Pre-Market IV Report September 22, 2026

Pre-Market IV Report September 22, 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: STUB DECK IBM CZR UUP ARMG AXTX INTW FBL LABX WSC CRDU SNK CRML METU APPX RGEN RMBS AIBZ ARM INTC MRNA NWL NKTR APPS BITU JANX MRAM PSKY ZTO VNET ALAB BITX COUR GRPN KSTR PGEN SAN PLAB TXN YELP ZIM ARKB CAE GE ISRG LNG MAT NTR PENN CMCSA COF DLR MMM PM T TMO ULS UNP CORN DBA GPIQ XLC AES

Stocks expected to have increasing option volume: AMD NVDA META INTC ONON AZO

Option movers

AMD (AMD) 30-day call option implied volatility is 56; compared to its 52-week range of 42 to 89. Call put ratio 1.5 calls to 1 put as share price rally.

NVIDIA (NVDA) 30-day call option implied volatility is 32; compared to its 52-week range of 31 to 55. Call put ratio 1.8 calls to 1 put.

Intel (INTC) 30-day call option implied volatility is 75; compared to its 52-week range of 47 to 102. Call put ratio 1.6 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 47; compared to its 52-week of 26 to 128. Call put ratio 1 call to 1.6 puts as oil pulls back.

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 call to 1.4 puts.

Market Vectors Oil Services ETF (OIH) 30-day option implied volatility is at 34; compared to its 52-week range of 29 to 50. Call put ratio 1.4 calls to 1 put.

Strategy (MSTR) 30-day option implied volatility is at 75; compared to its 52-week range of 52 to 125. Call put ratio 1.8 calls to 1 put as share price up 7.3%.

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

Exxon Mobil (XOM) 30-day option implied volatility is at 29; compared to its 52-week range of 18 to 36. Call put ratio 1.4 calls 1 put as energy prices pull back.

Canadian Natural Resources (CNQ) 30-day option implied volatility is at 33; compared to its 52-week range of 22 to 40 with a focus on 10600 contracts of January 57.50 calls.

Flutter Entertainment (FLUT) 30-day option implied volatility is at 49; compared to its 52-week range of 28 to 72. Call put ratio 1 call to 1.5 puts as share price down 2.4%.

Fidelity National Financial (FNF) 30-day option implied volatility is at 28; compared to its 52-week range of 20 to 44 with a focus on a spreader of 3K contracts of October 35, October 45, November 30 and November 35 puts.

Amphastar Pharma (AMPH) 30-day option implied volatility is at 57; compared to its 52-week range of 45 to 84 with a focus on 6300 contracts of October calls.

Black Hills Corp. (BKH) 30-day option implied volatility is at 20; compared to its 52-week range of 14 to 32 with a focus on 3500 contracts of October 80 calls as share price up 2.5%.

LendingTree (TREE) 30-day option implied volatility is at 61; compared to its 52-week range of 45 to 105 with a focus on 2877 contracts of October 30 calls as share price up 4.6%.

Straddle prices into quarter results and outlook

Costco (COST) September 25 weekly 900 straddle priced for a move of 3%. Call put ratio 1.6 calls to put into the expected release of quarter results after the bell on September 24.

Options with decreasing option implied volatility: ABSI FPS PLAY SOUN VCX DXYZ WBD TCOM
Increasing unusual option volume: GFL ACAD EH REI SECZ IMPP
Increasing unusual call option volume: EH CE REI ACAD ALGM IMPP CGON DC CRDU
Increasing unusual put option volume: SIDU CGC EQIX DKS MDLN AS NUAI
Popular stocks with increasing option volume: INTC MU SPCX WBD MSTR MSFT AVGO PLTR SOFI NFLX CRWV HOOD
Active options: NVDA TSLA INTC META AAPL AMD MU AMZN SPCX WBD MSTR MSFT GOOGL AVGO PLTR SOFI NFLX CRWV HOOD IREN
Global S&P Futures up in premarket, Nikkei up 1.3%, Germany mixed, WTI Crude oil recently at $93.94, natural gas down 1%, gold at $4360