Pre-Market IV Report September 21, 2026

Pre-Market IV Report September 21, 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: SOXS ZVRA IONS IMXI ERAS ZVRA ZLAB DFDV CGEM XENE GEMI MIR ALMS REAL INSP GFL BITU CODI CTOS COMP SB SAR LUXE IBIT INMD RGR HE VOD ARCC ARCC ACGL ENB MUB UUP

Stocks expected to have increasing option volume: DELL PANW ANET SNDK TAP TTD BLDR BE P ILMN

China option IV

Alibaba (BABA) 30-day option implied volatility is at 43; compared to its 52-week range of 33 to 55. Call put ratio 3.2 calls to 1 put into President Donald Trump and Chinese President Xi Jinping’s summit.

JD.com (JD) 30-day option implied volatility is at 30; compared to its 52-week range of 27 to 56. Call put ratio 2 calls to 1 put into President Donald Trump and Chinese President Xi Jinping’s summit.

Pinduoduo (PDD) 30-day option implied volatility is at 31; compared to its 52-week range of 26 to 51. Call put ratio 1.8 calls to 1 put into President Donald Trump and Chinese President Xi Jinping’s summit.

Baidu (BIDU) 30-day option implied volatility is at 39; compared to its 52-week range of 37 to 66. Call put ratio 1.5 calls to 1 put into President Donald Trump and Chinese President Xi Jinping’s summit.

Li Auto Inc. (LI) 30-day option implied volatility is at 44; compared to its 52-week range of 39 to 68. Call put ratio 1 call to 1.2 puts.

XPeng Inc. (XPEV) 30-day option implied volatility is at 48; compared to its 52-week range of 45 to 75. Call put ratio 3 calls to 1 put with a focus on October calls.

Db X-trackers Harvest Csi 300 China A – Shares Fund (ASHR) 30-day option implied volatility is at 18; compared to its 52-week range of 16 to 29. Call put ratio 2.7 calls to 1 put with a focus on October calls into President Donald Trump and Chinese President Xi Jinping’s summit.

KraneShares CSI China Internet ETF (KWEB) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 41. Call put ratio 3.1 calls to 1 put with a focus on October 25 and 26 calls into President Donald Trump and Chinese President Xi Jinping’s summit.

Boeing (BA) 30-day option implied volatility is at 30; compared to its 52-week range of 25 to 46. Call put ratio 1.9 calls to 1 put into SPEEA union members vote on the current contract expiring on October 6.

McDonald’s (MCD) 30-day option implied volatility is at 21; compared to its 52-week range of 15 to 29. Call put ratio 1.6 calls to 1 put into investor day on September 23.

Marvell Technology (MRVL) 30-day option implied volatility is at 65; compared to its 52-week range of to 45 to 111. Call put ratio 2.5 calls to 1 put into hosting its Investor Day 2026 on October 6, 2026, in New York City.

Novo Nordisk (NVO) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 48. Call put ratio 1.8 calls to 1 put into hosting its Capital Markets Day today.

On Holding AG (ONON) 30-day option implied volatility is at 44; compared to its 52-week range of 37 to 66. Call put ratio 4.7 calls to 1 put into analyst day.

Paramount Skydance Corporation (PSKY) 30-day option implied volatility is at 53; compared to its 52-week range of 42 to 73. Call put ratio 1.6 calls to 1 put amid Paramount in advanced settlement talks with California officials, WSJ reports.

Warner Bros. Discovery (WBD) 30-day option implied volatility is at 30; compared to its 52-week range of 9 to 77. Call put ratio 1 call to 2 puts amid Paramount in advanced settlement talks with California officials, WSJ reports.

Netflix (NFLX) 30-day option implied volatility is at 36; compared to its 52-week range of 29 to 53. Call put ratio 1.6 calls to 1 put with a focus on 2K contracts of June 90 calls.

Arm Holdings (ARM) 30-day option implied volatility is at 68; compared to its 52-week range of 42 to 113. Call put ratio 2 calls to 1 put amid wide price movement.

Edgewise Therapeutics Inc. (EWTX) 30-day option implied volatility is at 61; compared to its 52-week range of 51 to 164. Call put ratio 28 calls to 1 put with a focus on a spreader of 2K contracts of September 45 and October 50 calls.

Lamb Weston (LW) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 66 with a focus on 14K contracts of October 37.50 puts.

Nomad Foods Limited (NOMD) 30-day option implied volatility is at 26; compared to its 52-week range of 22 to 45 with a focus on 1500 contracts of October 10 calls.

Hallador Energy (HNRG) 30-day option implied volatility is at 61; compared to its 52-week range of 55 to 108. Call put ratio 2.7 calls to 1 put with a focus on January 10 puts and January 20 calls.

GDS Holdings Limited (GDS) 30-day option implied volatility is at 54; compared to its 52-week range of 46 to 96 with a focus on 1900 contracts of October 34 calls.

StubHub (STUB) 30-day option implied volatility is at 46; compared to its 52-week range of 40 to 142. Call put ratio 2.7 calls to 1 put as share price near low end of range.

Options with decreasing option implied volatility: FPS DFTX PLAY LABD VCX TCOM
Increasing unusual option volume: UTHR ABUS OPRA GFL ACAD
Increasing unusual call option volume: DVA SDGR DFDV ERAS RARE JCI
Increasing unusual put option volume: LW TMDX BAM KOPN DT KOS EWJ
Popular stocks with increasing option volume: MSTR SPCX MU INTC HOOD NFLX COIN AVGO PLTR SNDK ORCL
Active options: TSLA NVDA MSTR AAPL SPCX GOOGL MU AMZN META INTC HOOD NFLX COIN AMD MARA AVGO PLTR SNDK GOOG ORCL
Global S&P Futures up in premarket, Nikkei up 1%, Germany up, WTI Crude oil recently at $98, natural gas down 1%, gold at $4383