Pre-Market IV Report September 9, 2026

Pre-Market IV Report September 9, 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: DFTX JMKE EWZ PBR BNC AXTX LITX CWVX NEBX AAOX APLX KORU SNDG INTW SMR COHX FCEL AMBA SOXS RKLX SHXX PSIX TE RGTI SHAZ LITE SEDG AVGG CCXI STX ENPH LWLG NVTS PCVX PENG POET RAL QUBT VIAV WDC RIVN ACI BEKE BKNG BLDR BWXT CRI DAL ELF ESTC EWY EXPE FCX GGLL STT HWM IEP PTC APH CDNS

Stocks expected to have increasing option volume: ORCL CASY BRZE TTAN PBR RH OWL

Agriculture stocks option IV amid sharp rally

Teucrium Corn Fund (CORN) 30-day option implied volatility is at 21; compared to its 52-week range of 13 to 43. Call put ratio 6.3 calls to 1 put amid sharp rally.

Teucrium Soybean Fund (SOYB) 30-day option implied volatility is at 19; compared to its 52-week range of 11 to 27. Call put ratio 3.6 calls to 1 put amid sharp rally.

Teucrium Wheat Fund (WEAT) 30-day option implied volatility is at 33; compared to its 52-week range of 19 to 58. Call put ratio 12 calls to 1 put amid sharp rally.

Movers

Apple (AAPL) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 33. Call put ratio 2.1 calls 1 put into hosting a special event today.

United States Oil Fund (USO) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1 put as share price up before the bell.

Lockheed Martin (LMT) 30-day option implied volatility is at 27; compared to its 52-week of 20 to 41. Call put ratio 2.2 calls to 1 put as share price up 2.3%.

Boeing (BA) 30-day option implied volatility is at 31; compared to its 52-week of 25 to 46. Call put ratio 1.9 calls to 1 put.

Tractor Supply (TSCO) 30-day option implied volatility is at 36; compared to its 52-week of 23 to 55. Call put ratio calls to 3.8 calls to 1 put with a focus on 6300 contracts of September 36 calls.

Best Buy (BBY) 30-day option implied volatility is at 36; compared to its 52-week of 30 to 57. Call put ratio 2.1 calls to 1 put with a focus on October 90 calls.

monday.com Ltd. (MNDY) 30-day option implied volatility is at 62; compared to its 52-week of 47 to 113 with a focus on 5400 contracts of November 65 puts as share price down 6.6%.

Brookfield Renewable (BEPC) 30-day option implied volatility is at 31; compared to its 52-week of 21 to 49 with a focus on 5100 contracts of September 35 calls as share price up 2.8%.

GFL Environmental (GFL) 30-day option implied volatility is at 39; compared to its 52-week of 20 to 48 with a focus on a spreader of 17500 contracts of December 45 and 50 calls.

BKV Corporation (BKV) 30-day option implied volatility is at 45; compared to its 52-week of 37 to 68 with a focus on 5700 September 30 calls as share price up 2.7%.

Straddle prices into quarter results and outlook

American Eagle Outfitters (AEO) September 11 weekly 17 straddle priced for a move of 15%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

Academy Sports and Outdoor (ASO) September 11 weekly 17 straddle priced for a move of 9.5%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 9.

Oracle (ORCL) September 11 weekly 157.50 straddle priced for a move of 13%. Call put ratio 2 calls to 1 put into the expected release of quarter results after the bell on September 10.

Adobe Systems (ADBE) September 11 weekly 257.50 straddle priced for a move of 9%. Call put ratio 1 call to 1 put into the expected release of quarter results after the bell on September 10.

Options with decreasing option implied volatility: AXTX BNC LITX CWVX NEBX AAOX APLX KORU SNDG INTW SMR COHX FCEL AMBA SOXS RKLX SKHX PSIX TE SHAZ RGTI SEDG STX ENPH LWLG NVTS PCVX PENG POET RAL QUBT CORZ CRWV EWZ RUN OKLO ADNT AMKR VIAV WDC RIVN HLF HUM LEU LYTE PBR STUB AKAM CIEN TH
Increasing unusual option volume: DYN GPRO KC DK ATAI PS FISV DPRO UGA TTAN REI CHPT BRZE
Increasing unusual call option volume: ATAI GPRO DPRO XME DFDV REI CPSH SPG DKS CYPH CAMT RARE
Increasing unusual put option volume: GT FISV BILI HWM QQQM CAMT NVS MNDY DKS JMKE STT CASY XRT
Popular stocks with increasing option volume: INTC SPCX MU CRWV AVGO ORCL PLTR NOK BE NBIS NFLX
Active options: TSLA NVDA INTC SPCX AAPL MU AMD AMZN CRWV IREN GOOGL META AVGO ORCL PLTR NOK BE CIFR NBIS NFLX
Global S&P Futures mixed in premarket, Nikkei mixed, Germany mixed to up, WTI Crude oil recently at $95, natural gas mixed, gold at $4443