Pre-Market IV Report April 2, 2026

Pre-Market IV Report April 2, 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 CMG AMZN UPS BKLN WBD RGC CMPX TH UNIT TPB SGOV

Stocks expected to have increasing option volume: NVDA AAPL TSLA META GOOGL GOOG MSFT ORCL SPY QQQ RUT IWM GSAT

Movement

United States Oil Fund (USO) 30-.day option implied volatility is at 91; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.2 puts into oil up 10%.

GlobalStar (GSAT) 30-day option implied volatility is at 55; compared to its 52-week range of 46 to 105. Call put ratio 9.5 calls to 1 put with a focus on April 70 calls into Amazon (AMZN) in discussions to acquire satellite group Globalstar, FT reports.

nCino, Inc. (NCNO) 30-day option implied volatility is at 63; compared to its 52-week range of 25 to 86 with a focus on 1200 contracts of April 17.50 calls as share price is up 11.4%.

Option Care Health (OPCH) 30-day option implied volatility is at 44; compared to its 52-week range of 26 to 59 with a focus on a spreader of 5K contracts of May 32.50 calls and 2500 contracts of May 25 puts.

Centessa Pharmaceuticals (CNTA) 30-day option implied volatility is at 19; compared to its 52-week range of 23 to 216 with a focus on 5600 contracts of January 35 puts.

Frontdoor, Inc. (FTDR) 30-day option implied volatility is at 49; compared to its 52-week range of 24 to 67 with a focus on 2800 contracts of April 60 calls as share price up 2.5%.

Sun Life Financial (SLF) 30-day option implied volatility is at 23; compared to its 52-week range of 14 to 36 with a focus on 1950 contracts of April 65 calls.

Primo Brands Corp (PRMB) 30-day option implied volatility is at 49; compared to its 52-week range of 27 to 59 with a focus on April 14, May 29 and 25 calls.

Cal-Maine Foods (CALM) 30-day option implied volatility is at 37; compared to its 52-week range of 28 to 74. Call put ratio 1.2 calls to 1 put with a focus on 1K contracts of July 85 calls as share price up 3.9%.

Options with decreasing option implied volatility: WVE LW NKE
Increasing unusual option volume: CORN PRMB UNIT TWO EWG
Increasing unusual call option volume: TWO PRMB UNIT PROP DBA
Increasing unusual put option volume: XLC EWG XLB VIAV JBL RXT
Popular stocks with increasing option volume: INTC NKE PLTR MSTR SOFI MRVL SNDK NFLX SNAP AVGO
Active options: TSLA NVDA META MU INTC MSFT AMZN GOOGL NKE AMD AAPL PLTR MSTR SOFI MRVL GOOG SNDK NFLX SNAP AVGO
Global S&P Futures down in premarket, Nikkei down 2.3%, DAX down 2.5%, WTI Crude oil recently at $109.63, natural gas mixed, gold at $4612