Pre-Market IV Report April 29, 2026

Pre-Market IV Report April 29, 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: SMMT ANF TEVA BBY ADMA SIMO WBD WEAT MASI SLAB

Stocks expected to have increasing option volume: STX WDC SNDK DELL V MA SBUX HOOD GOOG GOOGL MSFT EBAY META CMG AAPL LLY DIS AAOK GD BKNG STX HOOD V TMUS MDLZ CZR PPG TERA BBV TEVA GSK GD YUM NAVI GEHC HUM BIIB SOFI ETSY WING CAR EAT UBS REGN BULL COIN MSTR

Option IV movers

Seagate Technology (STX) May 1 weekly call option implied volatility is at 166, May is at 95; compared to its 52-week range of 31 to 87. Call put ratio 1 call to 1.4 puts into share price up before the bell after release of quarter results.

Western Digital (WDC) 30-day option implied volatility is at 89; compared to its 52-week range of 33 to 93. Call put ratio 1 call to 1 put into Seagate Technology (STX) share price up before the bell after release of quarter results.

Sandisk (SNDK) 30-day option implied volatility is at 113; compared to its 52-week range of 44 to 123. Call put ratio 1 call to 1.2 puts into quarter results.

United States Oil Fund (USO) 30-day option implied volatility is at 71; compared to its 52-week range of 26 to 129. Call put ratio 1 call to 1.7 puts as WTI crude oil trends higher.

Straddle prices into quarter results

Alphabet (GOOG) May 1 weekly 347 straddle is priced for a move of 5.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Microsoft (MSFT) May 1 weekly 430 straddle is priced for a move of 7%. Call put ratio 2.2 calls to 1 put into the expected release of quarter results today after the bell.

Amazon (AMZN) May 1 weekly 260 straddle is priced for a move of 6.5%. Call put ratio 1.7 calls to 1 put into the expected release of quarter results today after the bell.

Meta Platforms (META) May 1 weekly 670 straddle is priced for a move of 8%. Call put ratio 1.4 calls to 1 put into the expected release of quarter results today after the bell.

Apple (AAPL) May 1 weekly 270 straddle is priced for a move of 4%. Call put ratio 2.8 calls to 1 put with a focus on May weekly calls into the expected release of quarter results after the bell on April 30.

Eli Lilly & Co. (LLY) May 1 weekly 875 straddle is priced for a move of 7%. Call put ratio 1.5 calls to 1 put into the expected release of quarter results before the bell on April 30.

MasterCard (MA) May 1 weekly 507.5 straddle is priced for a move of 4.5%. Call put ratio 1.6 calls to 1 put into the expected release of quarter results before the bell on April 30.

Caterpillar (CAT) May 1 weekly 817.50 straddle is priced for a move of 7%. Call put ratio 1 call to 1.6 puts into the expected release of quarter results before the bell on April 30.

Merck (MRK) May 1 weekly 110 straddle is priced for a move of 4.5%. Call put ratio 1 call to 1.4 puts into the expected release of quarter results before the bell on April 30.

Sandisk (SNDK) May 1 weekly 1000 straddle is priced for a move of 14.5%. Call put ratio 1 calls to 1.2 puts into the expected release of quarter results after the bell on April 30.

Option volume movers

Tango Therapeutics, Inc (TNGX) 30-day option implied volatility is at 126; compared to its 52-week range of 66 to 217 with a focus on 2900 contracts of June 30 calls as share price down 5.5%.

S&P Global (SPGI) 30-day option implied volatility is at 32; compared to its 52-week range of 16 to 41. Call put ratio 1 call to 1 put as share price up 1.1%.

PROCEPT BioRobotics Corporation (PRCT) 30-day option implied volatility is at 91; compared to its 52-week range of 49 to 114 with a focus on 4K contracts of May 20 puts as share price down 3.8%.

Loews Corp. (L) 30-day option implied volatility is at 22; compared to its 52-week range of 15 to 29 with a focus on 3700 contracts of May 120 calls.

GSK (GSK) 30-day option implied volatility is at 31; compared to its 52-week range of 20 to 35 with a focus on a spreader of 18K contracts of May 56 calls, 12K contracts of May 60 calls and 12K contracts of May 51 puts.

Xylem (XYL) 30-day option implied volatility is at 31; compared to its 52-week range of 16 to 36 with a focus on a spreader of 4K contracts of May 125 and 4K contracts of May 135 calls as share price down 4.9%.

Options with decreasing option implied volatility: CAR OGN COUR PENN BSX CHTR BB ISRG CNC SAP IBM LVS URI UPS KDP PM CMCSA VZ
Increasing unusual option volume: KBE AVTX KOPN ERAS AVTR DK BBBY
Increasing unusual call option volume: KOPN ERAS OGN FEZ VAL SANM GSK RMBS
Increasing unusual put option volume: BBBY POET RMBS ARRY CAR AZN KIE HCA
Popular stocks with increasing option volume: INTC MU NFLX SOFI MSTR UNH AVGO ORCL HOOD PLTR NOK
Active options: NVDA TSLA AAPL AMD INTC MU AMZN POET MSFT NFLX IREN GOOGL SOFI MSFT NFLX IREN GOOGL SOFI MSTR UNH AVGO ORCL HOOD PLTR NOK
Global S&P Futures mixed in premarket, Nikkei down 1%, DAX mixed, WTI Crude oil recently at $102.69, natural gas mixed, gold at $4583