Pre-Market IV Report September 18, 2026

Pre-Market IV Report September 18, 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: AES SAN SDGR GRAL ACAD XNDU SECZ VEL HPK MMED SRAD ABCL NRXS SPIR SM OSS QGEN JXN SGI GME

Stocks expected to have increasing option volume: NVDA CRWD MU WDC SNDK SKHY CRWV NBIS BE INTC NUE

Option IV into September expiration

SpaceX (SPCX) 30-day option implied volatility is at 50; compared to its 52-week range of 48 to 116. Call put ratio 1 call to 1 put amid wide price movement.

Intel (INTC) 30-day option implied volatility is at 66; compared to its 52-week range of 47 to 102. Call put ratio 1.6 calls to 1 put.

McDonald’s (MCD) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 28. Call put ratio 1 call to 2.8 puts into investor day on September 23.

Haemonetics (HAE) 30-day option implied volatility is at 34; compared to its 52-week range of 27 to 73 with a focus on a spreader of 500 contracts of November 115 and 130 calls.

Schrodinger Inc. (SDGR) 30-day option implied volatility is at 80; compared to its 52-week range of 46 to 109. Call put ratio 9.9 calls to 1 put with a focus on 1500 contracts of March 35 calls.

Boston Scientific (BSX) 30-day option implied volatility is at 38; compared to its 52-week range of 21 to 55. Call put ratio 1.8 calls to 1 put with a focus on 25K contracts of December 75 calls trading at 10c.

Quanta Services (PWR) 30-day option implied volatility is at 41; compared to its 52-week range of 33 to 60. Call put ratio 1 call to 6.6 puts with a focus on 1600 contracts of October 530 puts trading at $3.71.

Ginkgo Bioworks (DNA) 30-day option implied volatility is at 92; compared to its 52-week range of 76 to 183 with a focus on 4K contracts of December 11 calls.

Pegasystems (PEGA) 30-day option implied volatility is at 51; compared to its 52-week range of 35 to 90. Call put ratio 1 call to 3.9 puts with a focus on 210 contracts of October 30 puts.

Ginkgo Bioworks (DNA) 30-day option implied volatility is at 92; compared to its 52-week range of 76 to 183 with a focus on 4K contracts of December 11 calls trading at 60c as share price up

Power Solutions (PSIX) 30-day option implied volatility is at 41; compared to its 52-week range of 27 to 44. Call put ratio 1.6 calls to 1 put with a focus on September 260 calls as share price up.

Mistras Group, Inc. (MG) 30-day option implied volatility is at 47; compared to its 52-week range of 29 to 72. Call put ratio 36 calls to 1 put with a focus on October 22.5 and February 25 calls as share price up 3.2%.

Options with decreasing option implied volatility: DFTX PLAY FPS ORCL VCX RH AMBA ADBE CPRT TCOM KR HYG
Increasing unusual option volume: MIR GFL ACAD XP FRO GRAL DQ
Increasing unusual call option volume: XP FRO JETS SDGR BHVN ACAD
Increasing unusual put option volume: AS DKS HBAN AQST RIG SATL MTZ HRL
Popular stocks with increasing option volume: SMCI ORCL GOOGL PLTR GME MSTR SOFI NBIS AVGO HOOD
Active options: TSLA NVDA INTC AAPL SPCX AMD MU AMZN CRWV META SMCI ORCL GOOGL PLTR GME MSTR SOFI NBIS AVGO HOOD
Global S&P Futures mixed in premarket, Nikkei up 1%, Germany mixed, WTI Crude oil recently at $100.77. natural gas down 1%, gold at $4416