Pre-Market IV Report September 24, 2026

Pre-Market IV Report September 24, 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: INOD SRAD STUB IBM SAP CZR SRZN FSLY RSKD TSSI ACMR U AVR FUL NAVN ZIM ABNB AUPH TMF PBR AXSM MTCH TCOM NBIX WBD MNRO LQD IEF HYG TLT

Stocks expected to have increasing option volume: MGM P VKTX COST SFIX DRI BB

Meta Platforms (META) 30-day call option implied volatility is 45; compared to its 52-week range of 24 to 57. Call put ratio 1.9 calls to 1 put.

United States Oil Fund (USO) 30-day option implied volatility is at 50; compared to its 52-week of 26 to 128. Call put ratio 1.4 calls to 1 put amid energy price movement.

Option IV into SEMICON West conference

AMD (AMD) 30-day call option implied volatility is 52; compared to its 52-week range of 42 to 89. Call put ratio 1 call to 1.1 puts into SEMICON West conference.

NVIDIA (NVDA) 30-day call option implied volatility is 31; compared to its 52-week range of 31 to 55. Call put ratio 1.6 calls to 1 put into SEMICON West conference.

Intel (INTC) 30-day call option implied volatility is 74; compared to its 52-week range of 47 to 102. Call put ratio 1.6 calls to 1 put into SEMICON West conference.

Western Digital (WDC) 30-day call option implied volatility is 70; compared to its 52-week range of 50 to 117. Call put ratio 1 call to 1 put into SEMICON West conference.

Micron Technology (MU) 30-day call option implied volatility is 64; compared to its 52-week range of 46 to 108. Call put ratio 14. Calls to 1 put into SEMICON West conference.

SK Hynix (SKHY) 30-day call option implied volatility is 58; compared to its 52-week range of 57 to 139. Call put ratio 1.3 calls to 1 put into SEMICON West conference.

Sandisk (SNDK) 30-day call option implied volatility is 73; compared to its 52-week range of 67 to 163. Call put ratio1.3 calls to 1 put into SEMICON West conference.

Arm Holdings (ARM) 30-day option implied volatility is at 73; compared to its 52-week range of 42 to 113. Call put ratio 1.7 calls to 1 put into SEMICON West conference.

Broadcom (AVGO) 30-day option implied volatility is at 36; compared to its 52-week range of 35 to 66. Call put ratio 1.8 calls to 1 put into SEMICON West conference.

Qualcomm (QCOM) 30-day option implied volatility is at 51; compared to its 52-week range of 27 to 93. Call put ratio 2.3 calls to 1 put into SEMICON West conference.

Marvell Technology (MRVL) 30-day option implied volatility is at 67; compared to its 52-week range of 45 to 111. Call put ratio 1.7 calls to 1 put into SEMICON West conference.

Market Vectors Semiconductor ETF (SMH) 30-day option implied volatility is at 35; compared to its 52-week range of 27 to 59. Call put ratio 1 call to 1.5 puts into SEMICON West conference.

MGM Resorts (MGM) 30-day option implied volatility is at 57; compared to its 52-week range of 28 to 57. Call put ratio 1.7 calls to 1 put on 19K contracts into share price lower before the bell.

IONQ Inc (IONQ) 30-day option implied volatility is at 71; compared to its 52-week range of 68 to 129. Call put ratio 3.3 calls 1 put with a focus on 5K contracts of September 25 weekly 45 calls as share price up 4.7%.

Fluence Energy, Inc. (FLNC) 30-day option implied volatility is at 84; compared to its 52-week range of 77 to 156 with a focus on 10K contracts of January 10 calls.

CNA Financial (CNA) 30-day option implied volatility is at 22; compared to its 52-week range of 21 to 48 with a focus on 2800 contracts of October 50 calls.

Paychex (PAYX) 30-day option implied volatility is at 29; compared to its 52-week range of 23 to 44. Call put ratio 1 call 1.3 puts as share price down 7.3%.

eBay (EBAY) 30-day option implied volatility is at 34; compared to its 52-week range of 25 to 55. Call put ratio 1 call 3.6 puts with a focus on 5200 contracts of October 9 weekly 108 puts.

Teradyne (TER) 30-day option implied volatility is at 66; compared to its 52-week range of 44 to 118 with a focus on 5300 contracts of October 30 weekly calls as share price down 2.6%.

Straddle prices into quarter results and outlook

Costco (COST) September 25 weekly 905 straddle priced for a move of 3%. Call put ratio 1.4 calls to put into the expected release of quarter results today after the bell.

Options with decreasing option implied volatility: VKTX SOUN WBD ABVX CBRL RARE STRC FSLY TSSI ACMR U FUL AVR ZIM ABNB AUPH TMF PBR AXSM MTCH TCOM NBIX
Increasing unusual option volume: ABUS GFL OI GETY RNG FEZ ERIC
Increasing unusual call option volume: GFL ABUS JETS RNG ERIC SABR U QSR DC FSLY
Increasing unusual put option volume: FEZ RNG EWG HBAN ERAS KBH LYB DLR
Popular stocks with increasing option volume: MU INTC PLTR SPCX CRWV AVGO MSTR SOFI NFLX GME MCD
Active options: TSLA NVDA META AAPL MU AMZN GOOGL MSFT INT PLTR AMD SPCX CRWV AVGO MSTR GOOG SOFI NFLX GME MCD
Global S&P Futures lower in premarket, Nikkei up, Germany mixed, WTI Crude oil recently at $93.88, natural gas up 1%, gold at $4288