Daily IV Report
Pre-Market IV Report April 13, 2026
Pre-Market IV Report April 13, 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: CAR OGN RVMD NET […]
Pre-Market IV Report April 13, 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: CAR OGN RVMD NET ABVX AKAM KDK LYFT DDOG PLTR TWLO FTNT AES ZNTL OGN WLAC MRLN SPIR ABVX VITL KVYO CLBT AKAM ECVT FICO NET APPN AES SNOW CNNE OKTA
Stocks expected to have increasing option volume: GS FAST INTC JPM C BAC MS WFC PNC BAC USB REPL XLE USO XOM CVX XOM BP VLO FCX AA SCCO
Energy
United States Oil Fund (USO) 30-day option implied volatility is at 78; compared to its 52-week range of 26 to 129. Call put ratio 1.2 calls to 1 put into WTI crude trades $104.
Energy Select Sector SPDR ETF (XLE) 30-day option implied volatility is at 27; compared to its 52-week range of 18 to 42. Call put ratio 1 call to 1 put into WTI oil at $104.
ExxonMobil (XOM) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 42. Call put ratio 1.3 calls to 1 put.
Chevron (CVX) 30-day option implied volatility is at 28; compared to its 52-week range of 18 to 42. Call put ratio 2.4 calls to 1 put into WTI crude oil at $104.
SLB (SLB) 30-day option implied volatility is at 39; compared to its 52-week range of 28 to 55. Call put ratio 2 calls to 1 put into WTI crude oil up 7%.
Halliburton (HAL) 30-day option implied volatility is at 42; compared to its 52-week range of 30 to 59. Call put ratio 4 calls to 1 put into WTI crude trades up 7%.
BP plc (BP) 30-day option implied volatility is at 33; compared to its 52-week range of 21 to 48. Call put ratio 2.4 calls to 1 put.
Occidental Petroleum (OXY) 30-day option implied volatility is at 40; compared to its 52-week range of 25 to 60. Call put ratio 3.2 call to 1 put into WTI crude trades $104.
ConocoPhillips (COP) 30-day option implied volatility is at 34; compared to its 52-week range of 24 to 57. Call put ratio 2.8 calls to 1 put into WTI crude trades $104.
EOG Resources (EOG) 30-day option implied volatility is at 34; compared to its 52-week range of 23 to 48. Call put ratio 1.5 calls to 1 put.
Marathon Petroleum (MPC) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 55. Call put ratio 5.7 calls to 1 put with a focus on May calls into WTI crude trades $104.
iShares Silver Trust (SLV) 30-day option implied volatility is at 55; compared to its 52-week range of 22 to 111. Call put ratio 1.7 calls to 1 put as silver at $74.70.
Market Vectors Gold Miners ETF (GDX) 30-day option implied volatility is at 50; compared to its 52-week range of 29 to 60. Call put ratio 2.7 calls to 1 put as gold at $4754.
Freeport-McMoran (FCX) 30-day option implied volatility is at 51; compared to its 52-week range of 33 to 68. Call put ratio 1.3 calls to 1 put.
Strategy (MSTR) 30-day option implied volatility is at 69; compared to its 52-week range of 44 to 126. Call put ratio 2.6 calls to 1 put with a focus on a spreader of April 135 and June 130 calls amid Bitcoin trades $71K.
Oracle (ORCL) 30-day option implied volatility is at 58; compared to its 52-week range of 28 to 77. Call put ratio 1.5 calls to 1 put.
Intel (INTC) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 83. Call put ratio 1 call to 1 put amid wide price movement.
Straddle prices into quarter results and outlook
JPMorgan (JPM) April 310 straddle is priced for a move of 4%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results before the bell on April 14.
Johnson & Johnson (JNJ) April 237.50 straddle is priced for a move of 4%. Call put ratio 1 call to 1.1 puts into the expected release of quarter results before the bell on April 14.
Wells Fargo (WFC) April 85 straddle is priced for a move of 5%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on April 14.
BlackRock (BLK) April 1000 straddle is priced for a move of 4.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on April 14.
Citigroup (C) April 124 straddle is priced for a move of 4.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on April 14.
Options with decreasing option implied volatility: SOLT MSTX LABD BNO LEVI HUM SVIX UGL
Increasing unusual option volume: MEOH PLCE NTRA WLAC UNIT TVTX
Increasing unusual call option volume: MEOH WLAC OGN FORM JBL CORN SYY
Increasing unusual put option volume: STNE VIAV GTM JBL CIA TVTX CAR RVMD ENTG
Popular stocks with increasing option volume: PLTR INTC CRWV MSTR MU SMCI AVGO NBIS ORCL NOW NIO
Active options: NVDA TSLA PLTR AMZN AMD AAPL META INTC CRWV MSTR MU MSFT SMCI AVGO NBIS NFLX GOOGL ORCL NOW NIO
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1%, WTI Crude oil recently at $104.29, natural gas mixed, gold at $4748
