Daily IV Report
Pre-Market IV Report April 20, 2026
Pre-Market IV Report April 20, 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: INFQ FRMI RUM PAYO […]
Pre-Market IV Report April 20, 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: INFQ FRMI RUM PAYO SRTY IMSR GO SDGR MSTR ARDX IMVT ES OBDC DOC BKLN APLS SGOV
Stocks expected to have increasing option volume: USO GE UNH RTX UAL TSLA LCII NXST ASTS CAR INTC
Movement
Intel (INTC) 30-day option implied volatility is at 74; compared to its 52-week range of 38 to 77. Call put ratio 1.6 calls to 1 put into expected release of quarter results after the bell on April 23.
United States Oil Fund (USO) 30-day option implied volatility is at 66; compared to its 52-week range of 26 to 128. Call put ratio 1 calls to 1.2 puts into share price up before the bell.
Stradde prices into quarter results and outlook
GE Aerospace (GE) April 24 weekly 305 straddle is priced for a move of 6.5%. Call put ratio 1.7 call to 1 put into the expected release of quarter results before the bell on April 21.
UnitedHealth Group (UNH) April 24 weekly 325 straddle is priced for a move of 6.5%. Call put ratio 2.7 calls to 1 put into the expected release of quarter results before the bell on April 21.
RTX (RTX) April 24 weekly 197.50 straddle is priced for a move of 6%. Call put ratio 1.3 calls to 1 put into the expected release of quarter results before the bell on April 21.
United Airlines (UAL) April 24 weekly 102 straddle is priced for a move of 8%. Call put ratio 2.4 calls to 1 put into the expected release of quarter results after the bell on April 21.
Tesla (TSLA) April 24 weekly 400 straddle is priced for a move of 8%. Call put ratio 1.9 call to 1 put into the expected release of quarter results after the bell on April 22.
Option movers
Patrick Industries (PATK) 30-day option implied volatility is at 56; compared to its 52-week range of 29 to 56. Call put ratio 3.5 calls to 1 put with a focus on April 105 and 110 calls into confirmed that it is in discussions with LCI Industries (LCII).
LCI Industries (LCII).30-day option implied volatility is at 44; compared to its 52-week range of 27 to 50. Call put ratio 5.6 calls to 1 put with a focus on April 125 calls into Patrick Industries (PATK) confirmed that it is in discussions with LCI Industries.
Nexstar Media (NXST) 30-day option implied volatility is at 46; compared to its 52-week range of 26 to 47. Call put ratio 60 calls to 1 put with a focus April 200 calls into preliminary injunction on Tegna merger.
AST SpaceMobile (ASTS) 30-day option implied volatility is at 110; compared to its 52-week range of 76 to 126. Call put ratio 2.8 calls to 1 put into BlueBird 7 to de-orbit following launch.
Nutrien (NTR) 30-day option implied volatility is at 38; compared to its 52-week range of 23 to 44. Call put ratio 1.3 calls to 1 put with a focus on 13K contracts of May 22 weekly 61 puts.
Huntsman (HUN) 30-day option implied volatility is at 67; compared to its 52-week range of 45 to 90 with a focus on 43K contracts of May 8 puts.
Critical Metals (CRML) 30-day option implied volatility is at 118; compared to its 52-week range of 21 to 246. Call put ratio 6.4 calls to 1 put.
Nu Holdings (NU) 30-day option implied volatility is at 47; compared to its 52-week range of 28 to 62. Call put ratio 1.5 calls to 1 put with a focus on a spreader of 16K contracts of May 22 weekly 14.5 puts and 16K contracts of May 17.5 calls.
Urban Outfitters (URBN) 30-day option implied volatility is at 45; compared to its 52-week range of 37 to 67. Call put ratio 14.1 calls to 1 put with a focus on a spreader of 3495 contracts of May 75 and 80 calls.
Options with decreasing option implied volatility: RVMD GSAT KDK SCO MESO KMX ALLY NFLX FAST FHN BLK ABT AES PEP SCHW
Increasing unusual option volume: CMPX IVZ BKLN UTHR KIE ORBS BMEA SGHC
Increasing unusual call option volume: CMPX UTHR IVZ SGHZ VSAT BMEA ORBS BZAI AMPY CP
Increasing unusual put option volume: INFQ HUN BKLN ORBS KIE BK EXE CAR UTHR MTUM
Popular stocks with increasing option volume: MSTR INTC PLTR MU HOOD SOFI ORCL COIN AAL
Active options: TSLA NVDA AAPL NFLX MSTR AMZN INTC PLTR MU META AMD HOOD SOFI ORCL COIN MARA HIMS BMNR AAL
Global S&P Futures lower in premarket, Nikkei mixed, DAX down 1.5%, WTI Crude oil recently at $89.62, natural gas up 1.8%, gold at $4806
