solutions reported record fourth-quarter net sales of $567 million, up 68% year over year, and full-year fiscal 2026 net sales of $1.73 billion, up 26% year over year, with raised fiscal 2027 outlook. reported results of operations (SEC 8-K).
THE WEEK AHEAD
WhenEvent
Thu 8 OctPEP earnings — today
Fri 9 OctDAL earnings — tomorrow
Tue 13 OctJPM earnings — in 5 days
Tue 13 OctGS earnings — in 5 days
Tue 13 OctWFC earnings — in 5 days
Tue 13 OctC earnings — in 5 days
Tue 13 OctJNJ earnings — in 5 days
Tue 13 OctUNH earnings — in 5 days
Table 7. Upcoming earnings, next three weeks.
For informational purposes only — not investment advice, a recommendation, or an offer to buy or sell any security. Data may contain errors or omissions.
DAILY MARKET BRIEFINGsharpeiq.com/research7 OCTOBER 2026