Pre-Market IV Report April 21, 2026

Pre-Market IV Report April 21, 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: BBBY CMPS INFQ RUM BB BULL UMC TGT WBD CAR CMPS BB FCEL MXL LFMD POET BBBY ONDS UMC RMAX KD HNGE ATEC BULL DECK LEGN MESO NVDX DE WMT TCOM NVDA FLG GPC LOW MMM HD KVUE ARR WBD SPYI SH FEZ EWG EFA

Stocks expected to have increasing option volume: AAPL AMZN GE UNH RTX UAL TSLA CAR DHR ISRG CB COF NOC MMM DHI IBKR HAL NTRS WAL FIG OZK LRCX GEV PM IBM T BA VRT CME NPW CSX LVS LUV IMAX INTC

Movers

Apple (AAPL) 30-day option implied volatility is at 29; compared to its 52-week range of 17 to 45. Call put ratio 2.6 calls to 1 put with a focus on 10K contracts of May 200 puts into Apple names Tim Cook executive chairman, John Ternus next CEO.

Amazon (AMZN) 30-day option implied volatility is at 40; compared to its 52-week range of 23 to 50. Call put ratio 1.4 calls to 1 put with a focus on May calls into Amazon announces $5B investment in Anthropic.

Avis Budget Group (CAR) 30-day option implied volatility is at 221; compared to its 52-week range of 37 to 221. Call put ratio 1 call to 2.9 puts with a focus on May puts amid sharp rally.

Marvell Technology (MRVL) 30-day option implied volatility is at 66; compared to its 52-week range of 43 to 84. Call put ratio 1.3 calls to 1 put with a focus on June options as share price up 6.8%.

Okta, Inc. (OKTA) 30-day option implied volatility is at 60; compared to its 52-week range of 30 to 74. Call put ratio 1.2 calls to 1 put with a focus on 600 contracts of September 120 calls and 1000 contracts of January 70 puts.

Straddle prices into quarter results and outlook

Tesla (TSLA) April 24 weekly 392.50 straddle is priced for a move of 7.5%. Call put ratio 1.3 call to 1 put into the expected release of quarter results after the bell on April 22.

IBM (IBM) April 24 weekly 250 straddle is priced for a move of 6.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results after the bell on April 22.

Texas Instruments (TXN) April 24 weekly 232.50 straddle is priced for a move of 7%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results after the bell on April 22.

AT&T (T) April 24 weekly 26 straddle is priced for a move of 4.5%. Call put ratio 1.8 calls to 1 put into the expected release of quarter results before the bell on April 22.

Boeing (BA) April 24 weekly 225 straddle is priced for a move of 6%. Call put ratio 1 call to 1 put into the expected release of quarter results before the bell on April 22.

ServiceNow (NOW) April 24 weekly 100 straddle is priced for a move of 10%. Call put ratio 2.5 calls to put into the expected release of quarter results after the bell on April 22.

Intel (INTC) 30-day option implied volatility is at 73; compared to its 52-week range of 38 to 77. Call put ratio 1 call to 1 put into expected release of quarter results after the bell on April 23.

Movement

AtaiBeckley (ATAI) 30-day option implied volatility is at 107; compared to its 52-week range of 72 to 142. Call put ratio 7.3 calls to 1 put with a focus on May calls as share price up 23%.

Mohawk Industries (MHK) 30-day option implied volatility is at 48; compared to its 52-week range of 30 to 53. Call put ratio 1 call to 3 puts with a focus on November 70 puts.

Kyndryl (KD) 30-day option implied volatility is at 89; compared to its 52-week range of 32 to 108 with a focus on 10800 contracts of May 11 puts.

Pitney-Bowes (PBI) 30-day option implied volatility is at 55; compared to its 52-week range of 34 to 73. Call put ratio 33 calls to 1 put with a focus on 8K contracts of October 16 calls trading at 60 cents.

American Water Works (AWK) 30-day option implied volatility is at 25; compared to its 52-week range of 18 to 27. Call put ratio 12 calls to 1 put with a focus on 3600 contracts of May 145 calls.

DTE Energy Company (DTE) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 25 with a focus on 5100 contracts of May 155 calls.

Options with decreasing option implied volatility: GSAT WOLF NKTR KMX ALLY RVMD NFLX FHN ABT BKLN UUP
Increasing unusual option volume: DGRO RDNT BVN CXW LKQ CAR BB CMPS YEXT
Increasing unusual call option volume: BVN CXW XLB SIG BB CMPS SMTC PUMP WT ATAI
Increasing unusual put option volume: SIDU INFQ CAR LION CMPS KD EXE ORBS KD ORBS
Popular stocks with increasing option volume: MSTR MU INTC HIMS ASTS PLTR BB SOFI MRVL HOOD
Active options: TSLA NVDA AAPL NFLX MSFT AMZN META MSTR AMD MU INTC HIMS ASTS PLTR BB SOFI MRVL GOOGL HOOD
Global S&P Futures mixed in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $88, natural gas mixed, gold at $4804