Pre-Market IV Report September 10, 2026

Pre-Market IV Report September 10, 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: PBR EWZ IEP COO VKTX OCUL ZVRA PCVX GEO PRMB PYPL SHOO IBM SFD APG SPTL HYD HYG JEPI

Stocks expected to have increasing option volume: ORCL ADBE M RH AEO SKIL KR FIZZ

Option IV as diesel at $5.94 per gallon, the most expensive on record.

United States Oil Fund (USO) 30-day option implied volatility is at 48; compared to its 52-week of 26 to 129. Call put ratio 1.1 calls to 1 put as share price up before the bell.

Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 27; compared to its 52-week of 18 to 34. Call put ratio 1.2 calls to 1 put.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 50. Call put ratio 3 calls to 1 put with a focus on a January 380 calls.

Phillips 66 (PSX) 30-day option implied volatility is at 40; compared to its 52-week range of 27 to 42. Call put ratio 1.1 calls to 1 put amid wide price movement.

Marathon Petroleum (MPC) 30-day option implied volatility is at 47; compared to its 52-week range of 27 to 47. Call put ratio 1 call to 1 put.

Valero Energy (VLO) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 49. Call put ratio 1 call to 1.8 puts.

Williams Cos. (WMB) 30-day option implied volatility is at 28; compared to its 52-week range of 21 to 32. Call put ratio 1.9 calls to 1 put.

Enterprise Products Partners (EPD) 30-day option implied volatility is at 17; compared to its 52-week range of 11 to 23. Call put ratio 1.3 calls to 1 put.

Energy Transfer (ET) 30-day option implied volatility is at 18; compared to its 52-week range of 13 to 24. Call put ratio 5 calls to 1 put.

ExxonMobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 37. Call put ratio 1.8 calls to 1 put.

Chevron (CVX) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 33. Call put ratio 1.4 calls to 1 put.

SLB (SLB) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 47. Call put ratio 4.3 calls to 1 put with a focus on September weekly 55 and 56 calls.

Halliburton (HAL) 30-day option implied volatility is at 36; compared to its 52-week range of 30 to 48. Call put ratio 2 calls to 1 put.

BP plc (BP) 30-day option implied volatility is at 32; compared to its 52-week range of 21 to 39. Call put ratio 3.3 calls to 1 put.

The Mosaic Company (MOS) 30-day option implied volatility is at 47; compared to its 52-week range of 32 to 63. Call put ratio 14 calls to 1 put with a focus on September 25 calls.

Intrepid Potash (IPI) 30-day option implied volatility is at 50; compared to its 52-week range of 44 to 82. Call put ratio 1 call to 6.1 puts with a focus on September and December 28 puts.

CF Industries (CF) 30-day option implied volatility is at 46; compared to its 52-week range of 27 to 68. Call put ratio 1.6 calls to 1 put.

Nutrien (NTR) 30-day option implied volatility is at 33; compared to its 52-week range of 24 to 44. Call put ratio 2 calls to 1 put.

Valero Energy (VLO) 30-day option implied volatility is at 48; compared to its 52-week range of 29 to 49. Call put ratio 1 call to 1.8 puts.

Linde (LIN) 30-day option implied volatility is at 23; compared to its 52-week range of 17 to 27. Call put ratio 1 call to 1.5 puts with a focus on October 420 puts.

Venture Global (VG) 30-day option implied volatility is at 60; compared to its 52-week range of 51 to 97. Call put ratio 4.4 calls to 1 put with a focus on March 20 calls.

Straddle prices into quarter results and outlook

Oracle (ORCL) September 11 weekly 160 straddle priced for a move of 14%. Call put ratio 1.9 calls to 1 put into the expected release of quarter results today after the bell.

Adobe Systems (ADBE) September 11 weekly 255 straddle priced for a move of 8%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results today after the bell.

Macy’s (M) September 11 weekly 21.50 straddle priced for a move of 8%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results today before the bell.

RH (RH) September 11 weekly 140 straddle priced for a move of 17%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results today after the bell.

Kroger (KR) September 11 weekly 56 straddle priced for a move of 7%. Call put ratio 2 calls to 1 put into the expected release of quarter results before the bell on September 11.

Movers

Signet Jewelers (SIG) 30-day option implied volatility is at 44; compared to its 52-week range of 38 to 74. Call put ratio 1 call to 1 put with a focus on October 100 puts and January 130 calls as share price up 20.9%.

Sprouts Farmers Market (SFM) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 69. Call put ratio 8.7 calls to 1 put with a focus on 5400 contracts of January 110 calls as share price down 2.2%.

Sunbelt International Corp. (SUNB) 30-day option implied volatility is at 45; compared to its 52-week range of 29 to 65. Call put ratio 11.2 calls to 1 put with a focus on September 75, 80 and 85 calls as share price up 7%.

Casey’s General Stores (CASY) 30-day option implied volatility is at 35; compared to its 52-week range of 22 to 51. Call put ratio 1.3 calls to 1 put as share price down 14.8%.

Medical Properties Trust (MPT) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 52. Call put ratio 1 call to 6.8 puts with a focus on December 4 calls and June 2.5 puts as share price down 1.6%.
Independence Realty Trust (IRT) 30-day option implied volatility is at 25; compared to its 52-week range of 21 to 49 with a focus on 680 contracts of October 15 puts as share price down 3.5%.

Options with decreasing option implied volatility: RARE PL NTSK GTLB ASAN MDB BCRX PATH SNOW AI ZS DOCU IONS LULU CHWY NTAP PANW AVGO NVS
Increasing unusual option volume: INSW SABR NAT TTAN GPRO TRMD CYPH ANNX
Increasing unusual call option volume: INSW NAT TRMD TTAN ALLY CYPH GPRO VNET AM ACVA
Increasing unusual put option volume: CASY AEO SN QQQM EYPT FOUR MPT TROW WY GLNG IYR
Popular stocks with increasing option volume: INTC SPCX MU CRWV AVGO ORCL PLTR NOK BE NBIS NFLX
Active options: TSLA NVDA INTC SPCX AAPL MU AMD AMZN CRWV IREN GOOGL META AVGO ORCL PLTR NOK BE CIFR NBIS NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed to up, WTI Crude oil recently at $97.58, natural gas mixed, gold at $4437