Pre-Market IV Report April 23, 2026

Pre-Market IV Report April 23, 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: NVTS FCEL NN POET MSOS RUM UMC ASAN BB DECK TGT ROST SIRI AES NMAX TORO TLRY GSIT MSOS NN POET NVTS SRAD HELP ARM GT FTK IIPR POWI ITRI INFY PTLO CNH

Stocks expected to have increasing option volume: TSLA IBM TSLA KNX TXN LRCX NOW WCN LVS LUV TMO INTC LULU QS HON LMT AAL HBAN FCX BX AXP UNP CMCSA CNP CHDN PG CHPT

Straddle prices into quarter results and outlook

Intel (INTC) April 24 weekly 66 straddle is priced for a move of 11%. Call put ratio 1 call to 1 put into the expected release of quarter results today after the bell.

Procter & Gamble (PG) April 24 weekly 143 straddle is priced for a move of 4%. Call put ratio 3.4 calls to 1 put into the expected release of quarter results before the bell on April 24.

Southern Copper Corp. (SCCO) April 24 weekly 187.50 straddle is priced for a move of 6%. Call put ratio 1 call to 1.2 puts into the expected release of quarter results before the bell on April 24.

Charter Communications (CHTR) April 24 weekly 242.50 straddle is priced for a move of 12%. Call put ratio 2.6 calls to 1 put into the expected release of quarter results before the bell on April 24.

SLB (SLB) April 24 weekly 55 straddle is priced for a move of 5.5%. Call put ratio 4.3 calls to 1 put into the expected release of quarter results before the bell on April 24.

Movers

Avis Budget Group (CAR) 30-day option implied volatility is at 231; compared to its 52-week range of 38 to 275. Call put ratio 1 call to 2.1 puts with a focus on October 380 puts.

Ishares Transportation Average Etf (IYT) 30-day option implied volatility is at 26; compared to its 52-week range of 18 to 34. Call put ratio 1 call to 13.8 puts with a focus on June 80 and 83 puts.

BlackBerry (BB) 30-day option implied volatility is at 62; compared to its 52-week range of 40 to 80. Call put ratio 6.1 calls to 1 put with a focus on January 5 calls.

Aurora Cannabis (ACB) 30-day option implied volatility is at 98; compared to its 52-week range of 61 to 178. Call put ratio 14 calls to 1 put with a focus on May 4 and 5 calls as share price up 7.7%.

Canopy Growth (CGC) 30-day option implied volatility is at 133; compared to its 52-week range of 94 to 197. Call put ratio 22 calls to 1 put with a focus on January calls as share price up 19%.

Cronos Group (CRON) 30-day option implied volatility is at 73; compared to its 52-week range of 38 to 83. Call put ratio 21 calls to 1 put with a focus on May 3 and 4 calls as share price up 3.9%.

IGC Pharma (IGC) 30-day option implied volatility is at 108; compared to its 52-week range of 20 to 213 with a focus on May 0.5 calls as share price up 8.4%.

Tilray (TLRY) 30-day option implied volatility is at 119; compared to its 52-week range of 74 to 201. Call put ratio 4.6 calls to 1 put with a focus on April 24 weekly calls as share price up 11%.

Keurig Dr Pepper Inc. (KDP) 30-day option implied volatility is at 33; compared to its 52-week range of 18 to 37. Call put ratio 8.3 calls to 1 put with a focus on 22K contracts of May 28 calls.

TE Connectivity (TEL) 30-day option implied volatility is at 40; compared to its 52-week range of 20 to 50. Call put ratio 1 call to 2.6 puts with a focus on May 230 and 240 puts as share price down 10.8%.

NextNav (NN) 30-day option implied volatility is at 129; compared to its 52-week range of 68 to 130. Call put ratio 2.2 calls to 1 put as share price down 26%.

EQT Corp. (EQT) 30-day option implied volatility is at 35; compared to its 52-week range of 31 to 49. Call put ratio 1 call to 3.5 puts with a focus on 26K contracts of May 29 weekly 51 puts.

Newsmax (NMAX) 30-day option implied volatility is at 215; compared to its 52-week range of 52 to 150. Call put ratio 13 calls to 1 put with a focus on June calls as share price up 25%.

Options with decreasing option implied volatility: WOLF MESO NKTR SOLT NFLX ISRG ALLY
Increasing unusual option volume: NMAX CAR SNDL OBE NKLR IDYA PBI GRPN ASST
Increasing unusual call option volume: NMAX CAR SNDL OBE PBI GRPN KDP ASST OGN
Increasing unusual put option volume: CAR NN SYF INFQ WEN HTZ VIAV POET ACB TSSI
Popular stocks with increasing option volume: MSTR PLTR AVGO NFLX ORCL INTC CRWV
Active options: NVDA AAPL TSLA MSFT AMD MU MSTR AMZN PLTR META AVGO NFLX ORCL GOOGL POET INTC ASST GME FRMI CRWV
Global S&P Futures lower in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $94, natural gas mixed, gold at $4718