Pre-Market IV Report April 22, 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: BBBY CAR FCEL CMPS RUM BB BULL ASAN UMC AI DECK TGT ZIM ROST TJX WBD ERAS ALMU GRPN FCEL VELO ARDX UCO OPEN AEVA ASAN EXK SRTY USO DBO SCO RHI BNO WT
Stocks expected to have increasing option volume: RTX UAL TSLA CAR DHR ISRG CB COF NOC DHI IBKR HAL WAL FIG OZK LRCX GEV PM IBM T BA VRT CME NPW CSX LVS LUV IMAX INTC TMUS T CMCSA CHTR VZ GTLB MANH
Straddle prices into quarter results and outlook
Tesla (TSLA) April 24 weekly 387.50 straddle is priced for a move of 7.5%. Call put ratio 1.1 call to 1 put into the expected release of quarter results today after the bell.
IBM (IBM) April 24 weekly 255 straddle is priced for a move of 7%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results today after the bell.
Texas Instruments (TXN) April 24 weekly 232.50 straddle is priced for a move of 7%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results today after the bell.
ServiceNow (NOW) April 24 weekly 100 straddle is priced for a move of 10%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.
Intel (INTC) April 24 weekly 66 straddle is priced for a move of 11%. Call put ratio 1.1 calls to 1 put into the expected release of quarter results after the bell on April 23.
Movement
United States Oil Fund (USO) 30-day option implied volatility is at 84; compared to its 52-week range of 26 to 128. Call put ratio 1.4 calls to 1 put into share price lower before the bell.
T-Mobile (TMUS) 30-day option implied volatility is at 38; compared to its 52-week range of 19 to 40. Call put ratio 5.4 calls to 1 put with a focus on April 24 weekly calls following a Bloomberg report that Deutsche Telekom is considering a full combination with T-Mobile.
AT&T (T) 30-day option implied volatility is at 30; compared to its 52-week range of 19 to 36. Call put ratio 1 call to 1.5 puts following a Bloomberg report that Deutsche Telekom is considering a full combination with T-Mobile (TMUS).
Verizon Communications (VZ) 30-day option implied volatility is at 28; compared to its 52-week range of 15 to 31. Call put ratio 1.6 calls to 1 put.
Comcast (CMCSA) 30-day option implied volatility is at 37, compared to its 52-week range of 21 to 41. Call put ratio 3.3 calls to 1 put with a focus on May 30.50 calls into quarter results.
Charter Communications (CHTR) 30-day option implied volatility is at 60, compared to its 52-week range of 27 to 75. Call put ratio 2.8 calls to 1 put into quarter results.
D. R. Horton (DHI) 30-day option implied volatility is at 39; compared to its 52-week range of 30 to 49. Call put ratio 1 call to 1 put as share price up 6.6%.
Rubrik (RBRK) 30-day option implied volatility is at 68; compared to its 52-week range of 39 to 97. Call put ratio 31 calls to 1 put with a focus on 20K contracts of May 63 calls.
RTX (RTX) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 39. Call put ratio 1 call to 1 put as share price down 3.8%.
Robert Half International (RHI) 30-day option implied volatility is at 81; compared to its 52-week range of 33 to 70. Call put ratio 1 call to 1 put on 15K contracts as share price up 4.3%.
Boston Scientific (BSX) 30-day option implied volatility is at 47; compared to its 52-week range of 19 to 52. Call put ratio 1.5 calls to 1 put as share price down 1.9%.
Genmab A/S (GMAB) 30-day option implied volatility is at 48; compared to its 52-week range of 27 to 70. Call put ratio 19 calls to 1 put with a focus on a spreader of April 30, 35 and 40 calls as share price down 2.5%.
Unum Group (UNM) 30-day option implied volatility is at 31; compared to its 52-week range of 18 to 41 with a focus on a spreader of June 80 and July 85 calls.
A10 Networks (ATEN) 30-day option implied volatility is at 62; compared to its 52-week range of 23 to 60 with a focus on 5100 contracts of May 3 calls as share price up 2.3%.
Options with decreasing option implied volatility: WOLF NKTR NFLX ALLY GSAT
Increasing unusual option volume: VFS RHI CAR CMPX BK YSS GPC INSW
Increasing unusual call option volume: CMPX GRPN UBS FEZ CAR FFAI XHB OBE
Increasing unusual put option volume: BK CAR TSCO HTZ QXO WEN AMKR ITA FFAI BB ORBS
Popular stocks with increasing option volume: NFLX PLTR ORCL OPEN UNH INTC MSTR MU SOFI
Active options: NVDA TSLA AAPL MSFT AMZN AMD NFLX PLTR ORCL OPEN UNH META INTC MSTR MU BULL HIMS GOOGL ONDS SOFI
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $90, natural gas up 1%, gold at $4775
