Pre-Market IV Report April 14, 2026

Pre-Market IV Report April 14, 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 WOLF OGN ABVX WLAC SNXX CYTK CAR SLDB ALMU OMDA LWLG SOLD LUNR PURR SGML SE ROOT FORM MRAM NOK CROX ONON GFL BNTX CSCO CPER SLNO UUP

Stocks expected to have increasing option volume: JPM C BLK JNJ ACI UAL AAL JBLU LUV ALGT DAL GSAT BE ORCL KMX

Straddle prices into quarter results and outlook

Bank of America (BAC) April 53 straddle is priced for a move of 4.5%. Call put ratio 1 call to 1 puts into the expected release of quarter results before the bell on April 15.

Morgan Stanley (MS) April 180 straddle is priced for a move of 4%. Call put ratio 1.3 call to 1 put into the expected release of quarter results before the bell on April 15.

PNC Financial Services (PNC) April 220 straddle is priced for a move of 4%. Call put ratio 10.4 calls to 1 put into the expected release of quarter results before the bell on April 15.

Airline option IV into headline

United Airlines (UAL) 30-day option implied volatility is at 59; compared to its 52-week range of 39 to 78. Call put ratio 1 call to 1.1 puts into United CEO has floated possible merger with American Airlines (AAL), Bloomberg reports.

American Airlines (AAL) 30-day option implied volatility is at 56; compared to its 52-week range of 37 to 71. Call put ratio 1.1 calls to 1 put into United (UAL) CEO has floated possible merger with American Airlines, Bloomberg reports.

JetBlue Airways (JBLU) 30-day option implied volatility is at 76; compared to its 52-week range of 52 to 93. Call put ratio 2.7 calls to 1 put into United (UAL) CEO has floated possible merger with American Airlines (AAL), Bloomberg reports.

Southwest Airlines (LUV) 30-day option implied volatility is at 57; compared to its 52-week range of 29 to 66. Call put ratio 1.8 calls to put into United (UAL) CEO has floated possible merger with American Airlines (AAL), Bloomberg reports.

Delta Air Lines (DAL) 30-day option implied volatility is at 44; compared to its 52-week range of 34 to 62. Call put ratio 1.8 calls to 1 put into United (UAL) CEO has floated possible merger with American Airlines (AAL), Bloomberg reports.

Allegiant Travel (ALGT) 30-day option implied volatility is at 76; compared to its 52-week range of 51 to 85. Call put ratio 1 call to 14.8 puts with a focus on May 55 puts.

Frontier Group Holdings, Inc. (ULCC) 30-day option implied volatility is at 84; compared to its 52-week range of 66 to 106. Call put ratio 2.4 calls to 1 put with a focus on January 4 calls.

Movement

GlobalStar (GSAT) 30-day option implied volatility is at 68; compared to its 52-week range of 46 to 105. Call put ratio 4.5 calls to 1 put with a focus on June 100 calls into share price up before the bell.

Bloom Energy Corp. (BE) 30-day option implied volatility is at 117; compared to its 52-week range of 65 to 146. Call put ratio 1 call to 1 put into announcing expanded partnership with Oracle (ORCL).

Oracle (ORCL) 30-day option implied volatility is at 56; compared to its 52-week range of 28 to 77. Call put ratio 2.9 calls to 1 put with a focus on June 200 calls.

Nike (NKE) 30-day option implied volatility is at 33; compared to its 52-week range of 26 to 53. Call put ratio 2.2 calls to 1 put as share price near low end of range.

CoreWeave (CRWV) 30-day option implied volatility is at 98; compared to its 52-week range of 67 to 154. Call put ratio 2 calls to 1 put with a focus on June calls as share price up 8%.

Diodes (DIOD) 30-day option implied volatility is at 66; compared to its 52-week range of 37 to 74. Call put ratio 7.5 calls to 1 put as share price up 5.4%.

Coupang (CPNG) 30-day option implied volatility is at 58; compared to its 52-week range of 25 to 66 with a focus on 17K contracts of May 8 weekly calls.

Goldman Sachs (GS) 30-day option implied volatility is at 31; compared to its 52-week range of 22 to 50. Call put ratio 1 call to 1 put as share price down 1.9%.

Fastenal (FAST) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 38. Call put ratio 1 call to 1.1 puts with a focus on April and May options as share price down 6.1%.

Amphenol (APH) 30-day option implied volatility is at 59; compared to its 52-week range of 26 to 61 with a focus on 5700 contracts of May 105 puts.

Invesco Mortage Capital (IVR) 30-day option implied volatility is at 28; compared to its 52-week range of 16 to 53. Call put ratio 2.5 calls to 1 put with a focus on 5K contracts of May 9 calls and 2K contracts of May 8 puts.

Aeluma (ALMU) 30-day option implied volatility is at 133; compared to its 52-week range of 82 to 143 with a focus on 2600 contracts of April 17.50 and 1700 contracts of May 20 puts as share price up 40%.

Caesars Entertainment (CZR) 30-day option implied volatility is at 53; compared to its 52-week range of 41 to 74. Call put ratio 10 calls to 1 put with a focus on a spreader of 9900 contracts of May 27 calls and 10200 contracts of May 27 calls

Options with decreasing option implied volatility: RVMD HUM GLL BNO HUM LEVI UGL ZIM SDOW GS WBD EEM JEPQ
Increasing unusual option volume: KBE WLAC FORM LKQ ALLO TVTX CORN REPL
Increasing unusual call option volume: FORM WLAC TVTX ALLO CORN ALMU COLD ALM
Increasing unusual put option volume: VFF EA TSEM CAR TVTX IYR RVMD BNO KMX VNET SCO
Popular stocks with increasing option volume: INTC PLTR ORCL MU CRWV NOK SOFI PCG NFLX AVGO SNDK
Active options: TSLA NVDA MSFT AMZN AAPL INTC PLTR ORCL META MU CRWV GOOGL NOK SOFI IREN AMD PCG NFLX AVGO SNDK
Global S&P Futures mixed in premarket, Nikkei up 2.4%, DAX up 1%, WTI Crude oil recently at $96.80, natural gas mixed, gold at $4808