Pre-Market IV Report September 16, 2026

Pre-Market IV Report September 16, 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: SWKS SOUN HQ JANX ARQQ IONS SWKS SMMT SDGR SM BBIO WAY GMAB MGY LPG ABUS STRC ASND USFD SYY ARR STRC

Stocks expected to have increasing option volume: QQQ SPY RUT TLT NVDA TSLA SPCX AAPL ARM ADM

Option IV into FOMC policy decision

PowerShares QQQ Trust (QQQ) 30-day option implied volatility is at 19; compared to its 52-week range of 15 to 30. Call put ratio 1 call to 1 put into FOMC policy decision.

SPDR S&P 500 ETF Trust (SPY) 30-day option implied volatility is at 14; compared to its 52-week range of 11 to 27. Call put ratio 1 call to 1.2 put into FOMC policy decision.

iShares 20+ Year Treasury Bond ETF (TLT) 30-day option implied volatility is at 14; compared to its 52-week range of 9 to 16. Call put ratio 2.2 calls to 1 put into FOMC policy decision.

NVIDIA (NVDA) 30-day option implied volatility is at 34; compared to its 52-week range of 32 to 55. Call put ratio 2.1 calls to 1 put into FOMC policy decision.

United States Oil Fund (USO) 30-day option implied volatility is at 57; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put amid price movement.

Strategy (MSTR) 30-day option implied volatility is at 72; compared to its 52-week range of 50 to 127. Call put ratio 1 call to 1 put amid headlines.

Straddle prices into quarter results and outlook

Lennar Corp. (LEN) September 80 straddle priced for a move of 7%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on September 17.

Option movement

United Airlines (UAL) 30-day call option implied volatility is 51; compared to its 52-week range of 39 to 78. Call put ratio 12.4 calls to 1 put with a focus on a spreader of 31404 contracts of October 120 and 135 calls.

Carrier Global (CARR) 30-day call option implied volatility is 35; compared to its 52-week range of 29 to 47.
Call put ratio 1 call to 8.7 puts with a focus on a spreader of 15735 contracts of September 50 and 55 puts as share price down.

Forgent Power Solutions (FPS) 30-day call option implied volatility is 81; compared to its 52-week range of 72 to 120. Call put ratio 4.2 calls to 1 put with a focus on a spreader of 1K contracts of September 35 and 40 calls as share price up.

ResMed (RMD) 30-day call option implied volatility is 28; compared to its 52-week range of 24 to 52. Call put ratio 1.5 calls to 1 put as share price up.

Warby Parker (WRBY) 30-day call option implied volatility is 66; compared to its 52-week range of 44 to 100. Call put ratio 5.4 calls to 1 put with a focus on September 25 calls and September 24.50 puts as share price down.

Ascendis Pharma (ASND) 30-day call option implied volatility is 42; compared to its 52-week range of 32 to 66. Call put ratio 1 call to 1 put a share price down.

Five9 (FIVN) 30-day call option implied volatility is 59; compared to its 52-week range of 49 to 96. Call put ratio 1 call to 2 put with a focus on October 27.50 puts as share price up.

CareTrust REIT (CTRE) 30-day call option implied volatility is 22; compared to its 52-week range of 16 to 31 with a focus on 4300 contracts of September 40 calls.

Elanco Animal Health (ELAN) 30-day call option implied volatility is 45; compared to its 52-week range of 34 to 67. Call put ratio 21 calls to 1 put with a focus on 1875 contracts of September 23 calls.

Options with decreasing option implied volatility: DFTX AMBA AEO PLAY VCX DXYZ ORCL RH CCXI CHWY PCG STUB JMKE EIX ASO ADBE M CPRT KR
Increasing unusual option volume: FSK CRBP KNX ALHC ITUB SLI PCAR FXE PAGS
Increasing unusual call option volume: KNX PAGS ALHC ICE ACVA DK FPS PLAY FEZ CYPH SN POWL
Increasing unusual put option volume: CARR HRL PLAY ALLY DKS CG NMAX FPS
Popular stocks with increasing option volume: SPCX INTC ORCL PLTR AVGO MSTR CRWD SOFI HOOD COIN
Active options: NVDA TSLA META AAPL AMZN SPCX INTC MU AMD ORCL PLTR AVGO MSFT GOOGL MSTR IREN CRWD SOFI HOOD COIN
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed, WTI Crude oil recently at $104.77, natural gas mixed, gold at $4373