Pre-Market IV Report April 15, 2026

Pre-Market IV Report April 15, 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: WOLF OGN SE OGC INFQ QUBT QS SNAP CGNT KODK LCII MITK XXI CPRX GME CANE STRC

Stocks expected to have increasing option volume: BAC MS PGR PNC NFLX STLA WULF QUBT QBTS RGTI

Straddle prices into quarter results and outlook

Netflix (NFLX) April 106 straddle is priced for a move of 6.5%. Call put ratio 8.4 call to 1 put into the expected release of quarter results after the bell on April 16.

PepsiCo (PEP) April 155 straddle is priced for a move of 5%. Call put ratio 1.2 calls to 1 put into the expected release of quarter results before the bell on April 16.

Charles Schwab (SCHW) April 98 straddle is priced for a move of 5.5%. Call put ratio 1 call to 4 put into the expected release of quarter results and outlook.

Space option IV amid deals

GlobalStar (GSAT) 30-day option implied volatility is at 19; compared to its 52-week range of 19 to 105. Call put ratio 7.9 calls to 1 put after Amazon (AMZN) purchases.

EchoStar Corp. (SATS) 30-day option implied volatility is at 67; compared to its 52-week range of 48 to 163. Call put ratio 4.3 calls to 1 put with a focus on July options.

AST SpaceMobile (ASTS) 30-day option implied volatility is at 108; compared to its 52-week range of 76 to 129. Call put ratio 1.9 calls to 1 put.

Iridium Communications (IRDM) 30-day option implied volatility is at 69; compared to its 52-week range of 35 to 77. Call put ratio 14 calls to 1 put with a focus on July 40 calls.

Rocket Lab USA, Inc. (RKLB) 30-day option implied volatility is at 90; compared to its 52-week range of 67 to 112 with a focus on May 100 calls.

Virgin Galactic Holdings (SPCE) 30-day option implied volatility is at 117; compared to its 52-week range of 82 to 164. Call put ratio 4.5 calls to 1 put with a focus on July 5 calls.

Movers

Avis Budget Group (CAR) 30-day option implied volatility is at 200; compared to its 52-week range of 38 to 200. Call put ratio 1 call to 2.3 puts amid sharp rally.

Quantum Computing Inc (QUBT) 30-day option implied volatility is at 94; compared to its 52-week range of 76 to 151. Call put ratio 11.3 calls to 1 put with a focus on May 12 calls into share price up before the bell.

Rigetti Computing (RGTI) 30-day option implied volatility is at 100; compared to its 52-week range of 74 to 165. Call put ratio 4.2 calls to 1 put with a focus on April 10 puts and April 19 calls into share price up before the bell.

D-Wave Quantum (QBTS) 30-day option implied volatility is at 101; compared to its 52-week range of 76 to 170. Call put ratio 4.1 calls to 1 put with a focus on May calls into share price up before the bell.

Credo Technology Group Holding (CRDO) 30-day option implied volatility is at 94; compared to its 52-week range of 64 to 123. Call put ratio 2.5 calls to 1 put as share price up 19.6%.

Chargepoint Holdings Inc. (CHPT) 30-day option implied volatility is at 80; compared to its 52-week range of 75 to 159 with a focus on April 6, 6.5 and 7 calls as share price up 13.6%.

Knight-Swift Transportation (KNX) 30-day option implied volatility is at 33; compared to its 52-week range of 29 to 50 with a focus on 4K contracts of August 37.50 puts.

Federal Realty Inv. Trust (FRT) 30-day option implied volatility is at 19; compared to its 52-week range of 16 to 29 with a focus on 2100 contracts of April 110 calls.

Ryder System (R) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 48 to with a focus on 1900 contracts of April 230 calls.

Catalyst Pharmaceuticals (CPRX) 30-day option implied volatility is at 39; compared to its 52-week range of 25 to 48 with a focus on 1500 contracts of September 30 calls

Options with decreasing option implied volatility: SOLT RVMD GSAT SCO BNO
Increasing unusual option volume: CMPX ALLO GSAT CTRA CORN IDYA
Increasing unusual call option volume: CMPX DVA GSAT ARKG CTRA CORN CHGG
Increasing unusual put option volume: KNX XLB CAR AMBA SYF ARKG PONY TGTX
Popular stocks with increasing option volume: MU ORCL NFLX INTC PLTR SOFI MSTR HOOD AAL AMD
Active options: NVDA TSLA AMZN MSFT AAPL META MU ORCL NFLX INTC GOOGL PLTR SOFI IREN MSTR HOOD AAL WULF AMD GOOG
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $92.41, natural gas mixed, gold at $4824