Pre-Market IV Report April 24, 2026

Pre-Market IV Report April 24, 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: POET FCEL NN SMMT ASAN DECK TGT ROST AES SKLZ NUCL ASGN SMMT INTT TZOO CPRX OBE GLAD AES DBB GEL BURL VRSN SAN NANOS RITM DXC

Stocks expected to have increasing option volume: INTC AMD QCOM VRSN RHI NEM PG SLB HCA NSC CHTR HIG RHI SAP EW

Movers

Intel (INTC) 30-day option implied volatility is at 76; compared to its 52-week range of 38 to 77. Call put ratio 1 call to 1.2 puts into share price up 20% before the bell.

United States Oil Fund (USO) 30-day option implied volatility is at 79; compared to its 52-week range of 26 to 128. Call put ratio 1 call to 1 put into WTI oil price up 1.4% before the bell.

Dell Technologies (DELL) 30-day option implied volatility is at 60; compared to its 52-week range of 32 to 67. Call put ratio 1.3 calls to 1 put as share price near record high.

Broadcom (AVGO) 30-day option implied volatility is at 47; compared to its 52-week range of 35 to 67. Call put ratio 1.2 calls to 1 put as share price near record high.

Avis Budget Group (CAR) 30-day option implied volatility is at 169; compared to its 52-week range of 38 to 274. Call put ratio 1 call to 2.5 puts with a focus on April 24 weekly puts amid wide price movement.

Reddit (RDDT) 30-day option implied volatility is at 87; compared to its 52-week range of 56 to 98. Call put ratio 1.3 calls to 1 put with a focus on a spreader of 1848 contracts of May 1 weekly 142 puts and 160 calls.

Straddle prices into quarter results and outlook

Verizon Communications (VZ) May 1 weekly 47 straddle is priced for a move of 4.5%. Call put ratio 3.1 calls to 1 put with a focus on May 1 weekly 50 calls active into the expected release of quarter results before the bell on April 27.

Visa (V) May 1 weekly 307.50 straddle is priced for a move of 4.5%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results after the bell on April 28.

Movement

Kimberly-Clark (KMB) 30-day option implied volatility is at 33; compared to its 52-week range of 17 to 34. Call put ratio 3.9 calls to 1 put with a focus on January 90 calls as share price up 1.1%.

Syndax Pharmaceuticals (SNDX) 30-day option implied volatility is at 81; compared to its 52-week range of 58 to 120. Call put ratio 2.1 calls to 1 put with a focus on a spreader of 1500 contracts of June 24 calls, June 30 calls and June 18 puts.

Garrett Motion (GTX) 30-day option implied volatility is at 47; compared to its 52-week range of 26 to 50 with a focus on 2K contracts of May 22 calls.

United Rentals (URI) 30-day option implied volatility is at 39; compared to its 52-week range of 26 to 49. Call put ratio 1.3 calls to 1 put with a focus on January calls as share price up 22%.

Entergy (ETR) 30-day option implied volatility is at 27; compared to its 52-week range of 19 to 30. Call put ratio 24.7 calls to 1 put with a focus on 3400 contracts of May 120 calls as share price up 2.9%.

Hasbro (HAS) 30-day option implied volatility is at 37; compared to its 52-week range of 24 to 51. Call put ratio 1 call to 2.9 puts with a focus on 4K contracts of June 95 puts as share price up 6.7%.

FIGS (FIGS) 30-day option implied volatility is at 48; compared to its 52-week range of 20 to 50. Call put ratio 2.8 calls to 1 put with a focus on May calls as share price down 4%.

Options with decreasing option implied volatility: NKTR MESO NFLX ISRG ALLY BSX UNH GSAT
Increasing unusual option volume: CAR CNI NMAX OBE FIGS WOLF YSS VRSN DOV GPRO
Increasing unusual call option volume: CAR NMAX FIGS OBE KDP GPRO GRPN PUMP ALM WOLF
Increasing unusual put option volume: CAR RSP INFQ STNE WOLF EW AR HTZ BB SAP REPL
Popular stocks with increasing option volume: PLTR MU NOK MSTR NOW ORCL CAR NFLX MRVL
Active options: TSLA NVDA MSFT AMZN AAPL AMD INTC PLTR MU IREN NOK MSTR NOW ORCL CAR NFLX META SMCI MARA MRVL
Global S&P Futures up in premarket, Nikkei mixed, DAX mixed, WTI Crude oil recently at $97, natural gas down 2%, gold at $4700