Pre-Market IV Report April 16, 2026

Pre-Market IV Report April 16, 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 ABVX QUBT OGN SE BBBY CYTK HIMZ CRBP AI EBS MESO NMAX ERAS HIMS LUMN BULL NUAI NVCR DOO CEPU PURR KINS PII WBD PZZA OWL GME NVDY BFB SLF CARR PCAR APLS QBTS QUBT RLAY

Stocks expected to have increasing option volume: NFLX ABT SCHW TMC PEP TRV PLD BK CFG AA TFC FITB STT ALLY CRWV SLG VOYG SNAP QDEL

Movement

Microsoft (MSFT) 30-day option implied volatility is at 39; compared to its 52-week range of 16 to 39. Call put ratio 2.9 calls to 1 put with a focus on April 420 calls amid wide price movement.

Apple (AAPL) 30-day option implied volatility is at 30; compared to its 52-week range of 18 to 45. Call put ratio 3.4 calls to 1 put with a focus on April 280 calls.

Intel (INTC) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 77. Call put ratio 1.9 calls to 1 put amid wide price movement.

Avis Budget Group (CAR) 30-day option implied volatility is at 194; compared to its 52-week range of 38 to 200. Call put ratio 1 call to 1.7 puts amid wide price movement.

United Airlines (UAL) 30-day option implied volatility is at 58; compared to its 52-week range of 39 to 78. Call put ratio 1.9 calls to 1 put amid headlines.

Alibaba (BABA) 30-day option implied volatility is at 44; compared to its 52-week range of 31 to 55. Call put ratio 2.8 calls to 1 put with a focus on April calls.

Straddle prices into quarter results and outlook

Netflix (NFLX) April 108 straddle is priced for a move of 7%. Call put ratio 2.7 call to 1 put into the expected release of quarter results today after the bell.

Alcoa (AA) April straddle is priced for a move of 8.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results today after the bell.

Fifth Third Bancorp (FITB) April 50 straddle is priced for a move of 5%. Call put ratio 1.6 call to 1 put into the expected release of quarter results before the bell on April 17.

State Street (STT) April 145 straddle is priced for a move of 6.5%. Call put ratio 1 call to 1.3 puts into the expected release of quarter results before the bell on April 17.

Ally Financial (ALLY) April 43 straddle is priced for a move of 8%. Call put ratio 1 call to 4 puts with a focus on June 38 puts into the expected release of quarter results before the bell on April 17.

Options with decreasing option implied volatility: VISN RVMD GSAT KPTI KMX GLL STZ ZIM FAST PAGP
Increasing unusual option volume: SGHC PII ERIC ALLO KSPI WLAC ALMU
Increasing unusual call option volume: WLAC SGHC ERIC ALMU CMPX ALM ORBS
Increasing unusual put option volume: XP AMBA BK RSP CAR CFG STNE LYV
Popular stocks with increasing option volume: SOFI HOOD PLTR SNAP MU ORCL INTC AVGO GME BULL
Active options: TSLA NVDA AAPL MSFT META SOFI AMZN HOOD PLTR SNAP MU ORCL INTC AVGO GOOGL IONQ AMD GME BULL WULF
Global S&P Futures mixed in premarket, Nikkei up 2.3%, DAX mixed, WTI Crude oil recently at $92.50, natural gas mixed, gold at $4834