Pre-Market IV Report September 11, 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: WBD USO ATAI BNO UCO DBO WAY BNO TRMD SWKS SCO HAFN DX TMF QRVO NLY TLT JEPI DJX SPYI MUB LQD IEF HYG EWA
Stocks expected to have increasing option volume: ORCL ADBE KR RH GME CPRT ACVA BHF ZUMZ CW CELH
Movers
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 13; compared to its 52-week range of 9 to 16. Call put ratio 1 call to 1.1 puts on 1.5M contracts.
Meta Platforms (META) 30-day option implied volatility is at 39; compared to its 52-week of 24 to 57. Call put ratio 1.6 calls to 1 put on 617K contracts.
Ishares U.S. Home Construction Etf (ITB) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 39. Call put ratio 1 call to 32 puts with a focus on September puts.
GameStop (GME) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 69. Call put ratio 7 calls to 1 put with a focus on 1800 contracts of October 25 calls and 2K contracts of October 30 weekly 25 calls.
Brighthouse Financial (BHF) 30-day option implied volatility is at 73; compared to its 52-week range of 6 to 106. Call put ratio 8.7 calls to 1 put with a focus on December and January 70 calls.
Celsius Holdings Inc. (CELH) 30-day option implied volatility is at 51; compared to its 52-week range of 44 to 82. Call put ratio 1 call to 1.6 puts.
ACV (ACVA) 30-day option implied volatility is at 79; compared to its 52-week range of 52 to 111. Call put ratio 43 calls to 1 put into Copart (CPRT) into acquire for $10.50 per share in cash.
Copart (CPRT) 30-day option implied volatility is at 42; compared to its 52-week range of 23 to 47. Call put ratio 1.2 calls to 1 put into Copart to acquire ACV Auctions (ACVA) for $10.50 per share in cash.
GoPro (GPRO) 30-day option implied volatility is at ; compared to its 52-week of to . Call put ratio calls to 1 put contracts amid wide price movement.
AeroVironment (AVAV) 30-day option implied volatility is at 64; compared to its 52-week of 48 to 113. Call put ratio 1.8 calls to 1 put with a focus on September 11 weekly 150 calls as share price up 7.4%.
Cooper Cos. (COO) 30-day option implied volatility is at 29; compared to its 52-week of 27 to 59. Call put ratio 1 call to 2 puts with a focus on September 60 and 70 puts as share price down 13%.
Kinetik Holdings (KNTK) 30-day option implied volatility is at 31; compared to its 52-week of 23 to 66. Call put ratio 89 calls to 1 put with a focus on September 55, December 40 and March 60 calls.
United Rentals (URI) 30-day option implied volatility is at 33; compared to its 52-week of 28 to 49. Call put ratio 1 call to 2.8 puts with a focus on September, October and December puts as share price down 4%.
CarMax (KMX) 30-day option implied volatility is at 54; compared to its 52-week of 39 to 77. Call put ratio 1 call to 1 6 puts with a focus on 1500 contracts of October 45 puts.
Millicom International Cellular (TIGO) 30-day option implied volatility is at 40; compared to its 52-week of 37 to 68 with a focus on 2K contracts of September 100 calls.
Celanese Corp. (CE) 30-day option implied volatility is at 46; compared to its 52-week of 40 to 95. Call put ratio 4.4 calls to 1 put with a focus on a spreader of 5K contracts of September 50 and October 50 calls.
ViaSat (VSAT) 30-day option implied volatility is at 70; compared to its 52-week of 66 to 116 with a focus on 3400 contracts of Dember 110 calls as share price up 2.3%.
Options with decreasing option implied volatility: PL RARE NTSK ASAN PATH AEO SNOW BCRX AI NN ZS NTAP DOCU IONS CHWY LULU IOT AVGO GME
Increasing unusual option volume: OLED GPRO IMPP CE KC RRC GFI ARBE RARE GXO
Increasing unusual call option volume: GPRO GFI IMPP RRC ARBE MDLN CYPH ATAI DPRO BMEA
Increasing unusual put option volume: ITB RARE XLY CARR FRVO XME TRIP CPNG RCL TECK MXEF
Popular stocks with increasing option volume: SPCX MU INTC ORCL MSTR CRWV UBER PCG HOOD SOFI
Active options: AAPL NVDA TSLA SPCX MU META INTC ORCL GOOGL AMZN PLTR AMD MSTR CRWV UBER PCG HOOD MSFT SOFI CIFR
Global S&P Futures up in premarket, Nikkei down 1.9%, Germany mixed, WTI Crude oil recently at $99.81, natural gas mixed, gold at $4385
