Pre-Market IV Report September 14, 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: EWZ WBD BWET CLDX OKLL IE ALKT ADNT HDB CNXN HAFN SPDN AES ENB CZR
Stocks expected to have increasing option volume: QQQ SPY RUT ORCL NVDA SNDK MU WDC SKHY INTC CRWV AZN BHF
Option IV amid AI headlines, FOMC meeting, energy prices higher, interest rates trending higher
Oracle (ORCL) 30-day call option implied volatility is 50; compared to its 52-week range of 41 to 85. Call put ratio 2.3 calls to 1 put into share price lower before the bell.
Western Digital (WDC) 30-day call option implied volatility is 63; compared to its 52-week range of 41 to 117. Call put ratio 1 call to 1.3 puts into share price lower before the bell.
Micron Technology (MU) 30-day call option implied volatility is 60; compared to its 52-week range of 46 to 108. Call put ratio 1.5 calls to 1 put into share price lower before the bell.
SK Hynix (SKHY) 30-day call option implied volatility is 60; compared to its 52-week range of 57 to 139. Call put ratio 1.4 calls to 1 put into share price lower before the bell.
Sandisk (SNDK) 30-day call option implied volatility is 68; compared to its 52-week range of 65 to 163. Call put ratio1.4 calls to 1 put into share price lower before the bell.
NVIDIA (NVDA) 30-day call option implied volatility is 32; compared to its 52-week range of 32 to 55. Call put ratio 1.9 calls to 1 put into share price lower before the bell.
CoreWeave (CRWV) 30-day call option implied volatility is 71; compared to its 52-week range of 68 to 124. Call put ratio 1.1 calls to 1 put into share price lower before the bell.
Dell Technologies (DELL) 30-day call option implied volatility is 62; compared to its 52-week range of 36 to 100. Call put ratio 1 call to 1 put into share price lower before the bell.
Bloom Energy Corp. (BE) 30-day call option implied volatility is 78; compared to its 52-week range of 78 to 181. Call put ratio 1 call to 1 put into share price lower before the bell.
Nebius Group (NBIS) 30-day call option implied volatility is 78; compared to its 52-week range of 74 to 168. Call put ratio 1.6 calls to 1 put into share price lower before the bell.
SpaceX (SPCX) 30-day option implied volatility is at 51; compared to its 52-week range of 48 to 116. Call put ratio 1.9 calls to 1 put into share price lower before the bell.
United States Oil Fund (USO) 30-day option implied volatility is at 56; compared to its 52-week range of 26 to 129. Call put ratio 1.2 calls to 1 put as share price up before the bell.
Market Vectors Semiconductor ETF (SMH) 30-day call option implied volatility is 32; compared to its 52-week range of 26 to 59. Call put ratio 1 call to 3.4 puts into share price lower before the bell.
iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 11; compared to its 52-week range of 9 to 16. Call put ratio 1.7 calls to 1 put into share price up before the bell.
ACV (ACVA) 30-day option implied volatility is at 26; compared to its 52-week range of 26 to 111. Call put ratio 1.8 calls to 1 put on 31K contracts into Copart (CPRT) into acquire for $10.50 per share in cash.
Options with decreasing option implied volatility: EWZ WBD BWET CLDX OKLL IE ALKT ADNT HDB CNXN SPDN AES ENB CZR
Increasing unusual option volume: ACVA IHI CGON IE HDB ALHC AMR OLED
Increasing unusual call option volume: CGON ACVA IE HDB YPF BEKE SN ALHC DK CYPH
Increasing unusual put option volume: BWA IHI HBAN FRVO ALLY ITB SE MDLN LYB KBH
Popular stocks with increasing option volume: ORCL MU SPCX INTC MSTR SMCI DELL MARA PLTR HOOD SNDK GME
Active options: AAPL NVDA TSLA ORCL MU SPCX INTC META MSTR AMZN GOOGL AMD SMCI DELL MARA MSFT PLTR HOOD SNDK GME
Global S&P Futures lower in premarket, Nikkei mixed to lower, Germany mixed to lower, WTI Crude oil recently at $102.88, natural gas mixed, gold at $4321
