Pre-Market IV Report April 28, 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: SMMT NN ARM ANF RVMD GAP ARCB LFVN LAC TORO RVMD AVEX SGMT CPRX ANF ASH GAP ZS S PUMP PRTA IDYA AEO ANAB COST KVUE DBA INCY PDD BURL P DELL BBY DLTR
Stocks expected to have increasing option volume: GM F JBLU SPOT CVLT KO KMB BP GLW CNC ZBH TMUS CDNS RMBS CLS NUE CLS SYY FLS PII NOV CR QGEN
Movers
Intel (INTC) 30-day option implied volatility is at 73; compared to its 52-week range of 38 to 77. Call put ratio 1.1 calls to 1 put amid wide price movement.
AMD (AMD) 30-day option implied volatility is at 67; compared to its 52-week range of 39 to 74. Call put ratio 1 call to 1 put as share price down 3.2%.
Qualcomm (QCOM) 30-day option implied volatility is at 53; compared to its 52-week range of 25 to 54. Call put ratio 4.3 calls to 1 put with a focus on 1750 contracts of July 150 calls.
Snowflake (SNOW) 30-day option implied volatility is at 78; compared to its 52-week range of 31 to 81. Call put ratio 1 call to 1 put into a Snowflake Summit 26, live in San Francisco from June 1-4, 2026.
ServiceNow (NOW) 30-day option implied volatility is at 59; compared to its 52-week range of 27 to 76. Call put ratio 2.3 calls to 1 put into a analyst day on May 4.
CrowdStrike Holdings Inc. (CRWD) 30-day option implied volatility is at 50; compared to its 52-week range of 32 to 67. Call put ratio 1.1 calls to 1 put.
CoreWeave (CRWV) 30-day option implied volatility is at 106; compared to its 52-week range of 67 to 153. Call put ratio 1.2 calls to 1 put.
Element Solutions (ESI) 30-day option implied volatility is at 52; compared to its 52-week range of 26 to 52 with a focus on a spreader of May 35, 36 and 39 puts.
Graphic Packaging (GPK) 30-day option implied volatility is at 54; compared to its 52-week range of 22 to 59 with a focus on a spreader of 14K contracts of January 12.5 and 17.50 puts.
ProPetro Holding (PUMP) 30-day option implied volatility is at 78; compared to its 52-week range of 42 to 95 with a focus on spreader of 25K contracts of May 15 and 20 calls.
NOV Inc (NOV) 30-day option implied volatility is at 45; compared to its 52-week range of 31 to 49 with a focus on a 57K contracts of May 20 calls.
Crown Holdings (CCK) 30-day option implied volatility is at 38; compared to its 52-week range of 20 to 37 with a focus on 1600 contracts of May 105 calls.
Flowserve (FLS) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 48. Call put ratio 3.5 calls to 1 put with a focus on May calls as share price up 5%.
Catalyst Pharmaceuticals (CPRX) 30-day option implied volatility is at 72; compared to its 52-week range of 32 to 75 with a focus on 3600 contracts of May 30 calls as share price up 7.9%.
Straddle prices into quarter results and outlook
Visa (V) May 1 weekly 310 straddle is priced for a move of 4%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.
Seagate Technology (STX) May 1 weekly 595 straddle is priced for a move of 12%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.
Starbucks (SBUX) May 1 weekly 98 straddle is priced for a move of 7%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results today after the bell.
Robinhood (HOOD) May 1 weekly 84 straddle is priced for a move of 10%. Call put ratio 2 calls to 1 put into the expected release of quarter results today after the bell.
Booking Holdings (BKNG) May 1 weekly 177.6 straddle is priced for a move of 8%. Call put ratio 1 calls to 1.5 put into the expected release of quarter results today after the bell.
Alphabet (GOOG) May 1 weekly 350 straddle is priced for a move of 5%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results after the bell on April 29.
Microsoft (MSFT) May 1 weekly 425 straddle is priced for a move of 7%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on April 29.
Amazon (AMZN) May 1 weekly 260 straddle is priced for a move of 6%. Call put ratio 2.3 calls to 1 put into the expected release of quarter results after the bell on April 29.
Meta Platforms (META) May 1 weekly 680 straddle is priced for a move of 8%. Call put ratio 2.1 calls to 1 put into the expected release of quarter results after the bell on April 29.
Options with decreasing option implied volatility: OGN CAR BBBY CMPS COUR BB BSX LVS UNH WU
Increasing unusual option volume: GPK PUMP GXO OGN INDI SGMT ELAN
Increasing unusual call option volume: PUMP OGN INDI IVZ CAR CTRA ELAN
Increasing unusual put option volume: POET OGN CAR MTUM VIAV CDNS ZTS DPZ
Popular stocks with increasing option volume: INTC MU PLTR NOK NFLX SOFI MSTR ORCL SNAP QCOM
Active options: NVDA TSLA INTC AAPL AMZN MSFT GOOGL POET MU META AMD PLTR NOK NFLX SOFI MSTR ORCL SNAP QCOM GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $98.98, natural gas mixed, gold at $4636
